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 CONTENTS

PREFACE x
ii
i

1 I
ntr
odu
ctl
on 1
1
.1 O
pt i
miz
ationFundamen
talsI2
1
.1.1 Elemen
tso fProble
mFormu
lat
ionI4
1
.1.2 Mathe
maticalModeligI1
n 0
1
.1.3 Natur
eo fSol
utionI1 6
1
.1.4 Cha
ract
eris
ticsoftheSe
arc
hProc
edu
reI20
1
.2 I
ntrod
uct
iontoMA1 1
.As I2
. 5
.2
1 .
1 WhyMATLAB?I25
.2
1 .
2 MATLABI n
sta
llat
ionIssue
sI26
.2.
1 3 UsingMATLABt heFi
rstTimeI27
1
.2.4 Usin
gt heEdi
tor/3 3
1
.2.
5 CreatingaCodeS nipp
e t/37
.2
1 .
6C r
eatingaProgramI40
P
rob
lesI44
m

2 GraphlcalOptlmizatlon 45
2
.1 針。b lemDefin
iti
onI45
2
.1.1 E xample2.
1 I46
2
.1.2 F ormatfo
rlh
eGra
phi
calD
isp
layI47
2
.2 G
raphi
calS
olut
ionI48
2
.2.
1 MATLABHigh-Leve
lGrap
hicsFun
cti
onsI48
2
.2.
2 Example2.I
- Gra
phic
alS o
lut
ionI50
2
.2.
3Disp
layin
gt h
eG r
aphisI5
c 3
2
.2.
4 C
ustom
izingtheFig
ureI54
2
.3 A
ddi
tio
nalExamplesI56
v
l
l
v
l
ll CONTENTS CONTENTS I
x

2.
3.
1 Example2 .
2I56 4
.1.
1 P
roble
mFormulation-Example4.
1 /1
55
2.
3. 3I64
2 Example2. 4
.1.
2Disc
ussio
nofCons釘ain
ts/1 57
2.3 Example2.
3. 4I73 4
.2 Ma
thematicalC on
cepts/1 59
2.
4A dd
iti
ona
lMA 11.
.ABGra
phicsI79 4
.2.
1 S ymbo l
i cComp
utationUs
ingMATLAB/1
59
2.
4.1 Hand
leG raph
icsI80 4
.2.2 Ba~ic Mathe
matic
alConce
ptsI1 62
2.
4.2 Gr
aphic
alU serInt
erf
aceI81 4
.2.
3 T aylor'sTheore
m/Se
ries/169
2.
4.3 GUICodeI84 3 G
4. rap
hica
1Solut
ions/1 71
R
efe
ren
cesI9
1 4.
3.1 Un
constrai
nedProblem/1 71
P
rob
lesI9
m 2 4.
3.2E q
ualit
yC on
strain
edProbl
em/1 7
2
4.
3.3 In
equa
lityCons
traine
dProblem/1 73
3 LlnearProgrammlng 93 4.3
.4 Equa
lit
ya ndIne
qual
ityC
onstr
ain
ts/1 74

3
.1 P
roblemDefi
niti
onI94 4.
4 An
alyt
ica
1C o
ndition
s/1 75
4.
4.
1 U n
constrai
nedProblem/1 7
6
3
.1.
1 S t
andardFor
mat/94
4.
4.2 Equa
lit
yCons 回 in
edP r
oblemI1 79
3
.1.
2 M ode
lingIssu
es/98
4.
4.3 In
equa
lityConst
rainedOpt
imiza
tio
nI18
6
3
.2 G
raphi
calSol
utio
n/1 07
4.
4.4G en
eralOptimiz
ationProblem/191
3
.2.
1 Example3.1 /110
3
.2.
2 C h
ara
cte
ris
ticsoftheS
olu
tio
n/I I
1 4
.5 Ex創npl
es/1 9
4
3
. 3 D
2. i
ffe
rentSo
luti
onTypesI1 14 4
.5.1 Example4.2/ 1
94
4.
5. 3/1
2 Example4. 9
6
3
.3 Nume
ric
alSolutio
n-theSimp l
exMethodI1 1
5
3.
3.1 Fe
atu
resofth
eSimplexMethod/1 15 R
efe
ren
ces/200
3.
3. 2 Ap
plic
ati
onofSimplexMethod/1 17 P
rob
lem
s/2
01
3.
3. 3 So
lut
ionUsingMA11
..B/1
A 20
33.
. 4 So
lut
ionUsingMAT
LA B'SOp
timiz
ati
onTool
boxI123 5 NumericalTechnlques- e
TheOn-DlmenslonalProblem 203
3
.4 Ad
diti
onalExampl
es/1 24 5
.1 P
roblemDef
init
ionI204
3.
4.
1 Example3 .2-
Tra
nsporta
tionPro
blem/1 2
4 .1
5 .
1 C o
nstra
inedOne-D
ime
nsi
onlP
a r
oblem/204
3.
4.2 Example3.3-Equa
lit
yCons
tra
intsandU
nres凶ct
ed
5
.2 S
oluti
ontoth
eP rob
le m/2 05
Vari
able
s/1 30
5
.2.
1 G r
aphic
alSolutio
n/2 05
3.
4.3 Example3.
4- AFour-Va
ria
bleProb
lem/1 34
5
.2.
2 Newton-RaphsonT e
chniq
ue/206
3.
5 A
dditi
onalTopic
sinLin
earProgramming/1
38
5
.2.
3B i
sect
ionTechniqueI2 0
9
3
.5.
1 P r
i m
ala n
dDualProb
lem/1 38
5
.2.
4P ol
ynomia
lA pproxi
matio
n/211
3
.5.
2 S e
nsiti
vit
yAna
lysis/1 48
5
.25 Go
. lde
nS e
ctionMethodI214
R
efe
r芭n
ces/1
51
5
.3 I
mpo
rta
nceo
fth
eOn
e-D
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nsi
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a r
oblem/217
P
rob
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s/1
52
5.
4 Add
iti
onalExamplesI2 19
5.
4.1 臥a mple5.2-I
l
1us
回t i
onofGe
nemlGolde
nSe
ctio
nMeth
od/21
9
4 NonlinearProgramming 154 5.
4.2 Example5.3ー Two
-Poin
tBoundaryVal
ueProble
mI220
4
.1 P
roblemD
efi
nit
ionI1
55 5.
4.3 Example5.4-RootFindi
ngwithGol
denSec
tionI223
X CONTENTS
CONTENTS x
l

R
efe
ren
cesI225 73.
. 3 Gener
a1iz
edRed
ucedGra
dient(GRG)MethodI297
7.
3.4 S句 ue
nti
alGr
adien
tRe
stora
tionAJ
gori
thm(SGRA)I302
P
rob
lesI225
m
7.
4A d
diti
ona1ExampJesI307
7.
4.
1 ExampJe7 .2-F
Jagpo
JeP r
oblemI307
6 NumerlcalTechnlquesf
orUnconstralnedOptlmlzatlon 227
7.
4.2 ExampJe7.3-BeamD e
signI310
6
.1 Pro
ble
mDefin
itio
nI2 27 7.
4.3 ExampJe7.4ーOptima
1Contr
olI313
.1
6 .
1 Example6.
1 I228
R
efe
ren
cesI316
6
.1.
2 Neces
saryandS
uffi
cie
ntCo
ndi
tionsI2
28
P
rob
lesI316
m
6
.1.
3 Eleme
ntsofaNumerica
1Te
chniq
ueI229
6
.2 Num
erica
lT echniq
ues-N
ongr
adi
entM
eth
odsI230
8D
lsc
ret
eOptlmlzation 318
6
.21 RandomWa
. 1kI230
6
.2.2 Patt
emS e
arch/234 8
.1 C
on ce
ptsinDisc
ret
eProgra
mming/320
6
.2.3 PoweJ'sM
1 ethodI238 .1
8 .1 ProblemRel
axa
tinI3
o 21
8
.1.2 Disc
reteOpt
imalS
olut
ionI322
6
.3 Numer
ica
lT，配h niq
ues-Gradie
nt-Bas
edMethodsI241
'6.
3.1 St
eepes
tD e
scentMethodI2 41 8
.2 D
iscre
teOpti
mizati
onT e
chniq
uesI324
6.
3.2 Con
jugateGradi
ent(F1e
tche
r-Re
eves
)MethodI244 8
.2.
1 E x
hausti
veE nu
merat
ionI326
6.
3.3 Davi
don-FJet
cher-Po
wel
IMethodI246 8
.2.
2 B ran
cha ndBoundI329
63.
. 4B royd
on-Flet
cher-
Gold
fart
トShannoMethodI249 8
.2.
3 DynamicProgramming/336
6
.4N
ume
ric
alTechniques-SecondO
rdrI2
e 51 8
.3 A
dditi
ona
lExampl
esI3 41
8
.3.
1 Exnmple8.
4--1BeumDes
ignI34
1
6
.5 A
dditi
onalExam
plesI253
8
.3.
2 Zero-OneInt
ege
rProg
rammi
ngI343
6
.5.
1 Example6.2-RosenbrockProble
m/2 53
6
.52 E
. x
a m
ple6.3-
Three-
Dimen
siona
lAown 飼raRo凶 n
gDi
skI2
55 R
efe
ren
cesI348
6
.53 ExampJe6.
. 4-
FittingBezie
rP a
ram
etr
icCurv
csI258 P
rob
lem
sI348
R
efe
ren
cesI262
9 GlobalOptlmlzation 350
P
rob
lesI263
m
9
.1 Pr
o bl
emDef
ini
tio
nI3 5
1
7 NumerlcalTechniquesf
orConstralnedO
ptl
mlz
atl
on 265 .1
9 .1 Gl
obalMinimum/3 51
9
.1.2 Na
tureoftheS
oluti
onI354
7
.1 Probl
emDefini
t inI266
o
9
.1.3 Ele
mentsofaNumerica
1Te
chn
iqu
eI356
.1
7 .1 ProblemFormulation-Example71 I266
.
9
.2N
umeri
calT，白h
n i
qu巴san
dA d
diti
onlEx
a am
ple
sI357
7
.1.2 Necessa
r yCon
diti
ons/2 67
9
.2.
1 S i
mul
atedAnne
aling(SA)I358
7.
1.3 ElementsofaNumerica
lT echni
queI269
9
.2.2G e
net
icAlgori
thm(GA)I366
7
.2 I
ndir
ectMet
hodsfo
rConst
raine
dO p
timi
zat
ionI270
R
efe
ren
cesI3
77
7
.2.
1 E x
teri
orPe
nal
tyFunct
ion(EPF)Me出odI2 71
7
.2.
2 AugmentedLagr
angeMult
ipli
er(ALM)MethodI276 P
rob
lesI3
m 78

7
.3 Di
rectM
ethodsforCons住ain
edOptim
izati
onI281
10 O
ptl
miz
ati
onToolboxfromMA B
TlA 379
7.
3.
1 S e
que
nt 1L
ia in
earProgramm
ing( S
LP)I284
7.
3.2 Se
que
ntia
lQ ua
dratcP
i rogramming(SQ
P)I289 1
0.
1 TheO
pti
miz
ati
onT
ool
boxI380
x
ll CONTENTS

1
0.1
.1 ProgramsI380
1
0 .2 UsingProgramsI382
.1
1
0.1
.3 S
ett
ingO
pti
miz
ati
onP
ara
met
ersI384
1
0.2 E
xam
plsI3
e 85
1
0
1
0
.
.
2.
2
1
.
2
L
in
Q
ua
e
d
r
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a
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r
i
ogrammingI3
cP r
85
ogrammingI386
PREFACE
1
0.2.
3 U
nco
nstra
inedO pt
imizati
onI388
1
0.2.
4 C
ons
trai
nedO pt
imizati
onI3 8
9
R
efe
ren
ceI3
91

Index 393 百l
m
c
esu~ject o
a
o
n
s
ag
to
er
fp
s，
r
fo
a
od
p
t
n
u
i

c
m
i
dm
t
z

i
a
t
o
o
i
s
o
ni
te
n，a
sr
v
n
e
e
c

df
e
i
r
v
y
i
i
n
b
n
gs
o
a
e
d
l
ri
o
ye
u

y，t
l
sa
l
s
t
e
h
te
n
.T
es
ti
o
h
u
n仕ome
i
c
si
ce
n
sd
s
g
r
so
i
n
i
ee
r
v
ft
s
e
h
，s
cie
nti
st，
s
“
nbycompe t
eb usine
s se
i
n
t
on，
e
qua
中 市e
li
t
.
l
ya
g
no
s
r
s
u
in
ranc
g出e
e，

pract
iceo fo ptimizatio
ni snotano ptiond uringcurrenttimes.
Optimiza tionisp racticedt hr o
ughs oftwar芭 programsa ndr equire
ss ignifica
nt
compute rre sour
ces.Th et echniquesofo ptimizationhaven otc hangeds i
gnifi
cantlyin
陀c en
ty ea rs，b uttl
lea reaso fa ppl
icationsh av emushroomeda tas ig
nific
antr at
e.
Success
fu llyembeddingt heu seo fopt im
izationi nprofessionalp r
a c
ticerequiresat
lea
stthreeP 陀 巴quisites.τbeyi ncludem ath
e maticalmo delingo fthed es
ignp robl em，
knowledgeo fc omputerprogramming，a ndknowledgeo fop t
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Many s pecial-purposeo ptimiz a
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ea vaila
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x
lv P
REF
ACE P
REF
ACE XV

ofsymb o
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mer ic
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tingwith ou1computationalc xperienceisa lsofeas
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ono fmany a l
gorith msi nt
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INTRODUCTION

Optimizati
onh as become a n ecessaryp arto fd esigna c
tivityi na llm ajor
dis
ciplin
es.Thesed is
cipline
sa renotr es
trict
edt oenginee
ring.Them otivationto
producee c
on omicallyr el
evantp ro
ductso rservice
sw ithembeddedq ualityisthe
princ
ipalreasonf or由i sinclusio
n.Improvedp roductionandd esignt oo
ls，w i出 a
syner
gisti
ct hrustt hroughi n
e xpen
sivec omputationalr e
sources，ha vea idedthe
conside
rationo fo ptimization methods i n new d evelopments，p a
rticular
ly
engineer
ingp roducts.Eveni nt hea bsencco fat angibl
ep roduct，o pt
i mi
z at
ion
idea
sp r
ovidet h ea b
ilitytod efinea nde xp
l or
ep ro bl
emsw h ilef ocusingon
solut
ions出 atsub scri
bet osomem easureo fusefuln
ess.G en
erally， th
eu seo fthe
wordo ptimi
z at
io nimpli巴sthcb estresu
ltu ndert h
巴c ircum
stances.T hisi nclu
des
theparti
cularseto fconstr
aintsont hedevel opmentrcsourc
es，currentknowledge，
marketconditions， andsoo n
.Everyoneo fush asprobablyusedt hcte rmatsome
timetod esc
r ib
e出 ep rimaryq ua
lityo fourworko re ndea
vor.Iti spr o
b ably山e
moslu sedo ra b usedl ermina dv
ertisin
gandp re
sentat
ions.N everthcless，白c
abi
litytomaket heb e
stc hoic
ei sap erp
eluald esi
reamongu sall
.
Op
timizationi sfrequent
lya ssoci
atedw ithd esi
gn， beitap roduc，ts er
vice，or
str
ateg
y.A e
ro spacedesignwasamong出巴 e arl
iestdis
cipl
inestoembrac eoptimizati
on
inasignif
icantwayd r
ivenb yan atu
ra1needt olowerthet rem
endo u
sc ostassociat
ed
withcarry
ingu nnecess町 yweightinaerospacevehic
les
.Minimummasss tructur
esar
l巴
山 n orm.Optimiz a
t i
onf ormspartofthep sycheofeverya er
ospacedesigner.Saving
onfuelthroughtr司jec
torydesignwasa nothe
rp roblemthatsugge
steditsel
f.Ve rysoon
曲巴 ent
i問 engineeringcommunityc ouldrecognize由cn eedtodefineso l
utionsb a
sed
onm e
rit
.R ecognizingthedesireforoptim
izationa n
da c
tua1l
yi mp
le mentingwe 陀 two
dif
feren
ti s
sues
.
2 I
NTR
ODU
CTI
ON 1
.
1OP
TIM
IZA
TIO
NFU
NDA
MEN
TAL
S 3

Untilrecentl
y.f ormuchoft hetime.optimiza
t ionwasu su
allya ttemp
tedo nlyi n m
athe
matic
almode.
lτbedωi伊 .iω
chara
ctc
riza
tion
.四 dit
sci
rcu
mst
anc
esmustbe
tho
ses ituati
onswheret hereweres i
gnifi
cantp enalt
iesf o
rg enericd e
signs.Th e e
xpr
esse
dm at
hem
ati
cal
ly.C
onside
rt h
edesigna
cti
vit
yint
hefo
llo
win
gcas
es:
app
licatio
no fo ptim
i却 tiondemandedl a
rgec o
m p
u tationalr e
sourc
es.I nthen ascent
year
so fdigita
lc omputationthesewerea vail
ableo nlytol argenation
all ab
oratories ;:.~
"
.
• Newconsumcrr e
searc
hi n
dicat
ωthatpeoplelike10drin
kab o
u t0.5lit
crofsoda
andr esea
rchp r o
grams.Theser esource
sweren ecess
a ryt ohandlet h巴n onlinear " popalatimeduri
ngt h
esummerm onth.Th
s efabr
icati
onCOSIo ftherede
signe
d
problems出a t創 芭 assoc
iatedw ithengineeringo ptimi回 .t
io
n.Asar esu
ltoft hese sodacanispro
porti
onalto出巴 sur
facearea
.a ndc anbee s
tima tcdat$1.00pcr
con
strai
n t
s most of t hee verydayp roduct
s were d esignedw ithoutr ega
r dt o squa
remeterofthemate
riaIus
ed.Ac ir
cularcrosssect
ionisthemostp laus
ibl
e
opt
imization.Th i
sincludeseverythi
ngyous 回 ぽo undyouo ruseinyourd ailylif
e.It give
nc ur
renttooli
nga va
ila
bleform anu
fac t
ure.Fora e
stheticr ea
sons，白e
isinconceivable出att henewg ener
ationo frepla c
emen tp r
oducts
.l ikcthec a
r.t he hei
ghtmustbeatlea
sttwicet
hediamet
cr.Stu d
iesi n
dic
ate出a th o
l d
ingcomfor
t
house
.t hed esk
.o r出ep e
ncil.redesigne
da ndm anufact uredtodaya rcnotd esigned req
uire
sad ia
meterbetween6and9cm.
optim
allyi nones enseoranothcr. • Ac antile
verbeamncedstobedcsi
gn巴dtocarr
yap oi
ntl o
adFa tthecndofa
Today.youwouldd e
fmit巴Iyexploreprocedurestoo ptimizey ourinves回lentsby beamofl e
ngthL
.Thec r
ossse
cti
onofthebeamwiIIbeintheshu
peofth巴l巴t
ter
tai
lori
ng your p ortfol
io. You would o ptimizey ourb us
inesst rave
lt ime by I(路 島 町edωas却 I -
b回m )
.Thebeams houl
dmeetp res
cribe
df a
ilu
recri
ter
ia.
appropr
i a
旬I ychoosingyourd csti
nati
ons.Youc anoptimiz eyourcommutingt im巴b y 百e reisa ls
oalimi
toniωde f
I田tio
n.A beamo fminimummassi sreq
uir
吋 t o
choosingyo urtimeandr ou
te.Youc ano pt
imizey ourneces sar
ye xp
enditureforIiving bedesi g
ned.
byc hoosingy ourdaya nds t
oreforshopping.Youc ano ptimizctheu sef
ult imeyou • MyPCCompanyh asdecidcdtoinvc
st$12m illi
oni nacqui
ringsev
eraln巴W
connectto由巳 I ntemetbyd et
c r
miningyourt imeofc on
necti o
n.Youc anbuys oftware Componenl Placem 巴n
l Machines t o ma nu
facture diffe
rcnt kin
ds o f
白紙 w i
llo ptimizeyourc onn
cctiontot h
cl nte
mct.Youc a nbuybookso rreadartic
les mothcrb
oa r
dsf orancwg cnc
ratio
no fperson
alc ompu
lers.Threemodelso f
白紙 t cl
lyou howt op erformt he
sev ariou
so p ti
mizations.Theabovea c
tivit
ics thc
scm achinesareundercon
sider
atio
n.Totalnumbcro foper
atorsav
aila
blei
s
primar
ilyr ela
tcto: ;
crvI
cesors tr
ateg
y.Itisnowa pparcnt白 ate veryactiv
ity，except 100b ec
au s
co ft h
el oc
allabo tA f
rmarke. Ioorspaccc o
nstrai
ntneeds10bc
a巴S出etic，providesthes copeforoptimiz
ation.百l isjusti
fiesl o
okinga t白 estu d
yo f sa
tisf
iedb eca
u s
eo ft h
ed i
ffcr
entdimcnsi
on soft h
csemachines.Addi
tiona
l

