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Results tagged with nonlinear-optimization
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user 42371
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
0
votes
1
answer
72
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Solving a nonlinear optimisation problem
I have the following nonlinear optimisation problem arising in my model.
$$\min \sum_{k=0}^{N-1} (\tau-t_k)^+\quad \text{ s.t. } {\mathbf{x}^\top\mathbf{w}\le W,\ \mathbf{x}\ge0}, t_k=t_{k-1}+x_k \te …
- 519
2
votes
1
answer
67
views
When is a convex program continuous in its constraint vectors?
Consider $$F(z)=\min ae^{-x}+b e^{-y} s.t. x\ge 0, y\ge 0\text{ and } x+y=z$$
I checked if this function is continuous, but it is not at $z=0$. $F(z)=2\sqrt{ab}e^{-z/2}$ when $z\ne 0$, and $F(0)=a+b$ …
- 519