Solving a quadratic problem using Lagrange multipliers
Posted: Mon Dec 18, 2017 8:51 pm
Hi all,
I would like to solve the following quadratic optimization problem:
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:
I had thought that I could solve these equations to obtain the same optimal solution as before. However, the problem is unfeasible, apparently because of the last derivative. Do you have an idea where I might be wrong?
I would like to solve the following quadratic optimization problem:
So I formulate the Lagrange functions and set the derivatives to zero:
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