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Unformatted text preview: meshes that get innitely ne. If f is Lipschitz near x , then f ( x,v ) for all v T H ( x ) . Assuming more smoothness, Abramson studies second order convergence. Audet and Vicente (SIOPT 2008) Optimization under general constraints 79/109 Open, closed and hidden constraints Consider the toy problem: min x R 2 x 2 1 x 2 s.t.x 2 1 + x 2 2 1 x 2 Audet and Vicente (SIOPT 2008) Optimization under general constraints 80/109 Open, closed and hidden constraints Consider the toy problem: min x R 2 x 2 1 x 2 s.t.x 2 1 + x 2 2 1 x 2 Closed constraints must be satised at every trial vector of decision variables in order for the functions to evaluate. Here x 2 is a closed constraint, because if it is violated, the objective function will fail. Audet and Vicente (SIOPT 2008) Optimization under general constraints 80/109...
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 Spring '06
 Tapley
 Finance

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