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