Question: Hi, can anyone help me with the nonlinear optimization homework question below? Reformulate the following nonlinear optimization problem as an equivalent linear program. min 2|:Iryl
Hi, can anyone help me with the nonlinear optimization homework question below?


Reformulate the following nonlinear optimization problem as an equivalent linear program. min 2|:Iryl +3|2I+3y3| min{1,:I:y} (1) s.t. max{I+1,I2y+2,2I+y3} g 5, (2) I + y S 5- (3) Hint: The absolute value function is a convex piecewise linear function, Le. a max of two linear functions. Similarly, the negative of a minimum of linear functions can be turned into a maximum of linear functions. \f
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