Search found 2 matches

by LuisG
2 months ago
Forum: Modeling
Topic: Solving a quadratic problem using Lagrange multipliers
Replies: 0
Views: 138

Solving a quadratic problem using Lagrange multipliers

Hi all, I would like to solve the following quadratic optimization problem: b1.JPG Solving this model with CONOPT works very well. However, I would also like to solve it using Lagrange multipliers. So I formulate the Lagrange functions and set the derivatives to zero: b2.JPG b3.JPG I had thought tha...
by LuisG
5 months ago
Forum: Modeling
Topic: Local sensitivity analysis at optimum
Replies: 0
Views: 259

Local sensitivity analysis at optimum

Dear all, I would like to study the impact of a small variation of the optimal variables in an equlibrium problem. My question is related to this older thread Jacobian at optimal condition . It is explained there how to obtain the Jacobian matrix using the Convert utility of GAMS (at the example of ...