Transform the problem to EQ constrained problem with simple bounds
$begingroup$
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 leq x_2\
&&x_1-2x_2+2=0\
&&x_2 geq0.5
end{align}
SOLUTION.
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 - x_2 +x_3=0\
&&x_1-2x_2+2=0\
&&-x_2 +0.5+x_4=0\
&& 0leq x_i leq infty && for i=1,..4
end{align}
Is this correct
calculus multivariable-calculus optimization nonlinear-optimization numerical-optimization
$endgroup$
add a comment |
$begingroup$
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 leq x_2\
&&x_1-2x_2+2=0\
&&x_2 geq0.5
end{align}
SOLUTION.
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 - x_2 +x_3=0\
&&x_1-2x_2+2=0\
&&-x_2 +0.5+x_4=0\
&& 0leq x_i leq infty && for i=1,..4
end{align}
Is this correct
calculus multivariable-calculus optimization nonlinear-optimization numerical-optimization
$endgroup$
$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27
add a comment |
$begingroup$
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 leq x_2\
&&x_1-2x_2+2=0\
&&x_2 geq0.5
end{align}
SOLUTION.
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 - x_2 +x_3=0\
&&x_1-2x_2+2=0\
&&-x_2 +0.5+x_4=0\
&& 0leq x_i leq infty && for i=1,..4
end{align}
Is this correct
calculus multivariable-calculus optimization nonlinear-optimization numerical-optimization
$endgroup$
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 leq x_2\
&&x_1-2x_2+2=0\
&&x_2 geq0.5
end{align}
SOLUTION.
begin{align}
min && x_1^2 + x_2^2\
s.t. && (x_1 -3)^2+1 - x_2 +x_3=0\
&&x_1-2x_2+2=0\
&&-x_2 +0.5+x_4=0\
&& 0leq x_i leq infty && for i=1,..4
end{align}
Is this correct
calculus multivariable-calculus optimization nonlinear-optimization numerical-optimization
calculus multivariable-calculus optimization nonlinear-optimization numerical-optimization
asked Jan 19 at 15:14
Dreamer123Dreamer123
32329
32329
$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27
add a comment |
$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27
$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27
$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27
add a comment |
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$begingroup$
This seems to be the use of slack variables, no ? en.wikipedia.org/wiki/Slack_variable
$endgroup$
– Claude Leibovici
Jan 19 at 15:27