“
ootimiz副o na sat o
ol白紙 c anbea p
plied10av ariet
yo fd isc
ipli
nes.Ifso，themyri a
叫d inf
ormationrcla
tingt
oe ac
hoft h
emachinesisgiveninTable1.
1.Thecompany
of叩
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叩吋p仰
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o
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1
1
削 wishe
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minehowmanyofe achkindisa pp
ropri
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e
Thisi
おs曲eemphお a ぬ
s
isoft
由heboo k. numbero fboardsmanufac
turedperday.
The p artn
ershipb etween d巴signand o p
timizatio
na cti
vit
yi so ft
enf oundin
eng
ineering.Thisbookr ecognizestha
tconnec
t i
o nandmanyo fthcproblemsusedf
or Theabovel is
trcpr凶 ent
st h
reep r
oblems山a twiIIbeused1 0def
incformalelement
s
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lust
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nsandp r
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cea refrome ngin田ring，primari
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nical，civ
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onp r
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formationfromthespec
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p aced es
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el esst hes t
udy ofo ptim
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on.p ar
ticu
larl
ya ppli
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et owhichi trefe
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ignth e
sep roblem
sassumes出a t
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mization.isn o
tm e xclusivepmpertyofmys ptcin
cd i
sci
purle.
Iti n
volve
sthe 出巴 design
crisc onve
rsa n
twi 白 山ep a
rtic
ularsubj田 tmatte
r.百 lep ro
blemsa r
ek ep
t
dECOVEryanddesignof叫 u ti o
nst hr
oughappro
pr i
atetechni
ques鰯 o c
iatedwitht
he simpl
et ofocusono pt
im i
zationissu
cs.Problemso fsuchv a
rielyareimpo
rtantt o
day
.
formu
l ati
ono fth eproblemi nas p田 if
icmanner.T h
isc anbedonef orexamplein Recenta dv
e r
tisementsi ng e
neralconsumerm agazinesi 1
I u
str
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n
economics， c
hemi s
try，andb usines
sman aluminumm卸 u f
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er)isq uit
巴h appytoh aver cducedLhcw eightofthestandar
d
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er30%i nrecenlyea
rs.As imi
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tic
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h
res
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ndardm ilkjug(gaI
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h
in出iscaset h
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theastd u
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essivesnow
1
.1 OPTIMIZATIONFUNDAMENTALS
T
abl
e1.
1 ComponentP
lac
eme
ntM
ach
ir悶
Opt
imizationcanbea pplie
dt oal
ld is
cipli
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litat
ively，thi
sa s
serti
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plies
mul
tipledecisi
onc h
oices
;i mp
licit
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tyo fchoosingamong M
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plyingoptim
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tion.orinotherwords，numberso rvalues白紙 will A 10 5
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4 INTRODUCTION 1
.
1 OPTIMIZATIONFUNDAMENTALS 5

du
ringt h
e 1998-1999 win
terwillhavestru
ctu
ra1desi
gne
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rs des
ign.Thi sissignific
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plori
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blem.Th巴vibr
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hematicallyexplorin
gt h
c
math
ematica
1modelapprop
riat
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chdeci
sionmakin
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ution
.
百l esetofd es
i g
nv a
riab
lesisiden
tifie
da sthed es
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nv e
ctor
.百1Isv田 t o
rw i
llbe
1
.1.
1 ElementsofProblemFormulatlon con
sider吋 ac olumnv e
ctorinthi
sbook.Inf a
c1，a
1 1vect
orsarecolumnv ectors切 出E
te
xt.Th elengthof血i sv ect
or，whichisn，ist henumbero fdesignvari油l e
sio曲E
Inthi
ss ecti
on，wew illin凶 duce出ef orma
1e le
me nt
so fthcoptim
izationprobl e
m .In proble.Th
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fferentdimension
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ti
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th
isbook，t het crmp roducta1so問 fer
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aticalmodel，theyaredistingu
ishedby山巴 c hara
c1erx
.AlI
understood出a top 自凶z ati
onp r
esu p
posest h
eknowlcdgeo f由ed esignrulesf orthe ofthetechniq
ueso foptimiza
tioninthi
sbookn reb ascdon出ea bstractmathematica
l
sp配 i
ficpr ob
le m，primar
ilytheabili
tytod es
cribethed e
signinm athematica
1t erms. model.百les u
bscriptonx，f rcxamplc，X3・
o rcp
resentsthethi
rddesignv ar
iable，wh
ich
Theset erms泊cJuded esi
gnv ari
a b
les，d e
signp arameters，andd esignfunctions
. mayb et h
eh eigh
to fano bj
ec1in白ec h釘ucte
rizatio
no fthep ro
d uct
.T hisabs
trac
t
Trad
itiona1designpracti
田，出a tis，desig
nw itho
utr egar
dtoo pti
mizat
ion，incJudesa11 modelisne 回ssaryf ormathema
ticalconvenien
ce.T hisbookw il
lr ef
ert o曲ed esig
n
oft h
esee lements剖 伽ugh血e yweren o
tf ormal
lyr ecognize
da ss u
ch.T hisa lso var
iablesinoneo f出巴 f ol
lowingways:
j
ustif
ies出ep r
er e
quisi飽 th
atyoumustb ec a
pableo fdcsignin
gt h
e0 吋∞ti fyoua re
planni
n gtoappl y出et e
chniqu
cso foptimi四 t
ion.Itisal80agoodi dea10r ecognizc (
1)[
羽-refc町 i
ngt
oth
evc
c10
r0'
1d巴s
ignv
ari
abl
cs
th
ato p
timizationisap roced
urcfors c
arching1hebestdesignamongc andida
t 巴s，cach (
2)X o
rx -r
eferri
ngt oth
cvc
cto
rag
ain，o
mil
lin
g1h
csq
uar
ebr
ack
etsf
or
ofwhichc anp roduceana cc
eptableproduc.
tTheo cedf o
rt hcob
jec1orp r
oduc tisnot c
onvcn
icncci
fappr
opr
iat
e
questi
on e
dh er
e.b utt h
ismayb eduet oad ecisionbased00o ptimi
zationap pliedin
(
3)[
xjx
， 2'・
...，XIl]T_ーi
ndic
ati
ngt h
cv c
clorlhr
oug
hi t
se l
ement
s.N
ole 山e
anothe
rd isc
ipl
in c
.
s
uper
scr
iptt
ran spo
siti
onsymboltoi
den
tif
yita
sacolunmvec
tor
.
(
4)X;.i ，
=12....，
n-r
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oal
loft
hee
lem
ent
soft
hed
esi
gnv
巴ct
or.
DeslgnV arlab les: Designvariabl
esa reentitiesthatiden
tifyapartic
ulardesign.In
出es e
archfor白巴 o ptimaldesign，出e seentitiesw il
lc hangeo verap rc
scribedrange.
Thca
bov
eno
tat
iona
1co
nve
nie
ncei
sex
tcn
dcdt
oal
lvc
cto
rsi
nth
ebo
ok.
Thev alueso fac ompletes e
to ft h
esev a
r i
a blesc harac
tcriz
eas pe
cificd e
sign.Th巴
numberandt ypeofcntit
iesb c
longingtot hi
ss eta revcryimportantinidentifyi
nga nd
se
ttingup出equ 姐 ti
tati
ved esi
gnp roblem.Iti se ssen
tial出鉱山i sc hoi
c ecaptu関 白e DeslgnParameters: I n出isbook，山e seidentifyconst
a n岱 伽1w il
ln otchange凶
essenceo f山 o bje
ctb eingd es
i伊e d叩 da t出esamct imep rovideaq u
antita
tive di
釘e r
entd e
signsa r
ec ompared. Many 1extsu se出巴 t e rmd es
ignp aramete
rs1 0
問prescn
t白巴 dcsignvari
able
swed efinedear
lieranddon otf orm
allyrecogniz
edesign
char
a c
teriza
tiono fthedesignp robl
em.I nap plic dmathematicalterminology.design
para
metersasdef
incdh 問 .T
c heprinc
ipnlreasonistha
tp a
ram et
ershavenor ol
e10play
vari
a b
less e
rvea stheunknownso fthep robl emb eingsolvcd.B orrowingana na
10gy
fromt heareaofs ystemdynami 回 andc ontrolt heory，出e yaree quva
i 1enttod e
fining 泊d eten
凶n ing由巳 optima
1desig.Th
n eyares i
gnifican
tint hedisc
ussio
no fmodeling
thestat
eo fthesystcm，in由i scase，th
cs ta
tco fd esign.Typica
lly，designv ar
iable
sC an is
sue
s.Exampleso fparamet
e r
si ncl
udematcria1pr op
c民y ，appli
edloads.andc h
oicc
bea sso
ciatcdwi t
hd escr
ibing出巴 o bje
ct'ssi zes ucha sit
sl e
ngtha ndheight
.I nother ofshap.Th
e ep ar
a m
ctcrsint h
ea bst
ractmathem a
ticalmodela rerep隠 se
ntcdina
cぉ es，theymayr e
presen1thenumbero fitem s.Th ec hoic
eo fd e
signvariablesisthe si
milarformasthed e
signvec1o，
re x
cep1伽 tweu sethecharact
crp.Th ere
fore
.[ ]，
P
resp
o n
sibi
lityo f由ed esignerguidcdbyi ntuition， expe凶se，an dknowledge.百 le民 is P，[P"P2'・.
.. P
q1r e
p隠 se
nt曲ep arameter
so fthep rob
lem.N ote白 紙 白el en
g白 ofthe
afundament a
1r equirementtobemctby山i ss eto fdesignvariab
les，namely，山e ymust par
副n e飽rvecto
risq.Excepti n山cd iscus
siono fm odeli
n g，白epar沼n e
terswillnot
beiInearl
yi ndependentTh
. ismeans出a 1youc an notcsta
blishth巴valueo fonco f出e beexp
lici
tly児島r redto，asthe
yarep ri
maril
yp redet巴rmincdc o
nstan
tsin白巴 d e
sign
.
designvariable
sf rom山ev aluesof出er emai ningv ariab
lest hrou
ghb asicarith
metic
(sca
l i
ngora dditi
on)operation
s.F ore xampl e，inad esi
gnh avingar cctang
ularcross Des句'nF unctlons: D esignf u
nctio
nsd ef
inem ea
ningfuli nf
orma
tiona b
outt he
sect
i o
n，youc annothave由民ev a
riable
sr eprω enti n
g白e lcng，w
出 idth，anda r
ea.Ifthe de
sig
n. Th eya ree va
luatedu s
ingt hed e
signv ar
iable
sa nddesig
np arameters
fi
rsttwoa r巴p rescr
ibed，出et h
irdisa utomatica1lye sta
blish
ed.I ncomplexd esign
s， di
scus
sedearl
ier
.Theye stab
lishthemathe
maticalmodelofthedesi
gnproblem
.T hese
theserelati
onshipsmayn otbev eryapp a
r en.tN everthel
ess，thec h
oi田 o ft h
es etof fu
nct
ionsc a
nr epre
s e
ntd e
signobjec
tive
(s)andlorcon
str
ail
lts.Asiωnamei mpli
es，
designv a
r i
ablesmustmeet由巳 c rite
riono fl inea
ri n
dependencef ora pplyi
ngt he de
sign0肖e cti
ved rive
st hesearchfortheo pt
imaldesig
n.Thes a
tis
fact
ionoft he
technique
so fo p
timizat
ion. Fromap ract
i cnlp crspcc1i
vc，t hcpropertyo fiInear 印 刷tr
ai
llt
se st
ablis
h e
st h
evalidi
tyofthedesign
.Ifnotexpl
icit
1ystat
ed，出ed e
signer
independenceid e
ntif
iesaminimums e
to fv ariablest h
atcunc omplctelyd e
scribethe i
sresp
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fyin
gthco bj
ectiv
ca ndcon
str
aint
s.Mi nim
izethemasso fthe
6 INTRODUCTION 1
.1 OPTIMIZATIONFUNDAMENTALS 7

s
tru
ctu
rewi
lltr
ans
lat
eto叩 objec
tivρU1ction.The由 民sinthematerialmustbeless
e ConstraintFunctlons: As d e
signf unc
tions，thes
ew illb ei nf
luenc
ed bythe
t
hanth
eyie
Idstre
nghwi
t 1
ltra
nsl
atetoacon st
rain
tfun
cti
on.Inmanyp roblem，
s i
tis de
signvaria
bles
.Th eforma
tofthesefunct
ionsrequi
resthemtob ecomparedtosome
p
oss
iblef
orth
csamef u
ncti
ontoswitchr
ol estopro
videdi
ffc
rcn
td esignscen
ario
s. num
ericall
yl im
itin
gv al
ue山atisestabl
ishedbyd e
signr e
quirem
e n，
torthedes
igne
r.
Thi
sv al
ueremainsconst
antduri
ngt h
coptimiz
ationoftheproblc
m .Awcl1-des
crib
cd
ObJectlveFunction 向井 Thet ra
ditionald esigno ptimizationpr o
b lemi sd c
fin巴d dc
signp roblemi se x
pectedtoi nc
1ude scvera
ls uchf unct
ions.w hichcanb e
usingas i
ngleo bjectiv
ef uncti
on.百 lef o r
m atoft hisstatemcntisusuallytom inimizc rep
resent
eda sav c
ctor
.Thec omparisonisus u1ys
l
a etupu si
ngt hethre
cs t
anda
rd
ormaximizesomeq uantity白紙 i sc alculate
du singsomcd csignf uncti
on.T his 叫 甜o na
lo pe
rator
s:，=S，andミ .C onside
ro urfi
rstexample
.Le tfimJ(X)repr
ese
nt
functio
nm ustd epend，e xpl
icitlyo ri m
p l
icit
ly，on t hed esignv ariable
s.I nt he 出ef u
nction白紙 c al
cula
testhevolumeo fthenews o
d acanwea red e
sign
ing.百 l
e
lite
rat
urc，出isp rob l
cmi scxp 問ssede xc
1u si
vel y，w i
t h
outl osso fg enera
Iity，asa co
nstr凶ntont h
ed巴signcanbce x
presscdas
minimump roble m.A maximump rob lemc anb 巴r c
castasam inimizationp roblcm
usingthencgativco r出巴 r ecip
rocalo fthcf unctionu sedfortheo bj
ectivcf un
ction.ln ルIIJ(X)=500cmJ
thefir
stexamplei n加 d ucedearlie
r，出co 句e ctivei stom inimizecost
.百l eref
o r
e，恥
desi伊 functionr epre
s印 刷gc ostwilIbet heobj ectiv
ef unct
ion.In由 es econd伺 s ，
e I
ntl
Ies
eco
nde
xam
ple
.le
tβm2(X)b
巴th
efu
nct
iont
hatc
alc
ula
test
hed
efl
ect
iono
fth
e
白 eo b
jectiv
ei st om inimi zema s
s.I nt h
et hirdc ase，theobjectivei stomaximizc beamu
nde
rth
eap
pli
edl
oa.Thec
d ons
tra
intc
anb
est
atc
das
machineu t
ilizat
ion.百l ear国 o fsingleo bject
ived e
si伊 i sconsideredm aturet od
ay.
Nonews olu
tiont echniquesf o
rc l
assicalp roblcm sh av巴becna dvancedf orsomct ime f
t1
1l2
(X ;Imm
):
S
now.T oday.mucho ft heworki na pp l
i edopt imi回 tio
ni sd irc
cteda te xpanding
applic
atio
nst opractica
lp roblems.lnmanyc ase
s.t hishasi nvolve
dc r
cativeu s
eo fthe Thccons回 intfuncti
onscanbec1assif
iedaseq
lla
lit
yconst
rain
ts[ lik
e f
unl(X
)a bo
veJ
solut
iont ec
hnique s
.I n由巳 a bstr
actm at h
e maticalm ode
l .theo bjec
tivef unctionis orineq
ualit
yc ons町出 n
ts[likef
un2(X)]
.
reprose
ntedbyt hesymbolfToi n
dicateitsd epe ndenceont hed esignv a
riabl
e s
.itis Problemsw i
th o
utconst
rain
tsaret c
rmcduncon
strai
nedproblems.Ifcon
str
aint
sa r
e
f陀 q
uentlyc xpressedぉ f(x"x 2.... •x .A m
n) orec onc
i s
c陀 p rcse
nta t
i o
ni sj{X). pre
sent，thenm eeti
ng them is more p創司mount 山 a no p
timizal
ion.C on
strai
nt
Singleobjec
tivep roblcmsh aveo nlyonef unctio ndcnotedbyfI tisas ca
Iar( nota sat
isf
actio
nisn ecessarybefo
rct hedcsignesta
bli
shedby白巴 c u
rrcntvalueoft h
e
V民 tor
).Notc山a taltho ughtheobjcctivef unct
iond ependsonP( parametervector)
.it des
i伊 v ar
iablesisconside
redv a
lidanda cc
epta
ble.Ifcon
strain
tsa renots姐sfi，
ed
i
sn otexpl
icit
l yinc1udedi nthef orma.
t the
nt he
reisnos o
luti
on.Af ea
sibledesigni
sonei nwhichallofthec o
nstr
aint
sa r
e
Mu
ltiob
jectivea n dm ulti
discipl
inaryd 巴sig
nsa rci mport
antd evelop mentst od
ay. sa
tis
fied
.Ano ptimalsolut
ionison e出ath a
smett hedesignobjec
tive.Ano ptim
al
Multio
bj∞t i
ved esign，ormultip
leobjectived e
sign.r efersωusingsevcr
aIdi仔e re
ntd es
ign dcsi
gnm ustb efcasi
blc
.Thed e
signs pac
cc n
closc
dbyt hcc on
strai
ntsiscall
edt h
e

