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In some case it may be interesting to consider an expansion of the
function around a given point. For example consider the term
with
in the range [1,2]: in the simplex method the range
[1,4], for this term
will be added to the non linear part of the equation. But if we
substitute the unknown
by a new unknown
such that
(hence the range for
will be [0,1])
we will get
we will get an additional linear term
(
) while the non linear part will be
with the range
[0,1]. For each variable
in the range
we may define a new variable
such that
where
has the
range
. We may then write the non
linear and linear procedures for the unknowns
but it necessary
to notify the simplex procedure that such an expansion is used. This
is done by setting the flag
ALIAS_Simplex_Expanded to 1 (this possibility is available
only for the simplex method using the gradient).
You may also prohibit the use of the simplex method in the procedure
(for example to use it only in your own simplification procedure) by
setting the flag ALIAS_DONT_USE_SIMPLEX to 1.
Next: Example
Up: Implementation without gradient
Previous: The CoeffLinear procedure
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Jean-Pierre Merlet
2012-12-20