CONVEX NON-LINEAR PROGRAMMING

Methods

Approach sequential

consists

Substitution

using

Aproximations

solving

Linear Methods

Frank and Wolfe

consist in

Find Solution Feasible

through

Approach Linear

Gradient Method

solves

Steps

Problems without Restrictions

  1. x=x(0), k=0
  1. Choose dk
  1. Do search linear ak
  1. x(k+1) = x + ak * dk
  1. Test of convergence x(k+1)

Converge

No Converge

Ends

return 2

Consist in

Function
Objective

must be

with

Restrictions

Characterized by

Own or Not
Restrictions

it has

is unrestricted

Must be Convex

Must be Linear

Non - Linear

where

as

Convex

Minimize

Concave

Maximize

Quadratic

Separable

Aplications

Design of
Transportation Networks

Production and
Addressing Network

Production in
Factories

Software

MOSEK

Mathematical Programming
Language (MPL)

f6728be7f7f9d422f3962b78d4fe210e--flat-illustration-vector-illustrations

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