llY 2 44円仁 yfJ

funct
ionsto命的巴曲es 田 町hf orop 曲n a
ld ωign.Gene ra
Ily，山e ya reexpec舵dωbe fea
sibl
ed oma
i n.Dcsignspaceisdescrib
edafewp ara
graphsbclow.
conf
lict
ing0同c ctive
s.Th eycouldalsob e∞o pcr
a tingobjecti
ves.百l ecurrentapproach
to出es olu
tiono fthesep roblemsinvolvess tand
ardo p
timizati
onp roced山首 a pplicdtoa
sing
le(田o nstructedo bjec
t i
veo ptim
iza t
i o
np robl cmb asedont h
ed iff
e r
entm ulti
ple EqualltyConstralnts: E qual
ityconstra
intsa remathematica
llyn eata ndeasyto
obje
ctiv
es.Apop 叫a ra pproachistou seas uit
ablyw e
ig h
包d lin伺 rcombina t
iono f出巴 handlc.Numerically，出e yJ叫u
1 ir
emoree ffor
ttos at
isf
y.Theya realsomorer es
tric
tiv
e
multi
plcobj
ectives.Ap ractica
llimit
ationw i白 血isa p pr
oachis也. ech
oi回 o fweightsus吋
ontlIedesignωtheyl imittheregionfromwhicht h
es o
lutioncanbeo btained.The
inthemode lT
. hisa pproachh a
sn otbe enc mbrace dw id
ely.Ana lte
mativea pproachof symbolr e pr
e s
entingequalityconstra
intsint heabstrac
tmodeli sh .The remayb e
recogn
izingap rcn抑 制e ct
ive，ands olvingas inglco b
jectiv
cp roblemw ithadditio
nal moret ha
nonee quali
tyc onstr
aintint hedesignp roblcm.A v ec
torr epre
sentatio
n
cons
trai
ntsbasedon血 児 問ningo 同制ve釦n ctionsc a
nu sua
llyg ene峨 岨a ccep帥 le for叫 u a
lityconstr
aintsisint r
oducedt h
rought hefollowin
gr epr
esenta
tion.[ ]，
8 hl，
[
solu
tio
n.Inm ultiobjec
tivep roblen h2，.... .andhk:k=1
h，
] ，2，....1arewayso fidentify
ing出ee quali
tyc o
nstrain
ts.百le
depe nden
c eont h
ed es
ig nvaria
blesXi somittedforconvcnien
ce.Notc出a tthelengt
h
ofth evectoris1
.Ani mportant陀 箇onf ordistinguish
ingthee q
ualityandi neq
ualit
y
constra
intsis山a tt heya rcm nnipul
at eddiffe
rentlyint hes e
nrchf ortheo ptim
al
solutio
n.Thenumberno fdesignvariable
sin出cp roblcmm ustbeg re
atcr出 叩 t h
e
numbero fequal
ityconstra
ints1 f
oro p
t i
mizationtot a
kep l
ace
.l fnisc qu
alt o.
1t he
n
恥 p roblemw i
llbes olvedwithoutreferen
cet otheobjec
tive.lnm a
t he
maticalt er
ms
thenumbero fequa
tionsm atches白enumbero fu nknowns.Ifnislessthan1，thenyou
havea nov erdet
ermineds c
lo frel
atio
nswhichc o
u ldre
sultinani n
consis
tentp rob
lcm
defi
n i
tion
.Thes c
to fcqual
ityc o
nstra
intsm ustbel in
earl
yi ndcpenden.
tBr o
a dy，
l thi
s
8 INTAODUCTION 4
自 1
.
1 OPTIMIZATIONFUNDAMENTALS 9
F

i
mpli
es白紙 y oucannotobta
ino neofthecon
s町ain
tsf romelemen
taryarithm
eti
c DesignSpace:ηled e
signs pace，出es p
ace白a twi ¥
lb es e
a rc
hedf oroptim
al
o
pera
tion
so nth
er cm
ainin
gcons
trai
nt.Thi
s sser
ves10ensur
ethatthemat
h e
matica
l desi
gn，ist heE u
clide
ano rC artesia
nn -dimens
ionals pacegeneratedb yt h
en
s
earchfo
rsolu
tio
nw i
llnotfa.T
il h
esetcchn
iqu
esarebasedonm eth
odsf romI
inca
r indep
endentd esignvari
ablsX
e .T hisisag e
nera1i
zatio
no fthet hr
ee-dime
nsion
al
a
lgeb
ra.Inth
estan
dardfor
matforopt
imi
zati
onprobl
ems，th
e叫 u a
1it
ycons町ain
tsar
e phys
icals pacew ithw hich we a refamiliar
.F ort e
nd 巴sig
nv a
riab
les，itisa
w
ritt
enwitha0ont h
eright
-han
ds i
de
.Thismeans白 紙 山eequa
litycon
str
aintinth
c ten-
dimensio
nals pac
e.Thisisnote asytoi magin
e.Ilisa1sonotcasytoex pr
essthi
s
f
ir
stexampl
ewil
lb eexp陀sse
das info
rmation 白r oughaf ig
ureo rg raphb ecauseo ft h
eI imita
tiono ft h
e
thre
e-dimens
ionalw o
rld.However ，if也ed 巴:
sig
nv a
riable
sareindependent，出enthe
h
l(X
):f
unl
(X)-500 0 = l
1-dim
ensionalconsid
erat
ionsarem ereextra
p o
latio
nso fth
e由民e -dimensiona
1real
it
y.
Ofcourse，wec annotgeomet
rica1lydefi
n巴t hemthoughwew il
lb eworkingw it
hthc
I
npr
act
ica
1pr
obl
ems，
equ
ali
tyc
ons
tra
int
sar
era
r官I
yen
cou
ntc
red
. numbe
rs.Thes ideconst
rai
ntsIm
ii tthesearch陀 gio
n，im p
lyingth
atonlysoluti
ons山at
l
iew ith
in ac 巴rt
ainregionw i
llb ea cce
p ta
ble.T heyd efi
nea nn-dimensio
nal
rec
tangu
larregion( h
yperc
ube)f romw hich白ef easi
bleando p
timalsolu
tionsmustbe
Ineq ualltyC onstraints:I n叫u a1it
yco n
s 釘ai
ntsapp回 rmorenatur
all
yinp ro
b l
cm
chos
en.Lat e
r，wewi ¥ls白 血att hem at
hemat ica
1m odelsinoptim
izationareusual
ly
formulati
on .Inequali
tyconst
raintsa l
sop r
ovidemoref l
exi
bili
tyindcsig
ns e
lec
tion
.
des
cribe
db yn onli
nearrelationshi
ps.τ1
1 es ol
utio
nst os uc
hp roblemsc anno
tb e
Thes ymbolr epres
cnti
nginequal
ityc ons釘'a
int
sintheabst
ractmodelis8
.T her
emay
ana
1yti
callypredict
ed鎚 t heyaret ypi
ca1lygovemedb y由eu nderlyi
ngn umeri
cal
be more 出 叩 o nci n珂u a
1it
yc ons
train
ti nt h
ed esignp rob
lem. The vector
t
ec加i queusedt osolv
et h
em.Itisn ecc
ssaryt o(田町ictthesolu
tionstoana cc
eptab
le
repr巴sent
at i
onf o
ri n
equa
lityconstr
aintsi
ss imil
artowhatweh av巴seenbef
ore
.Thu s， reg
ion
.Thes id
ec ons
tra
intsprovides readym echanismf o
ri m
plementingthi
sl i
mit
.
[G)，[ 8
1， 82，..・.81，a
/
] ndめ :j=1 ，2，...， ma r
cw aysofi d
enti
fyin
gIheineq
ualit
y Caremustb eta ke
nt h
atthcselimitsarenoti mposedo ver
zeal
ously.Thcrem ustbe
cons 甘ai
nts
.m r eprωen
ts出enumbero fi nequa
1it
yconst
raint
s.AIldesig
nf un
ction
s rea
sonab
l espacefor出巴 numer
ica ltechni
q u
e s10oper
ate.
expl
i ci
tlyo rimpli
cit
lyd ep
en dont hedesig
n( orinde
pende
nt)v a
riab
leX.8isusedto
descrihob o出 l o
ssthunorc qual10恒)朗dg rea
lcr白 山 0"e
1 qul
ll10(と)con
stra
lnts
.
TheStandardFormat:Theab
oved
efi
nit
iosa
n 1l
owu
stoa
sse
mbl
eIh
ege
ner
al
Stri
ctlygre at
er出叩(>)a ndstri
ctl
yI cs
st h聞(<)a renotusedmuchi noptim
izatio
n
a
bs回 .
c
tmat
hern
ati
calmode
las
beca use出巴 s olut
ionsare凶 u a
11ye xp
ectedt oli
eat出ec o
nstra
intbound
ary.Int h
e
standardf ormat，al
lp robl
emsa rce xpr
essedw i自 由eSr e
lati
ons
hip.Moreover，th
e

1
l
，，‘、
、‘.，
right-hands i
deo f出eSs igni s
O.百 lei n
equali
tyconst
rain
tf romtheseco
ndexam p
le M
ini
miz
e f
(x.，
x2，..
.，xn) •
ftm2(X)iss etu pas
S
ubj
ectt
o
: hl(x"X
2・・
・
・ ，XII)=O
h2
(x.，
x2，
.. xn)=0
.， (
1.2
)
8
1(X
):ルn2(X)-1三O
h
/(X
I'X
2・・
..，
XI
I)=0
I
n由巳 c aseo fineq
uali
tyc o
ns tr
aint
sad ist
inc
tionismadca stow hetherthedcsign
var
iabl
esli
eont h
econst
raintb oun
daryorin出巴 int
eriorofth
er egi
onboundedby白E
8
.(X
"X・
2・.
.，Xn)壬O
con
stra
i .I
nt ft hesetofd 巴signv ar
iabl
esl i
eo nt heb ou
ndaryo f白ec on
s t
rai
nt，
math
ematic
a lly，t
hi
se x
presses出ef actth
atcons
trainti
ss a
tis
fiedwithst
ric
tequali
ty， 8
2(X
I'X
2，・ ，Xn)S0 (
1.3
)
白紙 is，g =O .Thec o
nstrainta c
tsl i
kea nequalit
yc ons
traint
.I noptimiz
atio
n g
m(I・
X X
2・・
..，Xn)SO
term
inology，血ispart
icula
rc ons住ain
tisrefer
redtoasa nacti
vec o
nstr
aint
.Iftheset
ofdesi
gnva r
iable
sdon otli
eont h
eb ou
ndary，th
atis，the
yli巴insid
e出er egionofthc
con
str
aint
s，t heyarcconsid
e 陀 dinac
tiv
ec o
nstr
aint
s.M athema
ti ca
1ly，
出ec onstr
aint lSXjSxi，i 1
x ，=
2，
..
.，n (
1.4
)
s
atis
fis出er
e cla
ting<O
o .Ani ne
qual
itycon
sU'a
intc anther
cforebeeith
eractiv
eo r
l
llaJv
ct e. Thesamep
rob
lemc
anb
eex
pre
sse
dco
nci
sel
yus
ingt
hef
oll
owi
ngn
ota
tio
n:

SldeConstral
nts:Sidecon
s釘ai
ntsareanecessarypar
tofthes
olu
tio
nt e
chni
qus，
e M
ini
miz
e f
(x.，
X2，
...
，X)
n (
1.5)
es
戸cia1l
yn u
meric
alonc
s.Theyexpresst h
er angef o
rt h
edesi
gnvar
iabl
cs.Each
de
signvar
iab
lemustb
eb ou
ndb yn
umcricalva1uesforit
slowe
randupperI
imit
.The S
ubj
ectt
o
: h
k(t，
x X
2・・ ，Xn)=
・
・ 0，k=1
，2，.
. I
.， (
1.
6)
de
sig
n e
rmakesthi
sch
oicebase
donh i
sa n
tici
p a
tionofanacce
pta
blede
sign
. め(
X 2，
"X • ..
，XI)S0，j=，
12，
...
.m (
1.7)
 画幽画面孟副
d

10 I
NTR
OOU
CT0N
1 1
.
1OP
TIM
IZA
TIO
NFU
NOA
MEN
TAl
S 1
1

xlsxjSxれ i=1
，2，
.. n
.， (
1.8
) d
E
xpl
oit
ingv
ect
orn
ota
tio
nth
ema
the
mat
ica
lmodeli
s

M
ini
miz (X)，
e j [
X]. (
1.9
)

S
ubj
ectt
o: [
h(X
)1=0
] (
1.10
)

匂(X)
]nS0
t (
1.1
1) h
X10wSXSX
up (
1.12
)

Theabovemat
hem
atica
l model e
xpre
sses恥 f o
llo
win
gst
and
ardf
orm
ato
fth
e
op
tim
iz岨 onp
robleme
xpre
ssedinnat
ural
lan
gua
ge:
F
lgu
re1
.1 E
xam
ple1
.1-De
sig
n01anewb
eve
rag
eca
n.
Minimizetheob
jec
tiv
efu
nctio
n，
js u
bje
c o1
tt eqa
u¥i
tycon
str
ain
ts，
min
cqu
ali
ty
con
stra
ints，wi
th山end esi
gnv a
ria
ble
sIyin
gbetwee
np rω
cribe
dl
，o
werand
upperlim
its
. ，~
ma
tcri
alo fthec an
?Whata rclheassumpt
ionsf o
rthcdcsignproblcm?Oneo fth
e
p

ass
umplionscouldbel hatti ssmal
lcnought ob eigno
redint h
cc a
lculat
iono fth
c
J
:
<:

百letechni
qucsin出isbookw i
llapplytothcp roblemdescri
bcdin出cabovcf o
r m
at
. volumeo
fs odain出ec an
.A no t
herassumpt
ionistha
t由em a
teri
al陀 qui
redforlhecani
s
Tosolveanyspec
ificdesi
gnproblemitisrequirc
d10r efun
nulatcth
ep roblcmi
nt he on
lythecy
lindr
icalsur
fac巴 宙 開τ
.'hetopandbotlo
mo ft
hccanwi
llbefit
tedwithcndcap
s
abovemanners o白紙自己 m ethodscanb ea ppl
iedd i
rec
tly.Alsoi nthi
sbook ，the 白atw泊p rovide出emechanismbyw hichthesodacanbcpow 叫.官邸 i snotpartof白i
s
tec
hniqu
esa redevelopedprogr
essiv
elybyc onsider
ingt hestand
ardmodelwi 出 dc
signpro
b l
em.I nth
e白百ta ttem
ptatdcvel
opin
gt hema
thema
ticalmodelwec o
uldst
ar
t
向ducedelemen
ts.Forexample，t
h巴u n
constr
ainedp roblemwi¥
lbee xpl
o問 dfi
rst
.The ou
tbyc o
nsiderin
g由equ 叩 titie
siden
tif
ied曲 ov
ea sde取1v
s ar
iabl
es:
eq
uali
tyc on
s回 int
sa 陀 co
nsider
edn e
xt，followedbyt heinequ
alit
yc o
nstr
ain
ts.叩 d
fi
nal
lythecompletemodelT
. hisr e
pres
entsan at
uralprogre
ssionasprio
rknowledge D
esi
gnv
ari
abl
es:d，
h，t
i
su sedtodevelo
pa ddi
tio
nalcondi
tions白紙 n eedt obes a
tisf
iedbyt h
es o
luti
onin
白隠ei nst
ance
s. R
eviewingthestaleme
ntofthedesi
gnp r
o bl
e m，oneo fthepar
ametersisthecostof
m
ater
ialperuni
ta r
ea白紙 isgive
nasl tp
( ersqU8I官 c
entimete
r.τb
isisidenl
ifidぉ C
e .
Du
ringthesearchfortheop
timalsol
utio
n出i sq uant
itywillbeh c
ldc o
nstantat出e
1
.1.
2 MathematlcalModellng g
ivenv a
lue. Note th
atift h
isv al
ucc hanges，l hen 出ec osto fthcc anw i
ll
c
orres
pondin
glyc han
ge.Th i
siswhatwemeanbyad esignp釘 am
eter.Typicaly，
l
I
nthi
ssec
tio
n，出ethr
eedes
ignpro
ble
msi d
附'O u
cede
arl
ierwillbe佐a
nsl
ate
dto出e
c
hangeinparamete
rswi¥lca
usethesol
utionto民 間c omp
uted.
s
tan
dardf
orm .Them
at ath
emati
calmode
1wi
llf
irs
tbei
den
tifi
ed.These
condpro
ble
m
re
qui
resin
for
mat
ionfro
mac o
ursei
nmechan
icsa
ndm
ate
ria
ls.T
hiss
hou
ldb
ewi
thi
n
D
esi
gnp
ara
met
er:C
血.
epurvi
ewofmoste
ngine
erin
gstu
den
ts.
Thedes
ignfunct
ionswillincl
ude白ec omp
utationoft
hevolumeenclo
sedbythecan
Example1
.1 Newconsumerr
ese
arc
hin
dic
ate
s山a
tpe
opl
eli
ket
odr
inka
bou
t0.
5 andt
hes u
rfa
cea r
eao fthecyl
indr
icals
ectio
n.Thevolumeinthecaniπc
s f2h
14
.ηle
li
te
ro fsodapopa tat imeduringthesummerm ont
hs.Thef a
bri
c a
tio
nc os
to fthe su
rfa
ceareai
s1td.Th
h ea e
sthc
ticcon
str
aintreq
uire
s出ath~ 2d.Thesideco
ns甘ain
ts
rede
signe
ds odacanispropo
rtion
al10t h
esurfa
ceareaandcanbee stim
aledal$1.00 on山 d ia
meterarepres
crib吋 in出ep r
oblem.Forcompl
el巴ne
ssthesidec
onst
rain
ts
persqua
rem et
e roflhemat巴ri
alused.Ac i
rcul
arcros
ss e
ctionisthemostplausi
ble on恥 o t
hervari
ableshavetob epre
scr
ibedbyt h
edes
igne
r.Wec anforma
llysetup
give
ncurren
tloolingava
ilab
leformanuf
aclu
re.F o
raest
heti
cr ea
sons，t
l
1eheightmust th
eopti
mizat
ionpr o
b le
m硲
beatl e
asttwicetl1ediame
ter.S tu
diesindi
cate血ath old
ingc omfortrequir
esa
diam
eterbetween6a nd9cm.
Figur
c1 .1showsas ket
cho ftl
1ecan.Inm ostprod
uctd es
igns，par
ticu
larlyin ，
ht
Minimize f(d : C7
) rd
1z (
1.13
)
engi
n巴eri
ng，themodeli seasi
ertod ev
elopusingafigu
re.Th ediametrda
e ndthe
hei
ghtha resuffi
cien
ttod cs
cribetl
1esodacan.Whata boutthet
l1ick
nessto f出e S
ubj
ecl
lO ，
: hMh，
t
): 7
rd2
/14-500=0
/ (
1.14
)
掴 一
一ーー
ーー

ぜ3
12 INTRODUCTION 1
.
1 OPTIMIZATIONFUNDAMENTALS 13

一戸/

ー吋
g
M.h
.t: 2d-hSO
)

I
¥¥¥¥¥¥開制
4
可制

V
6Sds9; 5s/
ts20; O.OOIStsO.Ol (
1.15
) L

-1
In
tuit
ively，t he
rci ssomeconcemw itht hep roble
ma se xpres
sedby E q ua
tions

-
(1
.13ト(1.15 )e venthough山巴 descr
iptionisvali
d.Howc ant h
ev a
lueoft hedesign

-
var
iabletbee s
tab1
ished?Thevariati
onintd oesn o
ta 仔'e
ctthedes
ign.Changingt he
valu
eo ftd o
e snotchange，
fhl ，
orgl・Hence ，i
tcannotbead esig
nv a
riabl
e.(Note:the ，
ィ

var
iati
oni ntmaya ff
ecttheval
ueo fc.)lf山isw ercap r
acti
caldesignproblcm，then
出巴 cansh avet ob edesignedfo
ri mpacta nds t
ackin
gs tre
ngth
.I n白紙 C凶 e，tw ill
prob
ablybeac r
iti
caldesignva
riabl
e.T hiswillrequ
ires ev
er心a d
ditiona
ls 凶 clu
ral
co
nstra
intsi nthep ro
blem.Itcouldserveasa ninte
resti
nge x
tensi
ont othi
sp roblem

d
fo
rhomeworko rp ro
ject明l eop
timizationproblemafterdroppigt佃 de
n xpr
essing
[d
.h]ぉ [ XI・X2]becomes:
lg
F u
re1
.2 E
xam
ple1
.2 a
-Cnl
lle
verb
eam
.

