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nonlinear optimization

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Ali

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Dec 15, 2008, 12:29:03 PM12/15/08
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Hi folks,

I would be thankful if someone can help me to solve this optimization problem.

minimize sum(x)
subject to
0 <= x <= a;
y >= 0;
sum(y) <= b;
x.*f(y) >= c;

x and y are the vector variables of size N, and f is some non-negative function.

any help or suggestion is highly appreciated.
Ali

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