Abstract
In this chapter some of the most important results for unconstrained and constrained optimization problems are discussed. This chapter does not claim to cover all the aspects in nonlinear optimization that will require more than one complete book. We decided, instead, to concentrate our attention on few fundamental topics that are also at the basis of the new results in nonlinear optimization using grossone introduced in the successive chapters.
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Notes
- 1.
Here \(\left\| x \right\| ^2_M :={x}^T{Mx}\).
- 2.
For a matrix \(A \in \mathrm{I}\!\mathrm{R}^{m \times n}\), the Frobenius norm \(\left\| A \right\| _{\text {F}}\) of A is defined as [48]
$$\begin{aligned} \left\| A \right\| _{\text {F}}:= & {} \sqrt{\sum _{i=1}^m \sum _{j=1}^n A_{ij}^2} = \sqrt{\sum _{i=1}^m \left\| A_{i.} \right\| ^2_2} = \sqrt{\sum _{j=1}^n \left\| A_{.j} \right\| ^2_2} \\= & {} \sqrt{\mathop {\text{ trace }}{\left( A^TA\right) }} = \sqrt{\mathop {\text{ trace }}{\left( AA^T\right) }}. \end{aligned}$$ - 3.
Give a cone K, the dual cone of K is the set
$$\begin{aligned} K^* :=\left\{ d \in \mathrm{I}\!\mathrm{R}^n: {d}^T{x} \ge 0, \forall \; x \in K\right\} \end{aligned}$$ - 4.
For a set S, cl (S) indicates its closure.
- 5.
A generic function g is quasi–concave if and only if \(-g\) is quasi–convex.
- 6.
One of the most important technique for solving convex quadratic programming problems with equality and inequality constraints is based on Active Set strategy where, at each iteration, some of the inequality constraints, and all the equality constraints, are imposed as equalities (the “Working Set”) and a simpler quadratic problem with only equality constraints is solved. Then the Working Set is update and a new iteration is performed. For further details refer to [25, 10.3] and [49, 16.5].
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The author wants to express his gratitude to prof. Nadaniela Egidi for reading a first version of the manuscript and providing many useful suggestions.
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De Leone, R. (2022). Nonlinear Optimization: A Brief Overview. In: Sergeyev, Y.D., De Leone, R. (eds) Numerical Infinities and Infinitesimals in Optimization. Emergence, Complexity and Computation, vol 43. Springer, Cham. https://doi.org/10.1007/978-3-030-93642-6_2
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