Outer-approximation (OA)

From Cornell University Computational Optimization Open Textbook - Optimization Wiki
Revision as of 03:59, 26 November 2021 by Yda5 (talk | contribs) (→‎Example)
Jump to navigation Jump to search

Author: Yousef Aloufi (CHEME 6800 Fall 2021)

Introduction

Theory

Example

minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)= y_{1} +y_{2} + \big(x_{1}\big)^{2} +\big(x_{2}\big)^{2} }

subject to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \big(x_{1}-2\big)^{2}-x_{2} \leq 0}

              Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_{1}-2y_{1} \geq 0 }

Conclusion

References