Finance Notes_Part_27

Finance Notes_Part_27 - Limitations of gps a convex problem...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Limitations of gps- a convex problem Minimize f ( x ) = x 1 + x 2 on a disc 6- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . u c c c cu c c cu c c c c c c c Audet and Vicente (SIOPT 2008) Optimization under general constraints 71/109 Limitations of gps- a convex problem Minimize f ( x ) = x 1 + x 2 on a disc 6- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... ..... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
View Full Document

Page1 / 5

Finance Notes_Part_27 - Limitations of gps a convex problem...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online