Mathematics for Economists
greg delong
(Greg DeLong)
2019-08-06 00:52:35 UTC
#1
Constrained positive deÖnite matrixes
Example
Solvex 12 x 22 x 32 !max,x 12 +x 22 +x 32 = 1.
The Lagrangian
x 12 x 22 x 32 +λ