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Math Help - Linear program with higher order non-linear constraints.

  1. #1
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    Linear program with higher order non-linear constraints.

    Hi,

    I am not sure whether I have posted the question on the right place or not as I was unable to find the optimization forum.

    I want to solve a linear objective function, with some linear constraints and one higher order non-linear (not quadratic, it Lp-norm) constraint.

    I know that Lp-norm constraint can be approximated by second order taylor series, and the problem is solved by mosek. But the approximating Lp-norm with taylor series seems not a good thing for my case.

    Can any tell me how to solve an optimization problem with general non-linear constraints. Or can any one suggest a solver that can do it if I give my optimization problem to it.

    Secondly can any one guide me when the use of second order taylor series for approximating a function is appropriate (for example whether it is appropriate for Lp-norm or not), and what will be approximation error.
    Last edited by awais; September 12th 2010 at 02:38 AM. Reason: Edited title.
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  2. #2
    Super Member Rebesques's Avatar
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    an optimization problem with general non-linear constraints.

    I have a fabulous proof of this, but unfortunately this margin is too small to contain it.
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  3. #3
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    Hi, If you can help me, I can send you my email adress for sending the proof.

    Best
    MA
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