I am using the Lagrange Multiplier for maximizing the Normal/Gaussian distribution of objective functions under some constraints. So, I am searching for better techniques other than lagrange multiplier.
Please see: Diagnosis and impacts of non-Gaussianity of innovations in data assimilationOriginal Research Article
Physica D: Nonlinear Phenomena, Volume 239, Issue 17, 1 September 2010, Pages 1701-1717
Carlos A. Pires, Olivier Talagrand, Marc Bocquet
http://www.sciencedirect.com/science/article/pii/S0167278910001508
THe whole field is open and changing. Optimization is hard iwith little done.
Sincerely, Jorma Rissanen
Please see some papers about intelligent optimization, GA, NSGA2, PSO, and so on.
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