Abstract
We consider a nonlinear objective function subject to constraints. We assume that the objective function satisfies an additional condition, namely, that it is invariant under a certain linear transformation. This additional condition is satisfied for a wide class of applications. It will be shown that under above conditions the problem can either be solved by direct methods (e.g., dynamic programming, etc.), or, more economically, by employing numerical schemes in conservation law form (e.g., the Lax-Wendroff method).
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Förster, W. (1974). Über die Numerische Lösung Nichtlinearer Optimierungsprobleme bei Vorhandensein Gewisser Invarianzeigenschaften. In: Collatz, L., Wetterling, W. (eds) Numerische Methoden bei Optimierungsaufgaben. International Series of Numerical Mathematics / Internationale Schriftenreihe zur Numerischen Mathematik / Série Internationale d’Analyse Numérique, vol 23. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-5321-7_3
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DOI: https://doi.org/10.1007/978-3-0348-5321-7_3
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-5322-4
Online ISBN: 978-3-0348-5321-7
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