MIE376 Lec 5 - NLPQPv2.page04

MIE376 Lec 5 - NLPQPv2.page04 - and y satisfying the...

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MIE376 - Mathematical Programming 4 Convex Functions and Sets ± a function is convex if and only if for any two vector x and y and any value of a scalar λ in the range 0 to 1: f( λ x + (1- λ )y) ≤λ f( x ) + (1- λ ) f( y ) ± Constraints form a convex set if and only if for any two vectors, x
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Unformatted text preview: and y satisfying the constraints, then for any value of a scalar in the range 0 to 1, the vector a + (1- )b also satisfies the constraints Except for one case we will always assume all functions and constraints are Continuous, Differentiable and Convex....
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto- Toronto.

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