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Article: Linear and Nonlinear Programming.
- Article from:
- IIE Transactions
- Article date:
- March 1, 1998
- Author:
CopyrightCOPYRIGHT 1998 Institute of Industrial Engineers, Inc. (IIE). This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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The nonlinear programming problem is:
[Mathematical Expression Omitted]
subject to
[c.sub.[Epsilon]](x) = 0, and [c.sub.I](x) [greater than or equal to] 0,
where both the objective function f : D [subset] [R.sup.n] [right arrow] R and the constraint functions [c.sub.[Epsilon]] : D [subset] [R.sup.n] [right arrow] [[R.sup.m].sub.[Epsilon]] and [c.sub.I] : D [subset] [R.sup.n] [right arrow] [[R.sup.m].sub.I] are twice continuously differentiable. The minimization is only required to be achieved locally; when multiple solutions exist, there is no requirement that a global minimizer be obtained. When f is convex, [c.sub.[Epsilon]] is linear, and ...