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6 NLP Problem
TOMVIEW requires that general nonlinear problems are defined in
LabVIEW VI's. The function to be optimized must always be supplied.
It is recommended that the user supply as many analytical functions
as possible.
The constrained nonlinear programming problem is defined as:
|
|
|
f(x) |
| |
|
| s/t |
| xL |
≤ |
x |
≤ |
xU |
| bL |
≤ |
A x |
≤ |
bU |
| cL |
≤ |
c(x) |
≤ |
cU |
|
|
(7) |
where
x,
xL,
xU
Rn,
f(
x)
R,
A
Rm1 × n,
bL,
bU
Rm1 and
cL,
c(
x),
cU
Rm2.
Example problem:
|
|
|
f(x)=α ( x2−x12)2+(1−x1 )2 |
| |
|
| s/t |
| −10 |
≤ |
x1 |
≤ |
2 |
| −10 |
≤ |
x2 |
≤ |
2 |
| −inf |
≤ |
x1*x2 |
≤ |
0.5 |
| α=100 |
|
|
(8) |
The following files define the problem in TOMVIEW.
File: quickguide/nlpQG.vi, nlpQG_F.vi, nlpQG_G.vi, nlpQG_C.vi and
nlpQG_Dc.vi
f: Function value
g: Gradient vector
c: Nonlinear constraint vector
dc: Nonlinear constraint gradient matrix
The following file illustrates how to solve this NLP (CON) problem
in TOMVIEW. Also view the other VI's specified above for more
information.
It is possible to change the output displayed by expanding the
cluster in the block diagram.
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