Nonlinear Optimization Examples |
The nonlinear programming (NLP) problem with one objective
function and
constraint functions
, which
are continuously differentiable, is defined as follows:
If the functions and
are twice differentiable, the
point
is an isolated local minimizer of the NLP
problem, if there exists a vector
that meets the following conditions:
Each nonzero vector with
In practice, you cannot expect the constraint
functions to vanish within machine
precision, and determining the set of active
constraints at the solution
might not be simple.
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