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2.3 An Example

We now consider the small example problem,

displaymath7973

subject to the bounds tex2html_wrap_inline7977 and tex2html_wrap_inline7979 . There are a number of ways of casting this problem in the form (2.1). Here, we consider partitioning F into groups as

displaymath7974

Notice the following:

  1. group 1 uses the non-trivial group function tex2html_wrap_inline7983 . The group contains a single linear element; the element function is tex2html_wrap_inline7985 .
  2. group 2 uses the non-trivial group function tex2html_wrap_inline7987 . The group contains a single nonlinear element; this element function is tex2html_wrap_inline7989 . The element function has two elemental variables, tex2html_wrap_inline7935 and tex2html_wrap_inline7937 , say, (with tex2html_wrap_inline7995 and tex2html_wrap_inline7997 ) but there is no useful transformation to internal variables.
  3. group 3 uses the trivial group function tex2html_wrap_inline7999 . The group contains two nonlinear elements and a single linear element tex2html_wrap_inline8001 . The first nonlinear element function is tex2html_wrap_inline8003 . This function has three elemental variables, tex2html_wrap_inline7935 , tex2html_wrap_inline7937 and tex2html_wrap_inline8009 , say, (with tex2html_wrap_inline7995 , tex2html_wrap_inline8013 and tex2html_wrap_inline8015 , but may be expressed in terms of two internal variables tex2html_wrap_inline7899 and tex2html_wrap_inline7905 , say, where tex2html_wrap_inline7913 and tex2html_wrap_inline8023 . The second nonlinear element function is tex2html_wrap_inline8025 , which has two elemental variables tex2html_wrap_inline7935 and tex2html_wrap_inline7937 (with tex2html_wrap_inline7949 and tex2html_wrap_inline7997 ) and is of the same type as the nonlinear element in group 2.

Thus we see that we can consider our objective function to be made up of three groups; the first and second are non-trivial (and of different types) so we will have to provide our optimization procedure with function and derivative values for these at some stage. There are three nonlinear elements, one from group two and two more from group three. Again this means that we shall have to provide function and derivative values for these. The first and third nonlinear element are of the same type, while the second element is a different type. Finally one of these element types, the second, has a useful transformation from elemental to internal variables so this transformation will need to be set up.


next up previous
Next: 2.4 A Second Example Up: 2 An introduction to Previous: 2.2 Element and Group