If I have to minimize a function with 2 variables (f(x,lamda))and I have a condition on one of these 2 variables(lamda>=0), how can I find this variable (lamda)? thank u

 Accepted Answer

Hi Hiba, You can use an iterative method. Start with lambda. Differentiate your equation with lambda. Change lambda on the basis of sign of derivative until you get zero derivative. Ofcourse it will change with x.

More Answers (1)

Hi Harshit, thank u , lamda is already a Lagrange multiplier for a first constraint when the others constraints will be included later . for the first step , I should only minimize the function subject to lamda >=0 ; It's a case of dual decomposition method and this is the first step of this method .
I will try iterative method .

Categories

Find more on Programming in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!