MIE376 Lec 5 - NLPQPv2.page07

MIE376 Lec 5 - NLPQPv2.page07 - Some types of objectives…...

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Unformatted text preview: Some types of objectives… Separable n ∑ f (x ) i =1 i i Since all functions are convex, just need to solve f i ' ( xi ) = 0 Quadratic ½ xTQx + bTx Solve: Qx + b= 0 Convexity Q positive semi-definite All principal minors are non-negative MIE376 - Mathematical Programming 7 ...
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