Parametric programming: Difference between revisions

Revision as of 15:58, 4 February 2015

Revision as of 16:00, 4 February 2015

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== Notation ==

In general, the following optimization problem is considered

:<math>J^*(\theta) = \min_{x\in\mathbb R^n}\; f(x^2 + 1,\theta))</math>

:<math>fg(x,\mathbf{x}^*theta)\leq f(\mathbf{x})0</math>