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I have a polynomial function, which is actually the Cobb-Douglas production function, of the form $f(x,y) = \frac{\{x^{\alpha} y^{1-\alpha}\}^{1-\gamma}}{1-\gamma}$

with linear constraint

K(x,y)= Ax + By, (the constraint is more complicated that what is shown, but it is still a linear equation of this form)

and

$\alpha,\gamma \in (0,1)$

I'm thinking of using quadratic programming, but my function is not quadratic equation. Or Augmented Lagrangian method will be the most appropriate solution?

Thank you.

  • 0
    I have added more details to my question, thank you for your help.2012-07-03

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