I want to maximize a function, in which one of the argument of the function is a variable which is a function of the argument of the original objective function. How can I call that argument into the objective function?
In particular, suppose I want to maximize f(x, y) over x, where y=g(x) is solved from an implicit function H(x, y)=0. So how can I write the code to max f(x, g(x)) over x, when g(x) cannot be expressed explicitly and only can be solved implicitly from H(x, g(x))=0?
Thanks in advance.