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Non‐linear optimization with constraints: A cook‐book approach
Author(s) -
Chua L. O.,
Lin G. N.
Publication year - 1983
Publication title -
international journal of circuit theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.364
H-Index - 52
eISSN - 1097-007X
pISSN - 0098-9886
DOI - 10.1002/cta.4490110204
Subject(s) - linear programming , linear fractional programming , linear circuit , mathematical optimization , quadratic programming , linear inequality , computer science , criss cross algorithm , mathematics , second order cone programming , equivalent circuit , inequality , engineering , convex optimization , mathematical analysis , geometry , voltage , regular polygon , electrical engineering
Based on the stationary co‐content theorem in non‐linear circuit theory and the penalty function approach in non‐linear programming theory, a canonical circuit for simulating general non‐linear programming problems with equality and/or inequality constraints has been developed. the task of solving a non‐linear optimization problem with constraints reduces to that of finding the solution of the associated canonical circuit using a circuit simulation program, such as SPICE. A catalogue of canonical circuits is given for each class of non‐linear programming problem. Using this catalogue, an engineer can solve non‐linear optimization problems by a cook‐book approach without learning any theory on non‐linear programming. Several examples are given which demonstrate how SPICE can be used, without modification, for solving linear programming problems, quadratic programming problems, and polynomial programming problems.