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Note on a Differential-Geometrical Construction of Optimal Directions in Linearly-Constrained Systems
This note presents an analytic construction of the optimal unit-norm direction hat(x) = x/|x| that maximizes or minimizes the objective linear expression, B . hat{x}, subject to a system of linear constraints of the form [A] . x = 0, where x is an unknown n-dimensional real vector to be determined u...
Autores principales: | , , |
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Formato: | info:eu-repo/semantics/article |
Lenguaje: | eng |
Publicado: |
2010
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1290126 |