OPTIMIZATION METHODS

Exercise of Multivariable Optimization

Problem with Inequality Constraint
Ing. Guadalupe Jimenez Morales
8 de octubre de 2015

1.

Introduction

In various fields of knowledge , particularly in engineering, it requires the determination

of the best solutions to certain problems mathematically well defined.
When a real-life problem can be expressed through a mathematical model for this problem and there are a number of alternative solutions of different quality , but we are only
interested in their best solutions , it is said to have an optimization problem.
In the field of engineering, mathematical optimization applied in any area numerical
information processing and which should make the best decisions based on this information.
the search of the best solutions is to be a primary goal for the selected solutions affect people,
the economy and natural resources.

2.

Multivariable Programming
Definition: There are problems where several variables: x <n .

3.

Exercise
Multivariable optimization with inequality constraint, using the Kuhn-Tucker condition.

minimize f (x1 , x2 ) = (x1 1)2 + x22

subject to
g1 (x1 , x2 ) = x31 2x2 0
g2 (x1 , x2 ) = x31 + 2x2 0

4.

Solution
min f (x1 , x2 ) = (x1 1)2 + x22
"

2(x1 1)
f (x1 , x2 ) =
2x2

Plotting the function to see what would be the optimal points and then check mathematically get the following:

Figura 1. Optimal points in MatLab

Optimal points that can be seen in the chart are: (1, 0).
With this, we assume that the function does not require restrictions:
"

2(x1 1)
f (x1 , x2 ) =
=0
2x2
So we determined and so the Hessian find the minimum:
"

2 0
H(x1 , x2 ) =
0 2

H1 = Det[2] = 2
"

2 0
H2 = Det
= 2x2 = 4
0 2
Therefore:

min H1 = 2
H2 = 4

Evaluating the solutions in the initial equations, we have:

f (x1 , x2 ) = (1 1)2 + (0)2
f (x1 , x2 ) = (0)2 + (0)2
f (x1 , x2 ) = 0

5.

Concluting

Is performed in the exercise proceeded as a first step to charting using MatLab, the use
of this tool and check the graph of the function was of great help to us, because through
this the optimum We check points are within the proper range, so it was not necessary to
use restrictions on the problem, mathematically confirm the values ??that approximate the
graph, and We check that it corresponds to the solution.
Therefore, we say that supporting us on the graph of the function we can reach the mathematical solution and check what are the optimal points of the function.