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Applied Optimization by Ross Baldick

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20

Solution of the non-linear inequality-constrained case studies

In this chapter we will solve the non-linear inequality-constrained case studies:

•   optimal margin pattern classification (Section 20.1),

•   sizing of interconnects in integrated circuits (Section 20.2), and

•   optimal power flow (Section 20.3).

20.1 Optimal margin pattern classification

Recall the first transformation of the optimal margin pattern classification case study in Section 18.4.1.1. This transformation yielded the maximization Problem (18.3), which we recast into a minimization problem as:

(20.1)

This problem has a linear objective, r linear inequality ...

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