NonLinearProblems

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NonLinear Problems Group


\mathbf {f(x) \to min,\ max}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{ \{ {f, c_i, h_j :R^n \to R \} \subset C^1}}
(smooth differentiable functions)
\mathbf{x \in R^n}


\mathbf {f(x) \to min,\ max}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{ \{ {f, c_i, h_j :R^n \to R \} \subset C^0}}
(continuous functions,
sometimes with some numerical noise)
\mathbf{x \in R^n}
\mathbf {f(x) \to min,\ max\ \ } (global)
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{ f, c_i, h_j :R^n \to R }
\mathbf{x \in R^n}
Solve system of non-linear equations
 \mathbf{F(x)=0}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{F: R^n \to R^n}
 \mathbf{x \in R^n}
\mathbf {\sum_{k=0}^{K} f_k(x)^2 \to min}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{ \{ {f_k, c_i, h_j :R^n \to R \} \subset C^1}}
(smooth differentiable functions)
\mathbf{x \in R^n}
\mathbf {\sum_{k=0}^{K} \|f(x, X_k)-Y_k\| ^2 \to min}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{f, c_i, h_j :R^n \to R}
\mathbf{x \in R^n,\ X_k \in R^m, Y_k \in R^s}
 \mathbf{max_{k=0,...,K}\{f_k(x)\} \to min}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{ \{ {f, c_i, h_j :R^n \to R \} \subset C^1}}
(smooth differentiable functions)
\mathbf{x \in R^n}
\mathbf {f(x) \to min,\ max}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}
 \mathbf{\forall i=0,...,I: c_i(x) \le 0}
 \mathbf{\forall j=0,...,J: h_j(x) = 0}
 \mathbf{\forall k \in \{k_1,k_2,...k_m\}: x_k \in S_k}
\mathbf{S_k\ is\ a\ set\ of\ values\ from\ R}
 \mathbf{ \{ {f, c_i, h_j :R^n \to R \} \subset C^1}}
(smooth differentiable functions)
\mathbf{x \in R^n}


\begin{align}
\vec f(\vec x) \to \vec F \\
\text{subjected to} \\
\vec g(\vec x) & \le \vec 0 \\
\vec h(\vec x) & = \vec 0 \\
\vec x_l \le & \vec x \le \vec x_u \\
\vec x \in & R^n \\
\vec f: R^n \to R^m\\
\vec F \in (R \cup \{-\infty,\infty\})^m\\
\end{align}

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