Hello
I'm trying to solve some problems on Nonlinear Optimization. I have the book "Nonlinear Optimization" - by Andrzej Ruszczyński, 2006.
It's problem 3.8 and sounds as follows.
The output variableof a system depends on the input variable
. We have collecred observations
, for
different settings
of the input variable, with
.
(a) We know that the dependence ofon
should be nondecreasing. Formulate the problem of finding new values
such that
and the sum of the squares of adjustments is minimized.
(b) We know that the dependence ofon
should be convex and nondecreasing. Formulate the problem of finding new values
such that this is satisfied and the sum of the squares of adjustments is minimized.
I'm a bit puzzled of what he means with "the dependence ofon
should be nondecreasing" and "the dependence of
on
should be convex and nondecreasing"
In (a) I have formulated the optimization problem as:
and have defined my's as:
and
.
But as I wrote, I'm a bit lost on what he wants me to do ?
Can anyone enlighten me?


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