M
ini
miz
e f
(XI，
X2
):c:町内 (
1.16
)
lntui
tive
ly，出el ar
gertheva
lueo fF.thegrea
t e
ris山巴 cα
ro
田s
鴎8
-S
総ec
叫l
li
on
叩 a
叫l
陥 are
可
官潤
=a
泊necωs紅 v
S
ubj
ecl
lo: h
l(l・
x Xv:ru弘/4-500=0 (
1.17
) ω
t0h
. a
肌nd
仙lei.1
t1棚ca
叩 恥e蹴捌均
nb i砂
lyconc
lu ded山伽a
飢ti
げfFw 悶 a d
伽ω
巴叩
si
b巴 selatit
sl owerlimt，a
i 8lhemasso fthebeamw i
llb edirec
llyproporti o
nal1 0由e
g
l( ・
ズlXU:2x1-X2S0 (
1.18
) areao fcro
S88cc(
Iun.Not ech
niquesarer叫u
， iredfo
.rlh
isconclus
io..Byo
n .urd e
finition，
Fi sago o
.dc andid
ateasap ar創neterrather白 肌 asad esignv a
ria
ble.S im i
larly， th
e
largerthevalu
eo f，
L 白eg 問ateri
st hemoment白紙 Fg enerat
esa bo
utt hec anti
levered
6SX)S9
; 5SX2S20
end.百l iswil
lr equi
rea nincr
easei n山ea reao.fcros
s-sec
tion.The r
e f
ore， Lisn o ta
goodc h
oicefo
.r山ed esi
gnv a
riab
l eeithe
ra stheb e
stc hoic
ef o
.ri
tw illb ci 臼lo
. wer
Theproblem問 p
rese
nldbyE
e qua
tio
.n
s( 1
.16)一
(1. )i
18 s恥 m a
thema
ticalmode¥fo
.r i
Imit.Tor epr
escntmater
ialasadesignv a
riabl
e.wen ecdtou seit
sSlru
C l
uralp ro
pcrties
th
巴d e
signpro
b l
emexpr
ess
edintheslan
dardformat
.Fort
hi
sp ro
blemnoext
ranco
.u
s in出ef orm
ulalionoftheprob
lem.T ypi
cally.am a
leria
lisc ha
r a
cleri
zedbyi t
ss pec凶c
inf
orma
lio
.nwasn 田氏dtosetup出ep roble
me xc
eptfo
rsomegeome
tric
alrel
ati
ons
.

Ex
ample1
.2 A c
ant
ile
verbeamn
eed
s10b
ede
sig
nedt
oc紅r
yap
oin
tlo
adFa
lth
e
endo
.ft ebeamo
h .flenglhL.Th ecros
ss e
ctionofthebeamwi I
Ib einthes hapeo fthe b
t
le
tte
r1( ぉferredtoa s阻 1 ・b回 m).百 lebeams houldmeetp rescrib
edf ail
urecriter
ia. I~ 'l
Thcreisalsoai Imitoni tsdeflec
tio
.n.A beamo fminimummassi s閃 quired1 0b e
dωigncd.
Figure1.2showsas idev i
e wo
.fthebeamc arry
ingt h
el oadandF igure1 3at
. y p
ical

・
cro
.s
ss目 白n ofth巴b e釘n.Th eI -s
hapedcros
ss ec
tionissymmetr ic.Th esymbol sd，tw.
br，
andrtco
.rrespondtothedep 出.ofthebcam， th
icknessoftheweb ，w
idt hofth巴fl an
ge，
andthickne
sso.fthef la
nge， r
espect
ively
.Thes 巴quantit
iesares uffi
cienttodefin e出E 4 t
-W
cro
.s
ss ect
ion. A handbo o
.ko rt e
xtbo
.ok on strcngtho fm a
terialsc ana i d 白e
d巴velopmento
.fth巴d esi
gnf uncti
ons.Ani mport
anta ssump
ti onforthisp rob
le mis白紙
wew ilbewo
l .r
k in
gw ithint heela
stici
Imito fthcm ate
rial， wheret hereisai Inear
re
lat
io
.nshipb et
w een血es tressandt h
estrai
n.AlIo
. fthevariablesidentif
iedinF igure 生
1.
3w il
ls 回 nglya ff
ectthes olu
tio
.n.Th eyaredesignv a
riable
s .Thea pp
liedf o
.rceF
w
S
i
l
t
la
e
c
l
li
sod
sd
i
c
r
f
i
e
n
c
i
t
t
l
ya
el
f
ys
f
e
u
c
p
tt
cr
h
i
ep
o
.r1
r
.
ob
0c
l
o
.
e
p
m
p
.Sow
erfo
i
rt
l
li
h
t
sl
ebe
o
a
c
m
ati
.S
o
.
h
nL
ou
.Ho
l
. wa
dF，L，a
bou
n
t由巳 m
dthem
at
a
e
t
r
e
i
r
a
i
l
a
?
l
平
pro
.p
erti
esb einc l
udedasd esignvariabl
es? F
lgu
ro1
.3E
xam
ple1
.2-Cr
oss
-se
ctl
ona
lsh
ape
.
 町長良民ルおhFdf
15

託彰も m
14 INTRODUCTION 1
.1 OPTIMIZA
TIONFUNDAMENTALS

伊佐山↑ JdJiJdh
，
，t y .E.i Thisisanexamplew i
thf ourdesig
nv a
riab
les，t
hre
ei n
equa
litycons
tra
int
s.a n
d

山
町
weigh itsvalueofthemoduluso felast
ici
ty tsmoduluso fri
gid
ity.G.it
sy ie
ld

hおbMUFF 一正訴訟記訟や払
lim
iti ntens i
ona ndcompr凶 sion
.σyie
'd.i ω
yieldins h閲兵 τyi
el
d.itsulti
matestreng白 noequal
itycons
train
ts.Oth crvcrs
ionsofthi
sproblemcane a
silybeformu
lated
.
inten
s ion
.σult.andit
sultimat
es tr
engthinshea
r.τu
ll・Optimi却 l
iontechnique
sidenti
fy I
tcanbereducedt oatwo-variab
lcp ro
blcm.Stan
dardfai
lur
ec r
iter
iawithres
pect
dif
fe陀 ntva 1uesoft h
ed esignvariab
les.IfE ist hev a
riabl
eu sedto閃 p re
sent出E tocombinedstre
sscsorp r
i n
cipa
1s tr
csse
scanbcf orm
ulate
d.Ift hecan
tile
vere
d
mate
ri aldes i
g nvar
iabl
ei nap roblem.t he
nitisp oss
iblethes ol
utio
nc an問 quirea endisb ol
te，t
d h
ena dd
itiona
1d esig
nf un
ctio
nsregar
dingboltfail
ureneedtob e
mate
ria 1白a tdoesnotexist
，白a ti.ava
s 1ueofEs t
il
lu ndis
c o
ver芭d.Fora11int
entsand exa
r凶ned.
p凶pos es.也i sisbeyondt hes copeoft hedesig
ner.A g
ain.m at
e ia
r 1asap arameter
makesal otof.sens
e，and血eo ptimiz
ationp roblemshouldber ein
vesti
gatedifF，ム Exam
ple1
.3 MyPCCompanyh
asd
eci
dedt
oin
ves
t$12m
ill
ioni
nac
qui
rin
gse
ver
a1
orthem ate
ri a
lc han
ges.C o
nclu d
in gfrom出i sdiscuss
iononm odeling
.t hefollow
ing ncwComponentP 1aceme
ntM achine
stom anufacturedi仔eren
tkin dsofmo 出eぬoards
i
Istcanbee stabl
ishe
df o
rt h
isexample: fo
ranewg en
erationofpers
onalcompu
ters.Thre emodelso ft
hesem ac
h insa
e reunder
con
sider
ation.Tota1numberofo per
atorsavail
ableis1 00b e
causcof出el oca
ll a
bor
.A f
market lo
ors pac
ec ons
train
tn eedst ob es ati
sfi
edb ecauseo f血ed if
fer
ent
D
esi
g 釘 祖1
np e
隠te
胞 r
肱s ム
ぶ F..{
L y
.
芯 ιG
.叫σY
'e
ld
'
τ1
悶y
:ie
l
d'円
町
σu
陪州'九
1
1 τ
E
1
:凶
dimensi
onso f恥 s em ac
hines.A ddi
t ina
o 1i nformati
onr ela
tingt oe acho f白e
D
esi
gnv
ari
abl
es: d，
tw'糾
b'
r今
If machinesisgiveninTable1.1
.百 ecompanyw i sh
e stodetermi
nehowm叩 yo feach
kindisappro
priatetomaximizcthenumbero fb oa
rd smanufactu悶 dperday.
Inthed ev巴l opmento fthem a
th e
maticalmodel，s t
andardtechni
cald ef
initio
ns紅巳 ltisdi
ffic
u1ttouseaf i
gureinth
ispr oble
mt osctupo urmathematicalmode.
lThe
used
. Mucho ft hei nf
or m
at i
onc anb eobtainedf romam echan
icale n
gineerin
g numbero fma c
hineso fcachmodeln ecdstobed eterm
ined.Thi swillserv
ea sour
handbook.Th 巴f ir
std esignfu n
ct i
onis出巴 w eightoftheb e
a m.Thisisthep rod
ucto f desig
nv a
riabl
es.L e
tXIr e
prese
ntth巴n umberofComponentP l
ac ementMachinesof

i!i
y，L，andAc， whereAci s出ea r e
ao fcrosssect
ion.Themaximums l
res
sduet ob end
i ng ModelA .Similar
ly，X2wi1
lbea sso
ciatcdwithModelB， andX3w ithModelC .
σ""
ndc anbec al cu
lateda st h
ep r od
ucto fFLd I2
1c・whereιist h
cmomenlo fine
rtia
aboutthcc
m凱 imums
c
h
n
e
t
a
roi
rs
do
tr
e s
ft
si
hec r
n出巴 c
os
r
ss
os
e
ss
c
e
t
i
c
o
t
na
io
l
ni
on
se
gt
xpr
h
ea
ess
x
e
i
sp
da
a
sF
r
Q
a
l
c
l
l
e
l
lt
c
ot
w，
1
hef1an
whercQci
ge
.The
sfi
rst
D凶 i
gl
lva
riu
ble
s:x・
X2，
X，
3

momento far eaabou tthecen 位。idparall

cltot h
cflang
e.Themaximumd eflec
tion(~) Thei nf
onnati
oninT a
ble1.1isu s
edtosetupt h
ed e
signfun
cti
onsint er
mso f出e
ofthebeamwi 11bea tt heendo fthebeamc alcula
tedbyt heexpres
sionFL 3
/3El'Ac
c ヲ
ィf
des
ignvaria
bles
.Ana ssump
lionismadeth
atal
lm a
chinesar
erunforthr
eesh出s.The
ofthecrosss e
ct i
ono ft h
ebeami s2brtr+Iw( d-2tf.Thef
) i
rstmomcnto fa reaQcc a
n s
co
sto facq
uisi
tionofthemachi
nesisthesumo f出ec o
stpermac
hi n
em u1
tipl
iedby
bccalcu
lateda s0 .5bft
f(d-t r)+0 .51w (
0.5d -tf
)2
. F
inall
y.出 c momcnt of i
nertiaιi
s 出巴n umberofmachi
n e
s( 'Th巴 m
g1
) ach
inesmustsat
isf
y山ef l
oors
pacccons
trai
nt(82
)
obtai
nedfrom( b凶112)ー ( (br-t w) (
d-2 tf)3
/12.I
) n山 f ollow
ing，forconvcnience， whichisd e
finedwithou
td e
tai
lsinE .(
q 1.23
).Thec o
nst
rai
ntont h
enumbero f
wew il
lc ontinu etou seAe ，Q c'andιinstcado fd e
tai
1ingt h
eirdepende n
ceon曲e opemto
rsist h
reetimcs白巴 sumof曲ep rodu
cto fthenumberofmach
inesof伺 ch
desig
nv a
1ues.A ssoc iati
n ，
gx w ithd，X2w it
ht w'X3withbr，andX4withlr，so白 atX= modelandtheoper
atorspersh
ift(
g3'Theu
) til
iza
tionofeac
hm a
chinei
sthenumber
[，
x・X2・X
3'x 1，
4 白 epr oblemi ns tand
ardf orm
ati s ofboardsperhourt i
mesthenumbero fho
ursthem achin
eo p
era
tesperda
y.Thc
opti
mizat
ionproblemcanbeassembl
edin山巴 fol
l o
wingfor
m:

Minimize .
ft
X:Y
) L
AC (
1.
19)
Ma
瓦im
izef
(X)
:18 x55xxl+18x50x~+2Ix50xx3 (
1.2
1)
S
ubj
ectt
o: g(
X) ，，
x
L
:F /
21c
-σy
ie
'd~ 0
(
1.2
0) o
r
g
2(均
α
x) .
x
:FQJ1
ぬ:
x
巧2-τ
1
:i
y
眼e
e刷

g
3メ
(X
):FL可
3
， ιc 由 3m凪 ~O
'/3El T Minimize f(X):-1
8x55xx ，
-1
8x50Xx2-2
1X50xX
3
0
. ，
01~ x ~ 0
.25
; 0
.001~ X
2~ 0
.05
; ゆc
Su tt
o: g(
X) ，
:400，
OOOx +6
00.
00，
0
X2+700，
000
X 2，
3~ 1 0肌 000 (
1.2
2)
0
.01~ X
3~ 0
.25
; 0
.001~ X
4~ 0
.05
g
2(X
) ，
-
2+X
:3x X 3~ 30 (
1.2
3)

Tosole出i
v sprob
le ，Fmustbcp
m r
esc
ribed(0，
1 000N)，Lmustb egivcn(3m
). 8
3(X
):3
xI+6
X2+6
x3~ 1
00 (
1.2
4)
Ma
tcr
ia1mustbcse
lecte
d(s
te1:γ=7860kglm3
e ;Oy
"id=250E+06N/m
e
l 2;τ
yic
ld=1
45
E+06N/m2)
.A1soth t
emaximumdc1e
cti
onispr
cscrib
cd(amn~ =0
.00
5m ). X
I~ 0; X
2~ 0; X
)~ 0
γ
61'甲山岨臨調ø.1.Y:.iK.~甘通
一 阻 止 一-

Eri-522JJyd罫おなおミ
1
6 I
NTR
ODU
CTI
ON 1O
1
. P
TrM
IZA
TIO
NFU
NDA
MEN
TAL
S 17

Equ
ati
ons(
1.21
)ー(
1.2
4)e
xpr
ess恥 m
ath
ema
tic
alm
ode
loft
hep
rob
lem
.No
te伽 t
in
t
hisproblemther
eisn oproductbcin
gd csigne
d.H ereastrate
gyf orplac
ingorde
rfor
恥 n
u mberofmachinesisbeingdct
ermined.Equatio
n(1.21)illus
国 防t hetr
ans
lat
ion
ofthem蹴 i miz
ationobjecti
vei n
toa n叫 u iv
alen
tm inim
i zingo ne.Thei ne
qual
ity
co
nst
rain
tsinE qua
tions(1.22)ー(
1.24)arediffe
rentfromthep revioustwoex剖npl
es.
He隠 th
er igh
t-handsideoftheSo pera
torisn onz
ero.Similar
l y，thesid
econst
rai
nts
ar
eb oundont hel o
wers id
eo nly
.T hisisd onedel
iber
ately.The reisas i
gni
fic
anl
di
ffer
encebetween出isp roblemandthepreviou
st wo
.Alloft hede s
ignfunc
tio
nshere
ar
eline
ar
.T hisproblemisc1ass
ifi
edasal inea
rprograrnm
in gpr o
b le
m.Thes o
luti
ons
1
0t he
set ypc
so fp roblemsa reveryd i
f f
ere
ntt hanthcs oluti
o n10t h
cf i
rs
tt wo
cxam
pl巴s，whicharere cog
nizedasnonlin巴arprogrammingp r
ob l巴ms.

1
.1.
3 Natureo
fSo
lut
ion

百le出向ecxa
rnpI
巴si
n出cprev
iou
ss e
cti
onar
cusedtodi
scu
ss出enat
ureofs
olu
tio
nsω
th
eopt
imi
zat
ionpro
ble
m.Exa
rnp
les1.1and1.
2d c
scri
be血enonl
in田rprogr
amming
pro
blc
m，whi
chform
sthem
ajorp
artof山isb
ook
.Exa r
npl
e1.3i
salin
ca
rprogr
ammin
g 9
p
roblem，whichisverysig
nif
ica
ntindcci
sionscic
nccs，bu
tra路 i
np ro
ductde
sign
.It
s
i
n1u
c si
o nhere，wh
ilen e
cess
aryforcomp
lctcne
ss，isalsoimp
orta
ntforunder
stan
din
g
c
ontem
p or
aryo p
tim
izatio
nt e
chn
iquesfo
rnonlin
earprogrammin
gp r
oblc
ms.Exarn
ple
s
5 6
1
.1and1.2a回 de
al
twithft
rS
t.Bet
w ee
nthelwo，wenoti
cetha
tExar
nple1.
1isqu
itesi
mpl
e
r
ela
ti
vetoExarnpl
e1.2.Secodt
n
， hef
ourva
riab
lesinExample1.
2makeitdif
fi
cul
ttous
e F
lgu
re1
.4 G~叩hl伺I r
epr
ese
nta
tio
n01E
xam
ple1
.
1.
lu
i
1 s
tra
tiontoest
abl
ishsomeofthcdi
scu
ssio
n.

