🚀 go-pugleaf

In article <1992Nov5.195334.774@qucis.queensu.ca> ismaeil@qucis.queensu.ca (Ossama Ismaeil) writes:
>
>   I wondered if any one can tell me about any method to solve an obtimization
>   problem that has a non linear optimization function and non-linear 
>   inequality constraints. The problem can be described as 
>
>                  T
>           Min   X  X  
>
>      S.T         T 
>                 X A X <= 0
>                
>  wher X is a vector and A is a square indefinite matrix.
>
It seems to me that the min. solution here is X = 0
For the general case, you could use a Lagrangian method
and apply the Kuhn-tucker conditions.


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From:  simardr@iro.umontreal.ca