Parametric programming: Difference between revisions

Revision as of 16:00, 4 February 2015

Revision as of 16:02, 4 February 2015

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== Notation ==

In general, the following optimization problem is considered

<math>

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

\begin{align}

:<math>g(x,\theta)\leq 0</math>

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

:<math>& g(x,\theta)\leq 0</math>

\end{align}

</math>