SOLUT10NTOEXAMPLE 1 .1 Thcs impl

cstd eterminationo fnonli
near
ityis bo山o fthes
cf u
nctions
.百 le叫 u al
ityconstr
aintglisl i
nc
ar
.l nE quatio
n( 1
.18)出isis
throughag ra
phical陀 P陀 sentat
iono f出cd c
signf u
nctionsi nvol
vedi nthcproble
m. evi
dentb∞ausethedesi伊 variablesappcarby出emselveswithoutbeingraised10apow c
r
百lisc anbed onc回 si
lyf orO Deo rt wov aria
bles
.I fthef UDCti
ODd oesnotplotasa o山町出回1.Aswed evelop白et e
chniquesforapply
ingoptim
ization，出isd is
tinct
ioni
s
str
aightlin
eorap lan，出e
e nitisn onlincar
.F igu隠 1.4s howsat hree
-dimcns
ionalplo
t impo
rtanttok eepi nm ind.I ti sa ls
os ignif
ican
t白紙 g raphi
calr epresentati
onis
ofEx amplc1.1
.Thef igureiso b
taine dusingM A
T LAB.C hapter2willprovid巴dct
ail
cd ん
量まー typ
icall
yrestr
icte
dt ot w
ov ariables
.F or出r eev a
riab
les，wen eedaf ourthd im
e n
sion
ins
tructio
nsfordrawings uchplotsfo rgraphic
aloptimizatio.Thet
n hre
c-dimc
nsion
al 10resolvethei nformaIo
l na n dt hree-
dimension
alc onlourplotsa ren ote asyto
与一式
配 EZ白羽

問pr凶 e n
tat
ionofExarnple1 .
1i nFigu re1.4doesnotreal
1 ye n
ha n
ceo urunde
rstandi
ng i
IIu
str
ate.Thep owero fimagina ti
onisn ece
ssarytoovercome自己s ehurdles
.
ofthep rob
lemort h
esolution.Figure1 .5isanaltemater e
p 陀scnt
ationoftheprobl
em. 百1 巴probl
emr ep
rcsent
edi nFi gu
re1.5p ro
vidcs叩 oppo
rtun
itytoi d
entifythegrap
hica
l
Thi
si sth巴 on
ee ncouragedi nthisbo ok.Thch orizo
ntal蹴 i srep陀 s
cntsthediamet
er sol
ut
ion.Fir
st，t
hefeasib
lere gionisiden
tif
ied.InFigur
e1 .
5山i si
s出E叫 u alityco
ns回 in
t
(X
I)，a nd出巴 v e
rti
cala xi
s由eh eight( xu.1 nFigure1 .5t heequali砂c on
strai
ntis [~
abovetheincq
uali
tyc ons回i ntB
. o
thf eωibl
ea ndo p
limalmusto ccurfro mthi
s陀 :g
ion
.
mark cdappr
opri
atelyash1.Anyp 創r o
fv aluc
so n出i slinewillgiveav olumeof500 5 Anys ol
utio
nf r
o m出isr eg
ioni sa nacceplab
le(仰s i
ble)sol
ution
.T herea r
eu sua
llya
cm3• Theinequa/
ityconst
raintisshowna sg1.Th epairofv alue
so nthisli
neexac1
ty lar
gen umberofs uchsolutionsー infini
lesolutio
ns.Ifopti
m iz
ationisi nvolved，thc
n
sa
tis
f ie
sthcaes山eticrequi陀 ment.H as hline
so nthes i
deo ftheinequali
tycons
trai
nt thes
cc hoic
esm ustb er cduce dtot heb es
to new it
h陀 spcctt osomec rite
riaーt h
e
cs
tablishthedisallow
e d陀 gionf ort hedes i
gnv a
riable
s.百l econstr
aintsaredrawn obj
ecliv
e.1nthisproblemlfigur e，t
hes mall
cstv al
ueo ff
isd es
ired.Thel owes
tv alu
c
thi
ckerf o
remph 凶 is
.Thes caled0匂' ecl
iveルn Cl
i o
ni sr e
，pr
ωen 句dt hr
oughsevcr
al offisj us
tlesst h
ant hec ont ourvalueo f3 08
.ltisa t山ei n
tersect
iono ft het w
o
lab
el cdcont
our.E
s achc ontourisa ssoc
i at
edw itha白x e dv a
lueo ft h
eo bj
ccti
ve con
strai
nts.Whilet hev alueo ffn eedst ob ecalc
ulate
d，t heoptimalv aluesoft h
e
fun
ct io
na ndt h
esev aluesa reshowno nt h
ef igu
re.百l er angeoft het woaxes desig
nv ar
iabl
es， r
eadf romt hef i
gure，areabout6.75and1 3，
5
.r espec
tiv el
y.A nother
es
tablishe
sthesideCOll
Stra
ints.Theo bje
ctivefunctionfandt heequa
lilycons
trai
nth1 sign
ifica
nti t
emo fi n
formatio no btain
edf r
o mFigure1.5i s白紙 g li sa nactiv
e
創'
cn online
arsinc
ct he
yd on otplotII
Ss tra
ightlin
es.RcferringtoEquations(1.
16)and cons
trai tW
n. hi
l et her
ea rei nfin
itef ea
siblesolut
ions10t hcpr oblem， th
eo ptima
l
(1
.17)， t
hi
sissubs
tantiate
db yt hepl'OduCI
So fthetwou n knowns( de
signvar
illb
les
)in solu
tionisUlt
ique.
18 INTROOUCTION 1
.
1 OPTIMIZATIONFUNOAMENTALS 1
9

20
8
3(X
):3
xI+6
x2~ 70 (
1.2
8)

X1~O; X2~0

Ani n
teres
tingobservatio
ni ntheaboves etofe quat
ionsis山a tthereareonly
two designv aria
blesb utt hr
eec ons
train
ts.T hisi s av al
idp roblem.I fthe
con
strain
ts were e q
ualityc o
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aints，出ent his would notb e an acceptab
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ineq
ualiηconstraint
sa renotrela
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ta lsoa p
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dp loto fゆc

Jtub//drιvdrfLbト
34

func
tions(1.25)ー(1.
28).Choosingt h
ef i
rs
tq uadrantsat
isfi
esthesideconstr
aint
s.
τhel
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ff/yJX
Alloft h
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tThef easi
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H137
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SOLUTIONTOEXAMPLE1 .3 Inc o
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tion
ship
s
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ofsolut
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nceo fthr
田

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steadofd es
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20 lNTRODUCT10N 1
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1

spot
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igu
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utionstonon1inear
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tinganyo ft he problemsa r
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ts.Then eedf orintegervariablesisa ni mportantc o
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alysi
sbecomesn umc ricaltechniques.Them etho d
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V回 a b
les白 atar巴 飽quiredtoh aveo nlyintegervaluesb elongto白 et yp
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leds earchmethods.I napplied
cal
leddiscr
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bles.Almosta 11 mathematicsa ndn umericalt田h niq u
est hese創買う refer
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vet ech
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ofthem athematicsa ne ng
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ally，belongt o曲E Impli
cit
1yt h
ismeanss evemlt rie
sw illben ecessaryb eforct hes o
lutionc a
nb e
domaino fcontinuousvariab
les.Thca ssumptiono fcontinuityprovidc
sv eryfastan d ob
ta i
ned.A 1soimp liedisthatcac htryors earchise xecutedinac onsist
entm anner.
cff
ici
cntt ech
n iq
uesf ort hes earc
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ons，aswew ill Informationfrom山 p reviousiteratio
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ec omputationofv alue
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ist x.
etManyr ea
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Ifcde si
gns， espe
c ial
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he-shelf pre
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nts equenc
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tmannero rp r∞essbywhichthesearchi scarrie
do ut
mat
erialsa ndc omponents，d etermined i
scretem odels.D iscreteprogramminga n d and恥 s olu
tiond eterminedi sc a¥
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orithm.T hist erma 1soreferstot he
int
egerprogramminga red iscip
linesthata ddresst hesem odels.Then atureo f出巴 t
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rching出eo pti malsolu
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ions.Th ea dvantageisd erivedm ostlyi nthec onversiono fthesesteps，through
prograrnmin
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fferentf rom山a tinc ontinuousp rogramming.Manyo ft h凶巴 somec omp uter1anguage，intocod e出a twi1
le xecuteon山ec omputcr.D eveloping山E
methodsa reb ased on t hes canning and r eplacemento ft hesolutio
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ou gh a
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andard
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uslives e
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gion.I nt h
isbook， disc陀 tc approachin白i sb ook.
problemsarctypica
llyh andleda siftheyw erec ontinuouspr ob
l e
ms.Thec onversion Thes ea
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tedty pic
a¥
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aldesignsolutio
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ctes o
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alp a
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lyp erforme d Thed esignerc anb aset h
iss electio
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se xperience
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byt h
ed esignero u
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opi nt h
isb ook. successofo pti
mizationmayh ingeonh isabilit
yt ochooseagoodi n
itia
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Chapter8d i
scussesd iscr
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Gettingb ackto出el inearprogrammingp roblemjus
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lda ls
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notedthatonlytheb o
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pd 山
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atis，th巴corners 吃
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1yt heon l
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ofthed巴signspacc
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lutionc annevcrcom 巴frominsideofthefcasib
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一
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inthen onl
inearprogramming p roblem，which accommodates s olution on the imp lementnumericals olu
tionston onlinearprobl ems，ir
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一
一

boundarya ndfromw it
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t i
mization
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impo
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Wh i
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problems，atechniqu
eemploycdt osearc
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1
.1.
4 CharacterlstlcsoftheSearchProcedure

百l
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22 INTRODUCTION 1
.1 OPTIMIZATIONFUNDAMENTALS 23

2
0 a
tad i
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I 25

linea
ra ndnonline
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cso ft hesol
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.2 INTRODUC
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Commandwindowo pe n
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attheMATLABp rogrammustb einthep a出a sdefmedi
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at
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. >>苦 why did only c and e echo on the screen?
>> who 者 lists all the variables in the workspace
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cimal >>four d; five e ; six pi; 者 valueof pi available
po
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or example，1，-9，+9.0，0.0
01， >> A1 [ab c ;'d e f ] 者 A1 is a 2 by 3 matrix
99.
9999. >> % space or comma separates columns
>> % semi-colon separates rows
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tht
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2) 者 accesses the Matrix element on the
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erio
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ple，l
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l4 3
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i >> % second row and second column
>> size(A1
l gives you the size of the matrix
も

Operators:Thef
oll
owi
nga
rct
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rit
hme
tico
per
ato
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nMATLAB. > > 者 (row，colu mIls
l
>>AA1 size(A1l 者 What should happen here?
> > 者 f romprevious sヒatement the size of A1
+ Additi on(wbena ddingm atricc
s/ar
rayssizemustm a
tch)
> > も c ontains two numbers organized as a row
Sub 釘action( samea sab ove) > > 告 m atrix. This is assigned to AA1
* Multiplication (the subscripts ofarrays must be consistent when >> size(AA1l も AA1 is a one by two matrix
multiplyingt hem) 五
" >> A1' 者 this transposes the matrix A1
/ Div i
sion >>B1 A1' も the transpose of matrix A1
Power > > 者 i s assigned to B1. B1 is a three by two matrix
Complcxc o吋uga t巴transpose( 山0町 a yt ra
nspo
se) ' A1 *B1 者 SinceA1 and B1 are matrices this
>> C1 "
> > 者 i 8 a matrix multiplication
Intheca
seofa
rra
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cho fthe
seope
rat
orsca
nbeuse
dw i白a per
iodpref
ixedto白e > > 巷 S hould this multiplication be allowed?
ope
rato，
rfo
rcxampe，
l (.*) r(•^)o
o r(1).明白 h
asaspe
cialmeaninginMATLAB.I
t > > も c onsidermatrix multiplication in C or
impi
1es巴le
men
t-by-
eleme
nto pe
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tisus
cfu
lfo
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3
2 I
NTR
ODU
CTI
ON 1
.2 I
NTR
ODU
CnO
NTOMAn.AD 3
3

>> % Fortran > > 者 the index ranges from 1 to 20 in steps of

> > 者 thepower of MATLAB derives from its > > 者 1(default)
> > も a bilityto handle matrices like numbers > > 者 t he loop is terminated with "end"
>>C2 81 * A1 も How about this? > > 者 t heprompt does not appear until "end" is
>> C1 * C2 も What about this? > > 者 e ntered
>> % read the error message >> plot(sin(0.01*f)，cos(0.03合 f
))
> > 者 i t is quite informative >> xlabel('sin(O.Ol*f)') 者 strings appear in single
>>D1 1 2]' 苦 D1 is a column vector
[ > > 毛 q uotes
>>C3 [C
1 D1] 者 C1 is augmented by an extra column >> ylabel('cos(0.03*f)')
>>C3 [
C3 C2(3， :)]告 Note is an assignment >> legend ('Example')
> > 告 m eans do the right hand side and overwrite the >> title ('A Plot Example')
> > 告 o ld information in C3 with the result >> grid
> > 告 o f the right > > も T heprevious set of commands will create plot
> > 告 h and side calculation > > 告 l abel axes，write a legend，title and grid the
> > 告 On t he right you are adding a row to current > > 告 p lot
> > 者 m atrix C3. This row has the value of the third >> exit も finishedwiヒh MATLAB
> > 告 r ow of C2 -Notice the procedure of
> > 奄 i dentifying the third row. The colon Th
iscompletesthef
ir
stsessi
onwi t
hMATLAB.Ad
ditina
o 1commandsandfe
atu
reswi
ll
>> % represents all the columns beencou
nteredthrou
g h
outthebook.In出isse
ssio
n，i
tisevi
dent白紙 MA礼.ABa¥ows
l
>>C4 C2 * C3 も permissible multiplication ea
sym a
nipulati
onofm a
trice
s，defi
nit
elyi
nrel
ati
ontooth
erprogramm
inglan
guag
es.
> > 告 N ote the presence of a scaling factor Pl
otti
ngisnotdif
fic
ultei
the
r.The sead
van
tage
sar芭quit
esubs
tant
iali
nth
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bje
ctof
> > 者 i n the displayed output op
timi
zatio
n.1 n出巴 n ex
ts es
sion，wewil1usetheedit
or10I1c
comp
lis
h出esame
>>CS C2 * C3 告 seems to multiplyl thr
oughscr
ip
ts.Thissessio
ni n
troduc
ed
> > 告 I s there a difference between C4 and CS?
>> % The * represents the product of each element • MATLABCommandwindowa
ndW
ork
spa
ce
> > 者 o f C2 multiplied with the corresponding ・Variableassignment
> > 者 e lement of C3 • B
asi
cma
tri
xop
era
tio
ns
>>C6 inverse(C2) % find the inverse of C2
• A
cce
ssi
ngr
owsa
ndc
olu
mns
> > 告 a pparently inverse is not a command in MATLAB
> > 者 i f command name is known it is easy to obヒain • S
upp
res
sin
gec
hoe
s
> > 者 h elp ，
• whoinv
ersecommands
>> lookfor inverse 告 this command will find all files • .
*mu
lti
plic
ati
on
> > 者 w here it comes across the word "inverse" in
> > 者 t he initial comment lines • B
asi
cpl
ott
ingcommands
> > 者 T he command we need appears to be INV which
> > 告 s ays Inverse of a Matrix 1
.2.
4 UsingtheE
dit
or
>> % The actual command is in lower case. To find
> > 告 o ut how to use it -Now I
nth
iss
ect
io，
nwew
il
lus
eth
eed
ito
rto
α回 t
e叩 dr
unaMATLABas
cr
ip
tfi
l
e.Norma
1y，
l
>> help inv % shows how to use the command 出ee
dit
ori
sus
edt
oge
ner
atet
wok
ind
sofMA Bf
百.A i
le
s.百1凶 ef
il
esa
ret
erm
eds
cri
ptf
tle
s
>> inv(C2) 者 inverse of C2 an
dfun
ctio
nft
le.A
s I出oughbo出ofth巴s
efi
Iesc o
n凶 nMATLABcommandsl ik
e山e ones
>> for i "' 1:20 wehaveused
，theseco
ndtypeoff
i
Iesneed
st obeorgan
izedinaspe
cif
iedforma.
tBo 曲
f(i) i
"'2
;
f
il
ety戸 ssho
uldhavetheexte
nsi
on.m.Althoughthes
ef i
le
sareASCIIt e
xtfiI凶
，山e
end ge
nerc.ms
i h
ouldbe凶 edb
eca凶eMATLABs 国 民hesfo
r也i se
x蜘 sion
.τhisext
ensio
nis
> > 告 T his is an example of a for loop 山首quetoMA百.AB.百1csc
ri
ptfi
leco
ntai
nsaIis
tofMA TLABcommands白紙 areexe印 隠d
i
ns e
quen
ce.Thi
sisdiff
ere
nt告。mt h
einte
rac
tiveses
sio
no fth
eprevi
oussect
ionwhere
34 I
NTR
ODU
CTI
ON 1
.
2IN
TRO
DUC
TIO
NTOM
ATL
AD 35

MAτ1.AB悶卯ndedt o回 chconunandi mmediate

l .Th
y escri
ptfileismoreu se
fulwhen init
senti
rety
.P rio
rtorun
ningthes
cri
ptyouwil
lhavetosav
et h
escri
pteachtime50
therear巴m anyconun 叩 ds白紙 n eedt ob eex釘 utedtoa c∞mplishsomeobjective，like 白紙 t hec hange
si n由巳fiJea r
er ec
ord
edand thechange
sa recurrnt
e .Another
runningano ptimiza
tiont e
chnique.Itisimportanttoremembert htMATLABa
a I
l owsyou recommendationistod
elib
era
telym
isり'p
esomes t
ate
mentsandatt
empttodebugthe
toswitchba ckωinteracti
vemodea tan ytimebyj u
stt y
pingcommandsi n白eworkspace err
orgeneratedby白eMATLAsdebuggerduri
ng回 目 u
tion
.
windowl ikein曲ep 問v io
uss ec
tion.
MATLABp rovidesane di
torf orcreatingthesefil
esont h
ePCp latform.T hiseditor C
rea
tin ，tM
伊
gtheScr -・.
fl
le(Thef
oll
owi
ngw
illbet
ype
dls
av吋 i
naf
i
l巴.
)
usesc ol
ort oidenti
fyMATLABs tatem
en t
sande le
m e
nts.Itp rovides白ec urr
entvaIu e
s
ofthev ariable
s( aft
er白 eya rea vailabl
ei nthew orkspa ce)whent hemousei sov er も example of using script
thev ar
iablenamei nthee d
itor.Th el官邸官 t wowayst oa ccess山ee ditorthrought h
e A1 [1 2 31;
MATLABCommandwindowont h
eP C.5 t
artMATLAB.T hisw illopenaMATLAB A2 [4 5 61;
Commando rWorkspacewindow.I nt h
iswindowt heeditorcanb es tart
edbyu sin
g も the commands not terminated with semi-colon will
themenuo r血et ool
bar.On t heF ilemenu，c l
ickonNewandc hooseM- f
iIc
. も display information on the screen
Altemately， c
lickont heIeftmosticonont h
et oo
lbar(出et o
oltipreadsNewF ile)
.The A = [A1; A2]
iconf o
rt h
ee ditorcana Is
obep lacedont h
ed esktop，inwhichc asethee di
torc anbe B [A1' A2']
starte
dbyd oub
l e
-clickingt h
ei con.Int hi
se vent，aMA TlABCommandw indoww il
l C A*B
notbeo pened.Th ee d
itorp rovidesit
sownwindowf orentering出巴 s cr
iptstatements
.
Atthisp o
intwea r
er eadytou set h
ee dit
or.Makes ureyou即 ad出巴 commentsand も now re-create the matrix and perform matrix
understandthem， ast hes
ep rocedu問 sw i
llbeu s edoften.Usingt hee dit
ori m
plieswe 者 multiplication as in other programming languages
wil
lbew orkingw ithm -
files. 者 example of for loop
Thecommandsa r巴 出es amea sin1h巴i nt
eracti
ves essio
ne xceptthereisnoMATLAB for i 1 3 者 variable i ranges from 1 to 3 in
promptp refixingtheexpressions.Toe xecut
et hesecommandsyouwi Ilhavet osa v
e も steps of 1 (default)
themt oafil巴.Let u
sc a
llt ef
h ilesc
riptl.m.The.me xtensionn eedno tbet ypedifyou a1(1，i
) i;
areu sing由巳 MATLABe d
itor.Youc ans avet hef i
leu singt heSaveo rSaveAs end 告 loops must be closed with end

commandfrommoste di
tors.Itisi mport加 ttoknowt hefullpa 曲t o白i sfil
e.Le tus a1
assumet hep athfor出ef i
leisC:¥OpCbook¥Chl¥ s c
riptl.m.Note出 創 出epa 白h ereis
specifi
eda saPCp athd es
cription.Th er ea
sonwen e
e d山i sinformationist oinfo r
m for i 6:-1:4 も note loop is decremented
MATLABwheret ofind白ef i
le
.Wedo出i sin白eMATLABCommandwindow. a2(1，i-3) i; も filling vector from rear

