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  2. GPOPS-II - Wikipedia

    en.wikipedia.org/wiki/GPOPS-II

    GPOPS-II [3] is designed to solve multiple-phase optimal control problems of the following mathematical form (where is the number of phases): = ((), …, ()) subject to the dynamic constraints

  3. Function of several real variables - Wikipedia

    en.wikipedia.org/wiki/Function_of_several_real...

    The image of a function f(x 1, x 2, …, x n) is the set of all values of f when the n-tuple (x 1, x 2, …, x n) runs in the whole domain of f.For a continuous (see below for a definition) real-valued function which has a connected domain, the image is either an interval or a single value.

  4. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    Popular solver with an API for several programming languages. Free for academics. MOSEK: A solver for large scale optimization with API for several languages (C++, java, .net, Matlab and python) TOMLAB: Supports global optimization, integer programming, all types of least squares, linear, quadratic and unconstrained programming for MATLAB.

  5. Constrained optimization - Wikipedia

    en.wikipedia.org/wiki/Constrained_optimization

    For very simple problems, say a function of two variables subject to a single equality constraint, it is most practical to apply the method of substitution. [4] The idea is to substitute the constraint into the objective function to create a composite function that incorporates the effect of the constraint.

  6. Multiple integral - Wikipedia

    en.wikipedia.org/wiki/Multiple_integral

    The rectangular region at the bottom of the body is the domain of integration, while the surface is the graph of the two-variable function to be integrated. In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, f(x, y) or f(x, y, z).

  7. Rosenbrock function - Wikipedia

    en.wikipedia.org/wiki/Rosenbrock_function

    Plot of the Rosenbrock function of two variables. Here a = 1 , b = 100 {\displaystyle a=1,b=100} , and the minimum value of zero is at ( 1 , 1 ) {\displaystyle (1,1)} . In mathematical optimization , the Rosenbrock function is a non- convex function , introduced by Howard H. Rosenbrock in 1960, which is used as a performance test problem for ...

  8. Calculus of variations - Wikipedia

    en.wikipedia.org/wiki/Calculus_of_Variations

    A related problem is posed by Fermat's principle: light follows the path of shortest optical length connecting two points, which depends upon the material of the medium. One corresponding concept in mechanics is the principle of least/stationary action. Many important problems involve functions of several variables.

  9. Function of several complex variables - Wikipedia

    en.wikipedia.org/wiki/Function_of_several...

    Holomorphic functions of several complex variables satisfy an identity theorem, as in one variable : two holomorphic functions defined on the same connected open set and which coincide on an open subset N of D, are equal on the whole open set D. This result can be proven from the fact that holomorphics functions have power series extensions ...