June 17, 2007
5:41 p.m.
On Sun, 17 Jun 2007, "fdu.xiaojf@gmail.com" apparently wrote:
I still don't quite understand how to liminate linear equality constraints. Could you please point me to some web resources that describe this method in detail? Or what key words I should use if I want to google on the web?
Perhaps an example would be useful. Example: solve the bivariate constrained minimization problem min x1**2 + x2**2 subject to: 2 x1 + 3 x2 = 5 Reparametrize constraint: Particular Soln: (1,1) General soln: x = (1,1) + (1,-2/3)y So solve the unconstrained univariate problem: min (1+y)**2 + (1-2y/3)**2 -> y = -3/13 -> x = (1,1) + (1,-2/3)(-3/13) = (10/13,15/13) hth, Alan Isaac