Thisimplieswes h
ou dhave白eMATLABCommandwindowo
l pe n.OnPCswes tar
t end
MATLABt hrought heicons
.I nt h
isbookwew illa ccomplishmostt asksbyt ypingin a2
theCommandwindowo rthr o
ughp rog ramming.lnmanyi nstances山e rearea ltem
a t
e
者 creatingmatrix A and B (called AA and BB here)
waysu s
ingmenui temso r白et oolb
ar.T hisisl e
ftt other eadertoe xp e
rimenta nd
for i 1:3
discove
r.I nt heMATLABCommandwindowu s巴山ea ddpathcommandt oi nform
AA(l，i) a1(1，i); も assign a1 to AA.
MATLABo fthel oca
tionoft hefil
e:
AA(2，i) a2(1，i);
BB(i，1) a1(1，i);
>> addpath C:¥Opt_book¥Ch1¥ BB(i，2) a2( 1，i);
end
Thes
cri
ptth8
1wi
llbecr
eat
edands
ave
di ，t
nSCT伊 l
.mcanber
unbyt
ypi
ng(
not
eth
at
も the same can be accomplished by AA (1，:) a1
出eext
ensi
oniso
mit
ted
)
者 without the for loop
AA 巷 print the value of AA in the window
>> scriptl
BB
who も list all the variables in the workspace
Tounderst
andandas
soc
iat
ewitht
heprog
rarnm
ingconc
eptsembeddedin
.thescr
ipt，
者 consider code for Matrix multiplication
pa
rti
cula
rlyforpe
rso
nswihI
t im
itedpr
ograr
nminge
xperien
ce，i
tisrecommendedto
% which Matlab does so easily
runth
escrip
taft
erablo
ckofst
ate
men
tshavebeenwr
itte
nr a
山erthantypi
ng山ef il
e
36 I
NTR
ODU
CTI
ON 1
.2 I
NTR
ODU
CTI
ONTOMA礼 AD 37

告 multiply two matrices (column of first maヒrix must • C

lea
rst
ale
men
t
者 match row of second matrix)
szAA size(AA) も size of AA
szBB size( BB); 1
.2.
5 CreatlngaCodeSnlppet
if (szAA(l，2) szBB(l， l
) )
告 only in column of AA match the rows of BB Int h
iss ec t
ion，wew ille x aminet h e0山e rt ypco fm-fil巴 whichisc al
1e dt hefuncti
o n
for i ~ l:szAA(l，l) m-fil
e.F ort hosef amiliarw i lho therprogrammingl a
ngua g
esI ik eC，J ava，o r
for j 1:szBB(l，2) F'ORTRA N，出e sefilesr epresentf unctio n
so rs ubrout
i nes
.Theya repr imarilyuscdt '
O

CC(i，j) 0.0; 苦 initializevalue to zero handles '

Omes pecifi
ct ype
so fc alculations.Thc ya l
s opr'Ovideawayf orthem odu
la r
for k 1:szAA(l， 2) de ve
l op mento fco dea sw ellぉ c od ereuse.T hesec o d
em odulesa r， u
巴 sedbyb eing
CC(i，j) c CC(i， j) + AA(i，
k)*BB(k， j); callc
do rr ef
crredino thers ectionso ft hecodc， sayt hroughas crip
tf ilewel ooke
da t
end も k -l oop ea
r l
ier.Thec odet ha
tc allsthcf uncti onm-fileisc a
lledt hecallin
gp rog ram/ c
ode.The
end も j - loop essen
ti a
lp ar
a mct
c rsind cvel'p
O ingt hef unct
ionm -filcarc( 1)w h
a tinp u1isnecessa
ry
end 苦 i - loop fort hec aIculati
ons，( 2)w hats pecificc alculatio
nsmustt akep lace，a nd( 3)wha t
end 者 if - loop inform ationm ustber e tumedt ot hec alli
ngp r'
O gr
am .MATLABr equi
r est heSlru
cture
CC of出ef unctionm・f i
let of ollowap rescribedf ormat
.
者 Note the power of MAT~B derives from its ability to Wew illu se1hee di
1 0r10d evel'OP afunc1ionm -fi
l etha1wi I
1p crfor map olynomi
al
も handle matrices very easily curve
f tI
i. Irequiresas eto f砂 d ata， represen1in
gac urvet ha
tn eedst ob efi1，10
ge1her
者 this completes the script session wi出 t heo rdero fthep ol ynomialt ob efit
.T hi sexerciscisc allcdc ur v
ef iuin
g.In
Chapt cr6 s uchap robl emw illb ei den
1ificda s ap ro blemi nu nco n
strained
Savetheabov
efi)e(sc
rip
tl.m).Addthedir
ect
orytotheMATLABpat
h凶 ind
icat
ed optimization.F ornow，t h eca l
cul a1ionsn ecessaryt oa ccomplisht hee xerci
sea re
be
fore
.Runt hesc
riptfi
lebyt yp
ingsc
ripJa
t tthecommandpromp tThccommands
. consid eredk nown.Iti nvo
l ve
ss olv ingal ine
are quationw ith出enomtalm atrlxanda
sho
uldallexe
cutea ndyoush o
uldfmall
ys e
etheMATLABp romptinth
cCommand right
-h 佃 dv cctoro btainedu singt hed a
tap oi
nts.τ' heou tputf r
o mthem -
fi l
ew i
llb e
window. 山e coe 鉦i cie
ntsr epresenting白ep o lynor
nial.
Note: You ca
na lw
aysr cver
ttot hei n
tcr
act
ive mode bydire
ctlyen
teri
ng Befo rewes ta
rttod evelopt hec ode， th
ef i
rstl i
neo fthisfilemus tb efor mat
teda s
commandsin出eMATLABwindowa f
terth
epromptI
. ntheCommandw indow: specifiedb yM ATLA B.I nt hefi
rstl ine， t
hef i
rs
tw'Or ds ta
rtir
ig合um出ef i
rstc ol
u m
ni s
山cw ord function.Iti sf ollowedb yt heseto frelump ar a
me ters(r etumva l)
.N ext，
>> who 山en ame( mypoly
f it)'Ofthefunctio nw iththepar ametersp assedtothcf unctionwithi
n
>> clearC % discards thevariableC fromtheworkspace p抗 仙e ses(X，YN).明 l efilemu stb es aveda sname.m( mypolyfi
t.m).Thecomme 略
> > 者 use with caution. Values cannot be recovered be 1w
e ent h
efirs
1l inea ndt hefirs1e xecutablcs tatementwi I
1a ppc釘 i fy ou1 yp
eh e
l p
>> help clear Ia
l me ( he l
pm ypolyfi t)i nt h
c Command w indow. The r easonf ort hcn ar
ne
>> exit mypol yfi tm i
. sthatMATLABh asabui 司1tinf unclIonp oly
fit.Opent hee ditor10creat
e
thefilec ontainingthef oll ow
in gin formation
:
Thi
sse
ssi
oni
l
1us
tra
ted
:
function returnval mypolyfit(XY，N)
• Usco
fth
巴ed
ito
r 寄 者
・Creatingascript も
者
These comments will appear when the user types
helpmypolyfit in the Command window
• R
unn
ingasip
cIt
事 This space is intended to inform the user how to
• E
rro
rde
bug
gin
g(recommcndcda
cti
vit
y) も interact with the program，what it does
・Programmingconcepts 苦 what are the input and output parameters
. Lo
opc
ons
tru
cts，
ifa
ndf
orl
oop
s も Least square error fit of polynomial of order N
者 xy - Data found in XY
・Loopv
ari
abl
ean
din
cre
men
ts 告 returns the vector of coefficients starting from
・Arrayaccess % the constant term
 ~.
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9
38 l
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end 者 end i 100p
も
も i f the x-points are distinct then inverse is not a
まor i 1:N+1
a(i) = 0.0; も initia1ize the coefficient to zero も prob1em

end
returnva1 inv(A)*b';
sz size( XY);
NDATA sZ(l， l); 者 number of data points - rows 0王
S
avethefi
l sm
ea y
polyfu
.m.Tousethefunc
tionwewilln eedt
ocrea
tesomex
ydat
a
阻dthcnca
llthemy
polyf
itfun
cti
on.S凶 MA 1LABi
n白cd i
rec
toy伽，tm
r ypol
yf
it
.m
者 xymatrix
r
esi
desin
.oraddthedir
ect
orytoth
ep a
th.IntheM A11.ABCommandwindow
:The
if NDATA == 0 f
ol
1owingco巴i
d stype
dinthecommandw indo
w.
fprintf('There is no data to fit');

-
reヒurnva1 a; 者 zerova1ue returned

a
司
o
・

.，.，
10‘ J )
ryy
ι

oX2
a﹀
return; % return back to ca11ing program

4
﹀

門
，
xxx
・
1・
，
=噌・晶司 4

司 ， 白 勾 ム 吋 ，u
end

，
，
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==
，
、
，
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x
x
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*
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n
1

A
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2J

弓
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勺
if NDATA < 2*N

J
3
n
e
fprintf'(，

品M
Too few data points for fit
')
returnva1 a;
reヒurn >>coeff mypolyfit(XY1， 3)
end >>告 ac ubic po1ynomia1 was de1iberate1y created to
>> % check the results. You shou1d get back
色

The processing starts here. >>者 t he coefficients you used to generate the curve
‘usmuadu 色 古 島 市

The coefficients are obtained as solution to the >>者 t his is a good test of the program
Linear A1gebra prob1em [A][c] [b] >>者 L et us create another examp1e
Matrix [A] is the Norma1 Matrix which contains
the sum of the powers of the independent variab1e >> XY2(:，1
) XYl(:，1);も same first co1umn
O

[
A] is symmetric >> XY2(:，2
) 2，0 + exp(XY2(:，1
))
菅

>>者 n ote the power of Mat1ab - a vector fi11

for i 1:N+1; >>者 an ew set of xy-data
b(i) 0.0;
for 11 l:NDATA; 100p over al1 data points
も >>coeff1 mypolyfit(XY2，3) 者 cubic po1y. again
者 variab1e is "11" (e1)(e工) >> helpmypoly 王it
b(i) b(i) + XY(11，2)*XY(11，1)^(i-1); >>者 y ou shou1d see the statements you set up
end も 100p 11 >>も I n the next exercise we wi11 create a script
>>も f i1e that wi11 run a program for po1ynomia1
for j 1:N+1; >>者 c urve-fittingwe wi11 save XY2 so that it can
if j >= i 者 ca1cu1atingupper diagona1 terms >>者 b eused again
power (i-1) + (j・1);
A(i，j
) 0.0 者 initialize
﹀﹀﹀
﹀﹀﹀

save C:¥Opt_book¥Chl¥XY2.dat -ascii ・doub1e

for k l:NDATA; 告 sumover data points 者 this wi11 save the fi1e as an ascii text fi1e
A(i，j) = A(i，j) + XY(k，l)^power; も withdoub1e precision va1ues
end 苦 k loop
end 告 c10se if statement
T
hi sc o
nc1u
d e
s白ee xerc
isew h
ereacod
es凶p阿 W凶 w r
itt
ento回 l
c叫ate出E
Aけ，i ) = A(i，j) 昔 exp10itingMatrix symmetry
end 苦 end j 100p
∞fficientsofthepolynooualusedt
C of
i
tac
urv巴t
osome砂 d
at
a.百 et
ypeoffi
l
cist
hc
40 I
NTR
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ON
1
.2I
NTR
ODU
CTI
ONTOMATLAB 4
1

f
imct
ionm-
fi
le
.Itn民 地 ωbeuse
dinace
rta
inway
.百lec o
dewas臨 t
edus
ingacub
ic 苦 the stri叩 variab1epath wi11 have the path
po
lyno
mia
l.Nonpo
lynomia
lda
tawcea
r 1s
otes
te
d.Thed
atawer
esav
edfo
rla
teru
se
. も information the defau1t directory pointed wi11
者 differdepending on the p1atform
1
.2.
6 Creatlngaprogram
if isstr(file) 者 if a fi1e is se1ected
10adpathfi1e ['load'， path fi1e];
h 出i
ssect
ionaprogra
m白紙 will陀 ad砂 datc
，
a ur
vef
itth
edatausin
gap oly
nomia
l， a
nd
者 1 0adpathfi1e is a stど ingvariab1e concatenated
∞mpare恥 or
igi
nalandf
i臨 dda泊 伊p ru
回llywillbede
velo
ped.Th e也 t
awil
lber e
ad
も with three s trings "10ad， " path and fi1e
us
ingaUserIn低出国(UI)windowa ndad i
alogbox
.Th ecodewil
lb edeve
lopedぉ a
者 n ote the space after 10ad is important
s
cri
ptfi
l.Thi
c sgive
susa nop
port
un i
tytorev
is
itm o
stofthec o
deweu s
ed回 rl
ierfo
r
問info
rceme
ntWcw
. il
la l
sous
ethcf u
nct
ionm-f
iIecre
ate
din由巳 pre
viousex
erc
ise
. eval(10adpathfi1e);
百l
er
芭出窓 s
eve
ralw
aysf
ory
ouo
rth
eus
erst
oin
te
ra
ctw
itht
hec
odey
oud
eve
lop
.百1巴
も eva1uates the string enc10sed -which inc1udes the
b
asi
cme
tho
dist
opr
omp
tus
ersf
ori
nfo
rma
tio
nat恥 p
rom
pti
nth
eCommandw
ind
ow.
も Mat1ab command 10ad. This wi11 import the xy-data
司自i
s出eq
uic
kes
.
tTisi
h spr
oba
blyw
haty
ouw
il
lus
ewhend
eve
lop
ingt
hec
ode
.Once
告 the data wi11 be avai1ab1e in the workspace as a
te∞d
h eh asbeentes
t，d
e
d ep
encli
ngonu s
efuln
essi
tm ig
htb erel
eva
ntωconsid
eru si
ng 者 variab1ewith the same name as the fi1ename
moresoph
istic
atedcustomeIemen
tsiIk
ei n
putboxesandfil
esele
cti
onbox
es.百lisbook 告 without the extension (this assumes you se1ected
wi
llconti
nuetouset h
eseelement
st h
rougho
utasappro
priat
e.Wh il
eth
ei n
puteleme
nts も the xy-data using the fi1e se1ection box)
us叫 i
n山i scodearcncwcommands， there
stoftheprogramwil
lmostl
yusecommands
伽t havcbccnintro
du田d 回r l
ie
r.Ins叫uent
ialord
ertheevcn
lsin出 sprogr
amare
:( )t
1 o newname strrep(fi1e，'.dat'，");
re
adthe砂 d a
tasa v
edear
lierusin
gaf i
lcsc
lecti
onb o
x，(2)torea
d曲eo rd
eroffi
tu s
ing も newname is a string variab1e which contains the
anInputdialo
gb ox，(3
)t ousethemypoly
fitfuncti
ondcvelope
dinthela
stsect
ionto 告 string file stripped of the .daヒ extension. Thi白
obt
a泊t hec田 f
fic
iens，
t (
4)too b
tain白ec ∞必i na
凶 o fth
ef i
tt
cdc町 v
e，(5
)togra
pruca
lly 苦 is a string rep1acement command
compa
re血巴 o r
igi
nal叩 dfit
t凶 data
，
a nd(6)ω 氏 陣ton白ef it
te
da∞uracyon曲e fi
思m
i
tse
l五百巴 n ewscrip
tfil
ewillbecall
edprog.
.
.J
1弘m
j . x eval(newname); 昔 assigns the imported data to x
者 just for convenience. The above step is not
S
tar
tth
ecd
ito
rtoc
rea
tet
hef
il
cca
lldp
e '
可 者 necessary

告 program for fitting a po1ynomia1 curve to xy data NDATA length(x(:， 1)); 苦 numberof data points
者 from clear path 10adpathfi1e newname
告 App1iedOptimization using Mat1ab 者 get rid of these variab1es to recover memory
者 Dr. P.Venkataraman end
若
者 Chapter 1，Section 1.2.6 者 Note: if a fi1e is not se1ected， nothing is being
者 The program 100ks for a fi1e with two co1umn ascii % done
者 data with extension .dat. The order of the curve is 者 Use of an input dia10g box to get the order
者 obtained from user. The origina1 and fitted data 者 of po1ynomia1 to be fitted
苦 are compared with re1evant information disp1ayed on PROMPT {'Enter the Order of the Curve'};
者 the same figure. The program demonstrates the use 者 PROMPT is a stringArray with one e 1e
r時抗
も of the fi1e se1ection box，an input dia10g box， 告 note the curlybrackets
者 creating specia1 text strings and disp1aying them TITLE 'Order of the Po1ynomia1 to be Fitted';
者 as tring variab1e
[fi1e，path] =uigetfi1e('*.dat'，'A11 Fi1es'，200， 200); LINENO 1 ; 苦 a data variab1e
者 uigetfi1e opens a fi1e se1ection box
者 checkout he1p uigetfi1e getva1 inputdlg(PROMPT，T工TLE，LINENO);
者 the string variable fi1e will hold the filename
42 I
NTR
ODU
CTI
ON 1
.
2IN
TRO
DUC
TIO
NTOM
ATlA9 43

