Linear Programming、Nonlinear Programming、convex optimization、Numerical ...

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Linear Programming \\subset Nonlinear Programming \\subset Convex Optimization. Nonlinear programming (NLP) 可以通过局部近似的方法转化为一序列的 Linear Programming 解 ( Sequential Linear Programming Method), 事实上, 更多地是将 NLP 转化为序列二次规划(QP)求解 (Sequential Quadratic Programming).


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