No algorithm for optimizing general nonlinear functions exists that will always find the global optimum for a general nonlinear minimization problem in a reasonable amount of time. Since no single ...
See "Nonlinear Optimization and Related Subroutines" for a listing of all NLP subroutines. See Chapter 11, "Nonlinear Optimization Examples," for a description of the inputs to and outputs of all NLP ...
Abstract: This paper investigates the static output feedback (SOF) control problem of T-S fuzzy systems based on higher-order Lyapunov functions (HO-LFs). Firstly, to alleviate the conservatism of ...
SIAM Journal on Numerical Analysis, Vol. 22, No. 5 (Oct., 1985), pp. 821-850 (30 pages) We consider the problem of minimizing a smooth function of n variables subject to m smooth equality constraints.
Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...