者 the input dialog captures the user input in getval 告this places the string errstr2 which is obtained
告 ge七val is a string Array 者bycombining the string 'squared error' with
者 check help inputdlg for more information も the string representing the value of the error，
者 wherever the mouse is clicked on the plot.
no str2num(getval{l， l}); 者 moving the mouse over the figure you should
者 the string is converted to a number- the order 告 see location cross-hairs
clear strorder titlestr errstrl errstr2 a y x i j
clear PROMPT T工TLE L工NENO 者 deletingvariables clearNDATA no coeff XY2 file err2 getval
grid
% call function mypolyfit and obtain the coefficients
者 This finishes the exercise
coeff mypolyfit(x， no);
Runt heprogr四 b
a yfir
strunningMATLABi n由巳 di
rect
orywherethese削e sar
e.or
generate the fitted curve and obtain the squared
者
addin
gt hep 柚 to1 ∞ate白 白 血 At白ecommandprompttypeproLP耐.The
告 error programshouldE XEcut
er equ
iringuserinputt h
roughthetil
eselect
ionbOLinput
err2 0.0i '
dia
log，andfina
l1yd i
splayi
ngF i
gure1 .1
1.百lea ppe釘ancemayb eslig
htlydiff
ere
nt
for i 1: NDATA 者 for each data point depe
ndingo n恥 p laぜ'ormMATLABi sbeingru
n.
for j l:no + 1
MT hisfinishe
st heMATLABs ectio
no ft h
ec hapter.
Tlms ec
tionlIa
si ntrodu
ced
a(l，j) = x(i，l)"(j-l);
A
TLABi nar obu
s tmanner.A b roadmng 巴o fprogmmminge xperie
nceh asbeen
end ml
tlat
edi nt h
isc hapter -
A Hm wcommandsh av
eheni de
ruincdw it
hab def
y(i) a*coeff; 者ヒ he data for ヒhe fitヒedcurve
ex
plana
tionin白巴 c omments.Itisi mpo
rtant白紙 youu setheOPP t
Olunitytotypein
err2 err2 + (x(i， 2) -y(i))*(x(i，2)-y(i));
出ECodEy ou
rs e
lf;Thatistheonlywayt heuseofMAT1ABw i
llbecomef amiliar
.The
者ヒ he square error
p
ract
icea1sow i
llleadtof ewersyntaxerr
o瓜 T hewrit
ingofc od
ew il
ls i
gnif
ican
tly
end im
provey oura bi
1itytod ebuga ndt ro
ubles
hoo.Wh
t i
le白isc hap
t e
re mployeda
者 plotting
plot (x(:，1)，x(:， )，
2 ，ro'，x(:，1)，
y， ，
b-');
% original data are red o's P
oly
nom
ialc
uref
v I
tofo
rde
r3o
ffi
leX
Y2.
dat
告 fitteddata is blue solid line 5
xlabel(，x')i
ylabel(，y');
strorder setstr(num2str(no));
者 convert the order of curve 七o a string
巷 same as getval if you have not cleared it
者 setstrassigns the string to strorder
titlestr ['polynomial curvefit or order'，
s七rorder， 'of file'，file)i
者 the three dots at the end are continuation marks
者 the title will have the order and the file name
title(titlestr)
legend('original data'，'fitted data');

errstrl num2str(err2);
errstr2 ['squared erど or errstrl]
gtext(errstr2); x
F
lgu
re1
.1
1Or
ig
ln
ala
ndf
ll
le
dda
la
.
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草山記

2
44 INTRODUCTION

s
eoa
rat
ese
cti
onont h
eu s
eofMATLABoutofn 町 民s
it，sub叫 uentchapmMe
y
CMa伽 iz
edbyacompl仰 向r at
ionof
theu
sm ofMA.
関巴叩 T
官TL
AB
o
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匂a
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u
ruu
z;z
tm
PROBLEMS

叩:;官官 官l
r
ι;
叩::
;
t; a
mathe
matic
almodeJ.
1
.2 Ide
ntifys
ever
alpos
sibl
eop
tim
izati
onp
roble
msrel
ate
dωanairc
raf
t
.F ore
ach
problemide
ntif
yalめed
l i
sci
pli
nes白紙 w
illhe
lpesta
bli
sht
hemathe
matic
al GRAPHICALOPTIMIZATION
mode l
.
1
.3 Id
由巴nt
仲 s総ev巴叫 p
刊 oss
ibl
e叩0pti
miza
p
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l 耐d
白e凶匂 a
叫1侃
thed
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叫i
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ent
ifysev
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ed
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chprob
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lin
est
hatw
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pesta
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h
Thisbooki nclu
desal argenumbero fcxamplesw ithtwov ar
iabl
es.T wo
-variable
出em
ath
ema
tic
a .
lmodel problemscanb ed ispla
yedg raphic
allyandt h巴 s
olutiono bta
inedbyi n
spectio
n.
1
.5 De
fineap r
ob l
emwitIr
1 espe
cttoyourinv
estmen
tinthest
ockmark
et.Des
cribe Along w itht heu se
fulnesso fo b
tainingt h
es olutionw ithouta p p
lying
血en atu
reofthem
athematic
almodd- math巴matic
alc ond
itions，theg ra
phicalrepresenta
tiono ftheproblemp rovidesan
1
.6 Defin
e由巳 p roblema n
de stab
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h由巳 m athe
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1modelf ortheI-beam oppo
rtunitytoe xploretheg eometryo fmanyo ft hen umericalt e
chniqueswe
hold
ingupa nindep
endentsin
gle-
fami
lyhome. examinelat
er.Thisisn e
cessa r
yf o
ri nt
uiti
velyu nd
er st
a n
dingt h
ea lgo
rithmandi t
s

川叩日山島町や P U 1川
1
.7 Definethep r
oblema ndident
ifythemathem
atic
a lmodel f
ora noptimum prog
resst owardthes ol
ution.Inp ra
c t
icalsi t
uati
onswhichu suall
yi nvolveover
s，

2 世話白川
o
verhang
ingtraf
fi
cl i
ght
. twovariab
le thereisnoo pportun
ityf o
rn ea
tg raphicalcorre
latio
nb ecauseofthe
1
.8 Def
ine血ep r
o blemandiden
tifyamathem
atca
i 1modelf
ors
che
dul
inga
nd I
imitat
ionsofg ra
phicalrepresent
ation.Itwil
1ben ecessarytoreviewt h
enumbers
oo
timi
zatio
no ftheda
ilyro
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eact
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ty. todecideonc onvergenceort helackt h
ereof
.Whath appensw it
hmanyv ariabl
es
ωD
叫ne 出ep 州 emf oral am
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i
sa ne
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t
i
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o
s
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i
i
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h
命i
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i
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manyv ari
ables
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・
110 D
efineac h
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le n
ginee
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omixv釘 i
ousmix
turesof1
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d
引が
19日U

Contourp lot
sp rovidet heb estg r
aphicl陀 p
a resentat
iono ft heo p
timizati
on
a
vai
lab
ili
tytomakespec
ifi
e om田 ts
dcompoundst pec
ifi
edd巴ma
nds.
problemintwov ar
iable
s.Thep oi
ntso nanyc ontour(orcurve)havet h
esamev al
ue
ofthefunc
tion.Severalso抗w arepackagesa r
ea vail
a b
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1
m
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.M ATLAB.M athematica Maple，andMathcada
， r
eamong出eg ene
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tourp l
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.I nthisbook， wewilluseMATLABf o
r
が
自 gra
phica
1o pt
imizat
ion.

2
.1 PROBLEMDEFINITION

Thestan
dar
dform
atforopt
imiza
tio
npr
obl
emswase
sta
bli
she
dinC
hap
ter1
.lti
s
re
in町o
duc叫 he
reforc
onv
enien
ce:
4
6 G
RAP
HIC
ALO
PTI
M'Z
ATI
ON 2
.
1PA
OBL
EMD
EFI
NflO
T N 4
7

M
ini
miz
e f
l
.x
，JX
2，.
• •，
Xn) (
2.1
) F
igure2
.1iI
Ius
tra
testh
egra
phi
cals
olu
tio
nto白ispr
oble
m.百l
efig
ureal
sod
isp
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s
a
ddi
tio
nalinfo
rmati
on，rel
ate
dtotheine
qua
lit
ycons佐a
ins，p
t lac
edo ni
taft
erth
e
S
ubj
ectt
o
: h(
x ，
2，
"X Xn)=0
• ••， p
rin
cip
algrap
hicinfo
r m
ati
onwasgen
era
tedanddi
spl
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d.

h2
(x，
・
X2・
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.，x
，，)=O
2
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2 Formatf
ort
heG
rap
hlc
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h
t(I，
X X
2・・
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)=0
， (
2.
2)
Theg rap
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lut
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.
1 ss eeninF ig
ure2 ， i
.
1 sgenera
tedu s
ing
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B
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ini
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ubj
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l(x
l.X
2):2
x1+x2=8 (
2.6
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h2
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2.6
b)

gl(X"X
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l+x (
2.7
n)

，XU:XI ー 0.25~SO
g2(x. (
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芸 3

oSXIS10; OSX2S1
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2.
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nt
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48 G
RAP
HIC
ALO
PTI
MIZ
ATI
ON 2
.
2GR
APH
ICA
LSO
LUT
ION 49

Int hegra
phicaldisp
layo fsoluti
ons，only血eo bj
ecti
vef un
ctionisdrawnf o
r m-f
ilef or山ef ir
stexample.Thef o
llowingi nt
r o
ducessomemoreu se
fulI nform姐o n
sev
eralcon
tourssotht白ed
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ionfor白eminimumc anbeiden
tif
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.Eachcquali
ty abouttheu seofMATLAB ・
8high-
Ievc
lg raphicsfunctions.
:
.
L
con
str必ntisdrawnasas ing
lec urvefor出en um
ericalv a
lueont herig
ht-
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le leme
nts白紙 a r
ct ypi
callyc o
ntroll
edu sin
gt hehigh-Ievel
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ied
.Eachi nequa
litycon
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a tissim
ilar
lydrawnforavalueon grap
hi c
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s.U singH andleG r
aphicsyouc ancontrol
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ht-h
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.Theh ashmarksar町 lr
awn
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le leme
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eGU I.These
inonthefi
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gu陀 .Theext
entofthedcsig
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andthesol
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ntr e
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rbette
r commandc reat
esaf igur
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accu
racy.百四 d a
tafor白 eplotareobtainedus
ingMATLAB'Sm atrixope
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ionsafte
r fig
ure window i nc
rementingt he window c ount by o ne.N ormallya l
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est
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.Thi se xpl
oit
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ctionso rcommandsw i
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solv
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eistou s
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i
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ter，wew illuseiti nam inimalwayt oc hange出E
ch
arac
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rist i
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aphicalelementsont hefig
ure.
systemtod e
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face( GUI )forth
ep rogramo rm-
file
.Th i
s
To u nd erstandt hec oncepto f" handlcs" we w il
lr u n 出e f oll
o wingc od e
cre
alesafaci
lit
yf o
rsophis
licat
eduserinte
raction.MOSlo ftheplo
ttingneedscanb e
in
ter
actively.Itd ea
lsw ithcreati
ngap lo
t，whichwasi ntrodu
cedi nChapt er1.Th e
melbyt hehigh
-Iev
elgraphic
sf un
ction
sa v
ai lab
leinM ATLAB.
bo
ldfacecommentsi nt h
ec odes egmenti ndica
tet henewf ealur
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2
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1 M
ATL
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acti
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ceo
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et--

rh
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0
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ssio
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stis白e >>X O:pi/40:2*pi;

L
h

cp

ex
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。
也電也電
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oughwhichMATLABr ecei
vesinst
ruct
ionanddispl
ays >>y X.合 sin(x);

e
c
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r
D
>> plot(x， y，

可
'b-');

ム
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ation.百l es econdwindowi sthet e
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.Thet hi
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mentsare >> grid;
dis
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d.T he
r ecanbemore白a nonef ig
urew indo
w.Thef igu
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gel >>h plot(x， y，'b-') 者 h is the handle to the plot
ofthehigh-
leve
lg raph
i c
sf u
nctio
ns. > > 告 anewp lot is overwritten in the same figurewindow
Theg raphi
csf unct
ionsinMATLABa llowyout oplotin2Do r3D.Th eyallow >>苦 an umerical value is assigned to h
cont
ourplotsin2Da d3D，
n mesha n
ds uばaωplots， b
ar，ara，
e piechar
ts，
h i
stogra
ms， > > 者 We can use the variable name h or its value
>>告 t o refer to the plot again
animat
ion，andg rad
ientplot
s.S ub
plotsc analsobedisplay
edu s
ingthes
ef un
cti
ons.
Inaddit
iont h
eyp ermitoperati
onw ithimage sand3Dm odeling.Theya l
lowbasic >>
con
trolo fthca ppe
ar阻 ceo fthep l
ott hroughcolo，l
r inestyl
e，andm arkes，蹴i
r s >> set(h， 'LineWidth'， 2); も this should make your plot
告 t hickerblue
rang
es，and鎚 pe c
tratioofthegraph.
τ' heypermitannot
ationofthegraphinsev
eral > >

ways.Someo ft he
sef un
ctio
n swil
lb eusedi nthenextsec
tionwhenwed e
vclopthe >> set(h，'LineWidth'， 3，'LineStyle'，':'
， 'Color'，'r')
50 GAAPHICALOPTIMIZATION 2
.
2 GAAPHICALSOLUTION 5
1

>>者 The handle is used to refer to the object F

il
e:Ex21.m
>>も whoseproperty is being changed
>>者 Usually Property information occurs in pairs of 者 Chapter 2
: Optimization with MATLAB
>>者 property-namejproperty-value %Dr. P
. Venkataraman
>>も property-value can be a text string or number 者 Example 2_1 (Sec 2.1-2.2)
>> 者
>> get(gca) も this will list the property of the axes もgraphicalsolutionusingMATLAB (twodesignvariables)
>>者 of the curren七 plot. Note there are a significant 毛 the following script should allow the display
>>者 amount of properties you can change to customize 苦 of graphical solution
>>者 the appearance of the plot 苦
>> も Minimize f(x1，
x2) (x1・3)**2 + (x2・2)**2
>> set(gca，'ytick'，[
-5ー
，2.5，
0，2.5，
5]) 者 h1(x1，
x2) 2x1 + x2 8
>>告 youhave reset the ytick marks on the graph 者 h2(x1，
x2) (x1-1)^2 + (X2-4)^2 4
>> set(gca，'FontName'，'
Arial'，'FontWeight'，.
.. 告 gl(X1，
x2) x1 + x2 <= 7
>> 'bold'，'FontSize'，
14) 告 gl(x1，
x2) x1 - 0.25x2^2 <= 0.0
>> 苦
>>者 Changes the font used for marking the axes % 0 <= x1 <= 10 0 <= x2 <= 10
>> set(gca，'Xcolor'，'blue') 者
>>も c hanges the x-axis to blue も NOTE: The hash marks for the inequality
>> % concludes the demonstration of handles も constraints must be determined and drawn outside
者 of this exercise and on the printout
Fromthese
ssio
na bo
veitisevi
dent白紙 tofin
e-tu
netheplo
tyoucre
ate，you 者ーーーーー---・・白ーーーーーーーーーーー-- ーーーーーーーーーーーーーー"・ー・"ーーーーーー--
n
eedt ofi
rs
tide
nti
fytheobj
ecthand
le.Youu seth
eh an
dletoacc
ess白eo bje
ct x1=0:0.1:10i 者 the semi・colon at the end prevents
p
rop凶 y.Youchangeaprop
ertybysett
ingit
sval
ue.Wew il
lseemoregraph
ics % the echo
f
uncti
ona sweobtai
nt h
eg r
aphi
calsolut
iontoExample2.1in由巳 follow
ing x2=0:0.1:10i 者 these are also the side constraints
s
ectl
on. 者 x1 and x2 are vectors filled with numbers starting
苦 at 0 and ending at 10.0 with values at intervals
告 of 0.1
2
.2.
2 Example2
.1ー-Gr
aph
ica
lSo
lut
ion
[
X1 X2] meshgrid(x1， x2)i
Figu
re2.1istheg rap
hicalr e
presentatio
no fExample2 .
1.Ther angefortheplo
ts 者 generates matrices X1 and X2 corresponding to
matche
st hesidecons
traintsforthep roble
m.Thei n
ters
ectio
no fth
etwoe q
uali
ty % vectors x1 and x2. It is a mesh of x1 and x2 values
者 at which the functions will be evaluated
co
nstra
intsidenti
fie
stwop oss
ibl巴 solut
ionstot h
ep roblem，appro
ximately(2.6，
f1 obj_exl(X1， X2)i告 the objective function is
2.
8)a nd( 1，6 ). The i neq
ualityc onst
raintg 2 makcs thep oint( 2
.6，2 .
8)
者 evaluatedover the entire mesh and stored in f1
una
ccepta
ble.P oint(， 6
1 )isa cc巴ptablewithr e
s p
ecttob othconst
raints
.Thc
者 MATLAB will compute the values for the objective
sol
utio
ni sthereforeat(1， 6).Whilet heo bj
ectivefunctio
nwasn otu sedto
も througha functionm file called obj_exl.m
dete
rminethcsolutio
n， co
ntourso ftheobjec
tivefuncti
onaredrawni n
dicatin
g白巴
田

ineq1 ineconl(Xl， X2)i 巷 the inequality gl is

di
recti
onfor出eminimumo ftheo bj
ectiv巴func
tion.Thesolutio
nc a
nb eident
ifi
ed
者 evaluatedover the mesh
byinspec
tiono ftheass巴mbledp lot
sw ithoutrefe
r e
ncetot h
et er
minologyorthe ineq2 inecon2(Xl， X2)i 者 the inequality g2 is
tech
niqucsofoptimiz
ation.Recall，however.thatthi
sisonlyp o
ssibl
ew ithoneor も evaluatedo ver the mesh
twodesignvariab
lesint heproblem. eq1 = eqcon1(Xl，
X2)i 者 theequalityh1 isevaluated
Thec odefor血ise x創 n
plei nvolv
ess i
xm -f
ile
s:as cr
iptm-file白紙 willinc
¥ude 者 over the mesh
th
eMATLABs tateme
ntst ocreateandd ispla
y出 ed ata，andfivem-fi1国一onef or eq2= eqco n2(X1，
X2)i 告 theequalityh2 is evaluated
cachfunctio
ni nvo
lvedi n Example2 .1
. Web eginw itht h
es cr
iptm-file- 者 over the mesh
E
x2_
1.m
.
52 GAAPHICALOPTIMIZATION
2
.
2 GAAPHICALSOLUTION 5
3

[C1，han1] contour(χ1，x2，ineq1，[7，7)，'r-')i 凪鑑on1.m

も a single contour plot of gl (or ineql) is drawn for
者 thevalue of 7 in red color as a continuous line function retval inecon1(X1，X2)
も duplicationof the contour value is necessary retval X1 + X2i
も ford rawing a single contour も X1，X2 are matrices
者 han1 is the handle to this plot. This handle 者 retval is the value being returned after the
者 canbeusedtochange theplotdisplaycharacteristics 告 computation
告 Cl contains the value of the contour 者 Since X1 and X2 are matrices retva1 is a1so a
告 matrix
clabel(C1，han1)i 者 By this way the entire information on the mesh
も labels the contour with the values in vector C1 者 is generated by a sing1e call to the funcヒion
者 contour(x1，x2，ineq1，[7，
7]，'r-') will draw the contour 者 inecon1
告 without labeling the value 凪血血2.m
hold on 告 allowsmultiple plots in the same figure
告 window function retva1 inecon2(X1， X2)
gtext(，gl')i retval Xl - 0.2S*X2.^2i
も will place the string 'gl' on the plot at the spot 者 Note the use of ^ operator for element by e1ement
苦 selectedby a mouse click. This is a text label 告 operation. That is each e1ement of the X2 matrix
者 this procedure is repeated for remaining 者 is squared. Without the dot the imp1ication is a
も constraints 者 matrixmultiplication -between matrices whose
者 innerdimensions must agree. Similar operators are
[C2，han2] contour(x1，
x2，
ineq2，[
0，]，
0 ，
'r-ー )i 告 defined for element by element mulヒiplication
clabel(C2，han2)i 者 anddivision
gtext('g2')i 盤姐Lm

[C3，han3] contour(
x1，
x2，
eq1，[8，
8]，'b-')i function retval eqcon1(X1，
X2)
clabel(C3，han3)i retval 2.0*Xl + X2i
gtext(，h1')i
魁迎且2.m

