Talarico Massimiliano (UniCredit Xelion Banca) wrote on 07/17/2007 06:00 PM: > Dear all, > I need a suggest to obtain the max of this function: > > Max x1*0.021986+x2*0.000964+x3*0.02913 > > > > with these conditions: > > x1+x2+x3=1; > sqrt((x1*0.114434)^2+(x2*0.043966)^2+(x3*0.100031)^2)=0.04; > x1>=0; > x1<=1; > x2>=0; > x2<=1; > x3>=0; > x3<=1; > > Any suggests ? >
Use Lagrange multipliers and do it analytically? Ted. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
