How do i write the code of lagrange multiplier in lagrange function?
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How do i write the code of lagrange multiplier in lagrange function ? Because the lagrange multiplier is a varible ,like x,y,z.not a random value,so for example,the function i want to optimize is as below

then how do i write the matlab code of lagrage multiplier ? because there are lots of a_k and b_k,and they all should be calculated,so i can't just use "rand" to produce them.
Does anyone know how to write the code of this? or is there any reference i can refer?
2 Comments
Torsten
on 24 Jan 2019
Which of the K k's do you mean when you define your objective function as
min: x_k^2+y_k^2
?
Accepted Answer
Stephan
on 24 Jan 2019
Hi,
here is an example, which you can use to learn how you can tackle this problem in Matlab:
Best regards
Stephan
1 Comment
Taiwo Fasae
on 12 Oct 2021
Edited: Taiwo Fasae
on 12 Oct 2021
I beg to differ. That link didn't lead to a solution for dealing with nonlinear constraints in langrange multipliers. Please show me one when you find it.
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