Appendix C
Computer Optimization
[3.20]
Routines
Optimization problems can be categorized as:
I. UNCONSTRAINED MINIMIZATION OF THE CRITERION
FUNCTION
minimize C(xi)
where
(C.1)
1. The criterion function is continuous and can be either linear or
non-linear
2. The function is not automatically minimized for all the variables
equal to zero
3. Negative solutions must be assigned a meaning or ignored
II. CRITERION FUNCTION WITH SIMPLE REGIONAL
CONSTRAINTS
minimize C(xi)
with
Li<_xi<_Ui
for i=1,2,3 ..... n
where
1.
(C.2)
(c.3)
The criterion function is continuous and can be either linear or
non-linear
Each xi is bounded by L i and U/. Li or Ui could be zero. Not all xi
have to be constrained
The criterion function is not automatically minimized for all the
variables equal to zero
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