Changes between Version 119 and Version 120 of WikiStart
 Timestamp:
 Feb 14, 2019 3:03:30 PM (2 months ago)
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WikiStart
v119 v120 13 13 }}} 14 14 where 15 {{{f(x): Rⁿ >R}}}15 {{{f(x): Rⁿ ⟶ R}}} 16 16 is the objective function, and 17 {{{g(x): Rⁿ >Rᵐ}}}17 {{{g(x): Rⁿ ⟶ Rᵐ}}} 18 18 are the constraint functions. The vectors {{{g_L}}} and {{{g_U}}} denote the lower and upper bounds on the constraints, and the vectors {{{x_L}}} and {{{x_U}}} are the bounds on the variables {{{x}}}. The functions {{{f(x)}}} and {{{g(x)}}} can be nonlinear and nonconvex, but should be twice continuously differentiable. Note that equality constraints can be formulated in the above formulation by setting the corresponding components of {{{g_L}}} and {{{g_U}}} to the same value. 19 19