4 Suppose an NLP appears to be separable except for the fact that a term of the...
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4 Suppose an NLP appears to be separable except for the fact that a term of the form xixj appears in the objective function or constraints. Show that an NLP of this type can be made into a separable programming problem by defining two new variables yi and yj by xi
1 2
(yi yj) and xj
1 2
(yi yj). Use this technique to transform the following NLP into a separable programming problem:
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Operations Research Applications And Algorithms
ISBN: 9780534380588
4th Edition
Authors: Wayne L. Winston
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