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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

1 vote
1 answer
221 views

Calculus of variations for double sum with Lagrange multiplier

This cropped up in a research question I'm tackling. I wish to solve the following optimization problem: $$ \text{minimize}\ \sum_{i=1}^\infty f_i \sum_{j=1}^i \sqrt{f_j} \quad\text{subject to}\ \sum_ …
J Bausch's user avatar