Financial Mathematics

Topic: Nonlinear Optimisation with Constraint

(a) Consider the following constrained nonlinear optimisation problem 1 x 2 subject to Ax = b where X ER" , CERnxn CER , A E RMXn (with m f(x*) (a) Consider the following constrained nonlinear optimisation problem 1 x 2 subject to Ax = b where X ER" , CERnxn CER , A E RMXn (with m f(x*)<><>