Question about Lagrange multiplier

[Brian Gough]

At Sat, 17 Nov 2007 16:50:52 +0100,
Gyenese János wrote:
> I would like to build a library of the constrained maximization based on
> Lagrange multiplier and using this multiplier a minimize library. (I have to
> use Lagrange because the second library use the result of the first, the
> first is an entropy maximization and the second is the cross entropy
> minimize.)
> 
> I think about using GSL.
> 
> Are there anybody have experience to build the above mentioned libraries?

Hello,
Have you checked OOL? http://ool.sourceforge.net/
There is a list of other packages on http://www.gnu.org/software/gsl/

-- 
Brian Gough