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Question about Lagrange multiplier
- From: Gyenese János <jgyenese at interware dot hu>
- To: "'GSL Discussion list'" <gsl-discuss at sources dot redhat dot com>
- Date: Sat, 17 Nov 2007 16:50:52 +0100
- Subject: Question about Lagrange multiplier
Dear All,
I would like to build a library of the constrained maximization based on
Lagrange multiplier and using this multiplier a minimize library. (I have to
use Lagrange because the second library use the result of the first, the
first is an entropy maximization and the second is the cross entropy
minimize.)
I think about using GSL.
Are there anybody have experience to build the above mentioned libraries?
Any help appreciate.
Regards,
Janos