I have a function F(x,y) and a constraint G(x,y), I am trying to maximize F but the normal Lagrange Multiplier method can't be solved analytically; it's too complicated, even for mathematica. Are there other strategies for doing this? Also I have an idea about the answer. Is it possible to prove this is a maximum through other means?
Alternative strategies for Optimization
1
$\begingroup$
optimization
numerical-methods
-
0Why don't you try numerical optimization software, e.g. fmincon in MATLAB? – 2012-09-25
-
3If numerical optimization is not an option for you, then you certainly needs to say somewhat more about your problem! As is is stated, it is to broad. – 2012-09-25
-
0There is nothing that can be said in this generality. What kind of functions are $F$ and $G$? – 2012-09-26