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wolfram-mathematicamathematica-8

Function minimization with equality constraints in Mathematica 8


When using constraints with simple equality in Mathematica 8, minimization doesn't work. E.g.

FindMinimum[{x^2 + y^2,  y == 1}, {x, y}]

works ok in Mathematica 6, but gives errors in version 8. Can anyone else confirm (or explain) this? Looks like fixing one of the parameters with a constraint confuses version 8. Putting xy==1 is OK, also any inequality.

Any simple workaround on this? I have tried changing the Method, no luck. I would like to keep all the parameters in the parameter list, but hold some of them with simple constraint instead of removing the parameter name from the list. I have a working code in version 6, which does not work anymore in 8.


Solution

  • Your syntax appears to be incorrect:

    FindMinimum[{x^2 + y^2,  y == 1}, {x, y}]
    

    which asks to start x with a value of y. This doesn't make much sense to me.

    Perhaps you are attempting to do:

    Minimize[{x^2 + y^2, y == 1}, {x, y}]
    
      Out:  {1, {x -> 0, y -> 1}}

    Apparently your syntax is valid. Consider Minimize as shown above to be a possible work-around for your problem.