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Math Help - Optimization problem

  1. #1
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    Optimization problem

    Hello,

    I have the following question:

    max/min w=f(x_{1},x_{2},...,x_{n}) subject to g(x_{1},x_{2},...,x_{n})=0 and a_{1} \leq x_{1} \leq b_{1}, a_{2} \leq x_{2} \leq b_{2},...,a_{n} \leq x_{n} \leq b_{n}

    I need the solution of the above question and also I want to guide me the references related to this problem.
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  2. #2
    MHF Contributor FernandoRevilla's Avatar
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    Quote Originally Posted by raed View Post
    max/min w=f(x_{1},x_{2},...,x_{n}) subject to g(x_{1},x_{2},...,x_{n})=0 and a_{1} \leq x_{1} \leq b_{1}, a_{2} \leq x_{2} \leq b_{2},...,a_{n} \leq x_{n} \leq b_{n}

    Any hypothesis for f and g ?
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  3. #3
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    Quote Originally Posted by FernandoRevilla View Post
    Any hypothesis for f and g ?
    The only hypothesis is their higher partial derivatives exists with respect to their arguments.
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  4. #4
    Grand Panjandrum
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    Quote Originally Posted by raed View Post
    Hello,

    I have the following question:

    max/min w=f(x_{1},x_{2},...,x_{n}) subject to g(x_{1},x_{2},...,x_{n})=0 and a_{1} \leq x_{1} \leq b_{1}, a_{2} \leq x_{2} \leq b_{2},...,a_{n} \leq x_{n} \leq b_{n}

    I need the solution of the above question and also I want to guide me the references related to this problem.
    That is virtually the definition for the general constrained optimisation problem, you won't get a solution without being more specific about f and g.

    CB
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