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2.3 An Example

We now consider the small example problem,

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subject to the bounds tex2html_wrap_inline5307 and tex2html_wrap_inline5309 . There are a number of ways of casting this problem in the form (2.1). Here, we consider partitioning F into groups as

displaymath5304

Notice the following:

  1. group 1 uses the non-trivial group function tex2html_wrap_inline5313 . The group contains a single linear element; the element function is tex2html_wrap_inline5315 .
  2. group 2 uses the non-trivial group function tex2html_wrap_inline5317 . The group contains a single nonlinear element; this element function is tex2html_wrap_inline5319 . The element function has two elemental variables, tex2html_wrap_inline5265 and tex2html_wrap_inline5267 , say, (with tex2html_wrap_inline5325 and tex2html_wrap_inline5327 ) but there is no useful transformation to internal variables.
  3. group 3 uses the trivial group function tex2html_wrap_inline5329 . The group contains two nonlinear elements and a single linear element tex2html_wrap_inline5331 . The first nonlinear element function is tex2html_wrap_inline5333 . This function has three elemental variables, tex2html_wrap_inline5265 , tex2html_wrap_inline5267 and tex2html_wrap_inline5339 , say, (with tex2html_wrap_inline5325 , tex2html_wrap_inline5343 and tex2html_wrap_inline5345 , but may be expressed in terms of two internal variables tex2html_wrap_inline5229 and tex2html_wrap_inline5235 , say, where tex2html_wrap_inline5243 and tex2html_wrap_inline5353 . The second nonlinear element function is tex2html_wrap_inline5355 , which has two elemental variables tex2html_wrap_inline5265 and tex2html_wrap_inline5267 (with tex2html_wrap_inline5279 and tex2html_wrap_inline5327 ) 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.


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