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From: fas <faisalmufti@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Solve non linear constraint optimization
Date: Sat, 24 Jan 2009 14:50:21 -0800 (PST)
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On Jan 25, 1:49=A0am, "Matt " <mjacobson.removet...@xorantech.com>
wrote:
> fas <faisalmu...@gmail.com> wrote in message <9dc7b2b2-6103-47dc-a474-c7f=
da1551...@t26g2000prh.googlegroups.com>...
> > I want to minimize this constraint least square to find a and b. Had
> > it be a linear system it would be probably easy to solve this
> > constraint problem. =A0But I have this function of non linear equations
> > to solve.
> > f=3Dsum[x*x']*[a,b,b^2/(4*a)]' - sum[y*x] +lambda*[-b^2/(4*a^2), (1/2)*
> > (b/a),-1]'=3D0
> > Here x,y are vectors in R3 =A0and sum is over i to n;
> > Can anyone help me solve this optimization.
>
> Probably not, since you've told us neither what the objective function is=
, nor the constraint.
>
> It looks like you've given us Euler's equation above, but it will not be =
enough. We will need at minimum to know the

The constraint in this case is b^2/(4*a)=3Dconstant.
It is some what similar to the case of first example of Lagranage
multipliers at
http://en.wikipedia.org/wiki/Lagrange_multipliers
where the third equation is non linear.