I've got an optimization problem where the conditions on, say, $x$ and $y$ are
$$ x \in [A, B] $$
$$ y \in [C, D] $$
$$ xy \in [E, F] $$
I think there's a way to re-parameterize the problem as being with respect to $x$ and $z = xy$, but it would be easier if I could somehow specify non-rectangular conditions. Any chance?
I've got an optimization problem where the conditions on, say, $x$ and $y$ are
$$ x \in [A, B] $$
$$ y \in [C, D] $$
$$ xy \in [E, F] $$
I think there's a way to re-parameterize the problem as being with respect to $x$ and $z = xy$, but it would be easier if I could somehow specify non-rectangular conditions. Any chance?