Читать книгу Multi-parametric Optimization and Control - Efstratios N. Pistikopoulos - Страница 31

Having the essentials of optimization for the purposes of this book covered, the objective of this subchapter is to introduce the role of parameters in an optimization formulation. In this context, the following multi‐parametric programming problem is considered:

(1.16)

where is the vector of the continuous optimization variables, is the vector of the uncertain parameters, and the sets , correspond to the inequality and equality constraint sets, respectively.