[C4，han4] contour(x1，
x2，
eq2，[
4，]，
4 'b--')i function retval eqcon2(X1，X2)
clabel(C4，han4)i retval (X1 -1).*(X1 ・ 1
)+ ( X2 - 4).*(
X2 -4
)i
gtext(，h2')i
曲 U叫 掴
[C，han] contour(x1， x2，f1，'g')i function retval obj_ex1(X1，X2)
告 contourof ' f'i s drawn in green color. The number retval = (X1 -3).*(X1 - 3
) +(X2 - 2).合 (
X2・ 2
)i
苦 of contours are decided by the default value
clabel(C，han)i
xlabel('x1 values'， 'FontName'，'times'，'FontSize'，12，
. 2
.2.
3 D
isp
lay
lngtheGraphics
'FontWeigh，
ヒ ，'bold')i も label for x-axes
ylabel('x2values'， 'FontName'，'times'，'FontSize'，
12， Al
1oflhcfi
le
srequ
iredforgr
aphica
ld i
spl
ayoft
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roblemhavebee
ncrc
alc
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e
'FontWeight'， 'bold')i Commandwindow，lypeaddpatbfollowdby出ec
e o
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epathfort
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rec
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ldsthes
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es
.Att hep rompt，typ
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Thef
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21
54 GRAPHICALOPTIMIZAnON 2
.2 GRAPHICALSOLUTION 55

Thef i
rstcontou
rp l
otw i
lla pp
ear.Movet hemouseo verto白ep l o
ta ndac ros
sh ai
r 1
0
app
ears.C l
ickingont heplotwi1lplac巴thest
ring"gl"att hecrosshai
r.Thes e c
ond
contourplo
ts houl
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eisap ausetoplac
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xtlabe.
lA f
terthef ou
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cons住aint
s，出eo bj
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ralcontourvalues
.F in
allytheplo
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outtheh a
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n dwi山 y ourchoiceof白B
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.Youc anins
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eri ncorpo
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tYouc ana

広説
documen . l
sos enditto出ep r
inte
rf romIheprintcommandont heF il
e
menu.T ypinghelppr i
ntint h
eCommandwindows h
ouldiIstasetofcommandsyou
canuset osave曲ef i
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>> print -depsc2 plot_ex_2_1.eps

wi1
lc路 a
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at
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1

2
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4 CustomlzlngtheFlgure lg
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ust
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I
nt hi
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ea ndplo
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tcda bov巴 wil
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nizcdusingt h
e
gt儲 t('gl');
HandleGraphicscommandsf ir
stexplo陀d inS巴cti
on2 .
2.1.A llofthep l
otsdesc
rib i
ng
k1 gtext(， gl');告 k1 is thehandle tothe text element
白ec on
strai
ntswillh a veal i
newidt
ho f2p oi
nts.百l eob j
e c
tivef u
nctionwillha vea
set(k1，'FontName'， 'Times'，'FontWeight'，'bold'，
lin
ewidthof1p oint
.Thet ex
tlabeswi
l 1
lbei nthe"Tim es"font.ItwilIbeinb o
ldface
，FontSize'， 14，'Color'，'red')
wit
haf ontofsize1 4a ndin白ec olorofthecons回 in.
tTh ex叩 dYt ic
kmarksw i
l lbe
changedtoe s
tablishab r
oadergri.Th
d ex叩 dyl abe
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ludeas ubscri
p .
tA
..clabel(C2，
han2}i
two-rowtextwi1
lbei nser
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ts ele
ctedthrought hemou s
c .Thencwf i gu
re set(han2，'LineWidth'，2)
i
sshowni nF igu
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Firt∞pyt
s hefilein出ep re
viousexercis
ea ndrena meit.羽lerenamedf i
lewi
l lbe set(k2，'FontName'，'Times'，'FontWeight'，'bold'，
usedωmakethen 配 e ssarych
佃 gesto出ec o
de.Th e
sec han g
esi nc
1udeb othnewc ode ，FontSize'，14，'Color'，'red')
aswe la
I sre p
lacemen tofexist
ingline
so fcode.In出ef oI
lowingo nly白ec hangesto clabel(C3，
han3);
出巴c odearei1
Iustrated.Th eori
gina
lc odeisshowni nt h
ei ta
licstyleandi d
entifi
ed set(han3，'LineWidth'，2)
wit
ht hr
eeellip
sisp o
ints(.. .
)at出巴 beginningoftheline.Thec odetobei n
sertedor k3 ~ gtext('h1');
rep
l a
cementcodei sshowni nnorm 叫styl巴.I
fnoreplacemcnti sa pp
ar e
nt，thentheold set(k3，'FontName'，'Times'，'FontWeight'，'bold'，
codeisused10d e
f inethelocat
ionswhe 回 目ew∞d eisa ppended. 'FontSize'，14，'Color'，'blue')
clabel(C4，
han4);
{Cl，
hanl} contour(xl，
x2，
ineql，{7，7}，'r-'};
set(han1，'LineWidth'，2); 者 sets 1ine width of the gl set(han4，，LineWidth'，
2)
も contour to 2 points k4 ~ gtext('h2');
56 GRAPHICALOPTIMIZATION 2
.3 ADDlTIONALEXAMPLES 57

set(k4， 'FontName'，'Times'， 'FontWeighヒ 'bo1d'， !

(xI'X2)= 町î+bx~ 一 cco中川)ー d c
os(
qx -c+d (
2.9
)
2)-
1
，FontSize'， 14，'Co1or'， 'b1ue')
c:label(C，han);
w
ith
set(han， 'LineWidth'，1)
.. xlabel( ，xl values'， ，FontName'，'times'，
x1abe1(' x 1 va1ues'，'FontName'，'times'，，FontSize'，
12，
. a=，
1b= c=
2， 0
. d=
3， 0
.4p=
， π，
3 q=4π
，FontWeight'， 'bo1d')i
y1abe1(' x 2 values'， 'FontName'， 'times'，' Fig
urcs2.
3-2.7ar宮 山eg ra
phic
aldispl
ayofsolu
tion
s泊 出issect
ion
.Thef ig
ure
sin
FontSize'， 12，'FontWeight'， 'bo1d')i th
ebookbein
gr e
s凶c tedtoblac
ka n
dw h
itewi
llnot∞n v
ey也 eimp
actofcol
orima
ges
set(gca， ，xtick'，[0 2 4 6 8 10]) 者 set xticks youwil
lseeont hes c
ree
n.Thc rearetwofi
lesass
ocia
tcdwit
ht h
eplot
s:thesc
rip
t
seヒ(gca， 'ytick'，[0 2.5 5.0 7.5 10]) 昔 set yticks m-f
iIe(e
x2.
-2.
m )andt h
cf un
ctinm-f
o iIe(o
bLex2.m
).
k5 gtext({'Chapter 2 : Examp1e 1 '，
'pretty graphical display'}) 盟主..z.m
者 the above gtext describes a string array
も string array i s defined using curly braces 者 Chapter 2: Optimization with MATLAB
set(k5， 'FontName'，'Times'， 'FontSize'，12， 者 Dr. P.Venkataraman
，Fontweight'， 'bo1d') 者 Examp1e 2.2 Sec.2.3.1
者
(at the end)
c1ear C C1 C2 C3 C4 h h1 h2 h3 h4 k1 k2 k3 k4 k5
壱 get rid of variab1es from the workspace 間1
1
ωIA
bc l
o
dCo
nl凹 g
d
ef
au
llc
Glc
r
Runtheprog
rar
ntosec曲ef i
gur
einF i
g山 宮 2
.2
.Oncet heplo
tiscustomIzedtoyour
sa
tis
fac
tio
n，youcanmakei
t白巴 sta
ndardforoth
erplot
syouwillpr吋 U四 inMA 礼As.
Th
isfil
ecouldal
sobeatempl
ateforgene
ralcontourpl
ott
ing
.N ot
e白a ta lf
1 unct
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in
forma
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ughfunct
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I e
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il
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2
.3 ADDITIONALEXAMPLES

明岨固岡田、，
Thef01
l0wingadd
itio
nalex 創npleswi
lls erv
etoiI
lus回 tebo
白o ptim
izat
ionproble
ms鎚
wel
lasaddit
ion
algmphicalfcat
u r
esofM ATLA白血atwillbeus
efulind巴v
elopin
ggrap
hica
l
sol
uti
onstoopt
imizat
ionp rob
lems.明 lCgrョphi
calrouti
nesi
nMATLABa repower
ful叩 d
回SYtouse.Theyc ng
a rョp
， hica
llyd i
splaytheproble
ms副 総v em1waysw i白verysimp
lc
∞mm阻 d s.Theusefu
ld is
playis，however，detcn
ninedby血eu se
r.Thefir
stexamp
lein
th
issect
ion，Example2 .2，isap ro
bl eminu ncon
s回i nedopt泊前回t i
on.明記 s eco
nd
cxampl
eisastru
ctum1enginee
ringprob lcmofrea
sonabl
ccompl
cxity
.百l C白 凶 ex
ar即Ic
demons回 飽sopti
mizat
ionint h
ca re
ao fheatIa
rnsf
crdcsi
gn.

2
.3.
1 Example2
.2
-
0.5 O 0.
5
Th
iscxamp
lciI
Ius位置tss
e cvc
raldi
ffc
rentwaysofg
mphic
aUydisp
layin
gafu
nct
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f Xv
J
alu
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twov
ari
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es.Thep r
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Ius
lra
teg
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alopt
imi
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fere
nce3
.
Thes
ing
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.3F
il
le
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ursw
it
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ba.
rEx
amp
le2
.2
.
58 T
GRAPHICALOPTIMIZAlON 2
.3 AOOmONALEXAMPLES 59
2DCon随 町
w
ithGr
ndi
.nlV，酎:10悶
82-gJ

.
-05 o 0
.5
Xv a
lue
s !V剖u
X
: es -
1
1 X1v
alu
es
円g
ure2
.4 C
ont
ourw
lt
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adl
entv
ec
to
rs
:Exa
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e2.
2. F
lgu
re2
.5 3Dc
onl
ourw
ih∞l
l or
barE
. x
創 叩l
e2
.2
.

graphicalsolutionusingMATLAB (twodesignvariables)
告
f1 obj_ex2(X1，
X2); the objective function is
者
もUnconstrained function illustrating global minimum 1
臨
書y't
. evaluated over the entire mesh
告
も Example will introduce 3D plots，3D contours，filled 者 filled contour with default colormap
も 2D contours with gradient information 者 helpgraph3d gives you the choices for colormap
者・ーーーー・・・・・・ーーー・ー・ーーーーーーーーーー------・ーーーーーーーーー------ーー-- [C1，han11 contourf(x1，x2，f1，
x1=・1:0.01:1; the semi-colon at the end prevents
も [0 0.1 0.6 0.8 1.0 1.2 1.5 1.8 2.0 2.4 2.6 2.8 3.01);
" the echo
x2=-1:0.01:1i 巷 these are also the side constraints 者 specific contour levels indicated above
者 x1 andx2 are vectors fil1edwith numbers starting clabel(Cl，hanl);
苦 at -1 and ending at 1.0 withvalues at intervals of colorbar 告 il1ustrates the default color scale
者 0.01 set(gca，'xtick'，[ -
1 -0.5 0.0 0.5 1.01) も custom ticks
set(gca，'ytick'，[・1 -0.5 0.0 0.5 1.01) 者 custom ticks
[Xl x21 = meshgrid(x1，x2); grid
者 generates matrices X1 and X2 corresponding xlabel(' X_1 values'，'FontName'，'times'，
者 vectors x1 and x2 'FontSize'，12);
者 reminder MAT工~ is case sensitive % label for x-axes
ylabel(' x 2 values'，'FontName'，'times'，
60 GRAPHICALOPTIMIZATION 2
.3 ADOmONALEXAMPlES 6
1

CO
!U
'SCMeshP
101 C
oa。S
問 ur
fa
ceP
lo
t
ω
lor
map・目。1 ∞lon
nn
p-j
cVd
ef
nu
lt

4
4

3
.5 3
.5
3
3
2
.5
2
.6
2 2
2
1
.5
.
15
1
.5

0
.
5
a
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w
u
，
・

0
u
白

0
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5
0
.6
。 。 0
.
5
心5
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v
x
X va
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s -
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1

民
-
1 -
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a
X va
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HM
2 Xv a
lu凶 2
1

F
lgu
re2
.6 3Dm
eshp
lo
twl
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ol
or
ba
r:E
xam
pl自2
.2
. F
lgu
re2
.7 3Ds
u巾 ω
plo
twi
thd
efa
ultc
olo
rb:
arE
xam
ple2
.2
.

clabel(C2， han2)
，
FontSize'，
12);
[GX，GY] gradient(f2，0.2);
title({'Filled Labelled Contour'，
'...
default color map'}，'FontName'，ヒ
，imes'，
'FontSize'，
10) % generation of gradient information see help gradient
hold on 者 mulヒiple ploヒs on the same figure
quiver(Y1， Y2，GX，GY);
者 a new figure is used to draw the
者 d raws the gradient vectors at grid points
も basic contour plot superimposed with gradient
も see help q uiver
告 information
告 also information is generatedon a coarser mesh to hold off
者 keep the figure tidy. grid is removed for clarity set(gca， 'xtick'，[-1 -0.5 0.0 0.5 1.0])
set(gca， 'ytick'，[-1 -0.5 0.0 0.5 1.0])
figure 告 a new figure window is drawn xlabel(' x_1 values'， 'FontName'，'times'，
y1 -1:0.1:1.0;
，FontSize'，12);
ylabel(' x 2 values'， 'FontName'，'
ヒ imes'，
y2 ー1 :0.1:1;
'FontSize'，12);
[Y1，Y2] meshgrid(y1，y2);
f2 obj_ex2(Yl， Y2); title({'2D Contour'， 'with Gradient Vectors'}，
[C2，han2] contour(y1，y2，f2，
，FontName'，'times'，'FontSize'，10)
[
0 0.5 0.75 1.0 1.5 1.75 2.0 2.5 3.0]);
6
2 G
RAP
HIC
ALO
PTI
MIZ
ATlON 2
.
3AO
Orr
tON
ALE
XAM
PLE
S 63

も A final example of contour information is a 3D ，FontSize'，12);

% contour plot -or a stacked contour plot ylabel(' x_2 values'，'FontName'，'times'，
figure ，FontSize'，12);
colormap(spring) set(gca，'xtick'，[-1 -0.5 0.0 0.5 l.0])
contour3(x1，x2，f1， set(gca，'ytick'，1-1 -0，5・0.0 0.5 l.0])
[
0 0.3 0.6 0.8 1.0 1.5 1.8 2.0 2.4 2.6 2.8 3.0]); title({'Coarse Surface Plot'‘
，colormap -jet/
set(gca，'xtick'，[-1 ・ 0.5 0.0 0.5 1.0]) default'}，'FontName'，'times'，'FontSize'，
10)
set(gca，'ytick'，[-1 -0.5 0.0 0.5 l.0 ])
grid
も change colormap and set colorbar
者 changing color for display is easy by selecting Q祉 s謡.m
者 among some colormaps providedby MATLAB
function retval obj_ex1(X1，
X2)
colorbar
も Optimizationwith MATLAB
xlabel(' x 1 values'，'FontName'，'times'，
者 Dr. P.Venkataraman
，FontSize'，12);
者 Chapter2 . Example 2.2
ylabel(' x 2 values'，'FontName'，'times'， ...
者
，FontSize'，12);
も f(x1，x2) ョ a*xl""
2 + b*x2^2 ・c合 cos(aa*x1)ー
tiヒle({'Stacked (3D) Contour'， :colormap -spring'}，
も d*cos(bb*x2)...
，FontName'，'times'，'FontSize'， 10)
も+c+ d
grid a"'1 ; b 2・ c 0.3; d " ' 0.4; aa
苦ヒ he next two figures w
i.l
l display 3D plots 3.0*pi; bb 4.0*pi;
者 ヒ he first is a meshplot of the function 者 notematrix operations need a dot operator
者 oncemore coarse data is used for clarity retval a*X1.*X1 + b*X2.*X2 -c*cos(aa*X1) ー
figure d*cos(bb*X2) + c + d;
colormap(cool) 苦 anothercolormap
Theb
rie
fcommentsi
nth
eco
des
hou
ldp
rov
idea
nex
pla
nat
iono
fwh
aty
ous
eeo
n
mesh(y1，y2，f2) 者 using information generated earlier
巳f
由 i
gu
re
.Fi
gur
esc
anbef
urt
herc
ust
orn
ize
dass
ecni
n血ep
rev
iou
sse
cti
on.Froma
n
set(gca，'xtick'，[-1 -0.5 0.0 0.5 l.0])
set(gca，'ytick'，[-1 ・0.5 0.0 0.5 1.0]) op
tir
nizat
ionperspe
ctive，F
igure2.4p rovidesthcbestinf o
nnationabou
tt hcnatu
reo f
colorbar th
eproblem.The2Dc ont
ourcurvesi den
tifythene ighborhoodofthe10伺 lrnin
imum .
xlabel(' x 1 values'，'FontName'，'times'， 百legradi
entvectorsind
icatc山巴 directio
no f出ef unct
ionss te
epes
trisea1出巴 poin，t
，FontSize'，12); so戸 松sa ndv al
lcyscanb cdistingui
shcd.Thec o ntou悶 thern
selve
sc anb ecolo
re d
ylabel(' x_2 values'，'FontName'，'times'，... wit
houtbeingfil
lcd
.
，FontSize'，12); Thcq u
iverp l
p1showni nF igure2. 4alsop ro
v i
d e
sam echan i
sm1 0indic
ate白e
title({'Coarse Mesh Plot'，'colormap -cool'}， fe
asi
bler e
g i
onwhend ealingwi thi neq
ualityco n
straint
ss incct h
eyi ndic
atc出e
，FontName'，'times'，'FontSize'，10) di
rec
tioninwhi c
h由巳 c o
nstrai
ntf uncti
onwi Ii
I n
cr，伺se
.I fsever
alfunctio
nsa r
ebcin g
合司wn ，白ent hccIut
terprodu田 db y白ea rrowsmaydぜf use白ec Iar
it
y.Th eu s
eri s
grid enc
ouragcd10usethe.pow
erfulgraphicalfeatu
resofMATLABt ohisbene
fitatal
lt i
me s
者 ヒhe final plot in this series wit
houtlosin
gs igh
to f出eo bje
ctiveo fhisc f
for
t.MATLABg ra
phicshasmanym or e
者surfaceplot with default colormap fe
atu
resthanwillbec over
e din出i sc h
aptc
r.Thee x p
os 山冠 inth
ischaptershouldb c
figure su
ffi
ci
entfor血E隠晶d e
rωconfiden
t lyexplor
emanyo therusefu
lg r
aphω ∞m
i mands.
colormap(jeヒ} Thc3Dmesha n
ds ur
faceplo
tsh avel i
mitedusefulne
ss.Th eseplo
tsc anbeuscdt o
surf(y1，y2，f2) 告 usingold information re
info
rcesomeo fthefea
turesfoundi nFigure2.4
.Thei nfonnat
ionintheseplot
smay
colorbar beimprovedbych o
osingac ameraangle白紙 emph ぉlZCS釦me aspe
ctoftheg r
aphi回 I
xlabel(' x 1 values'，'FontName'，'times'，
. de
scr
ipti
on.Thise x
plora
tionisle
ftt o出C陀 a derasa nexerc
ise.Usinghelpv ie
wint he
MATLABCommandwindows hou
l dgety oustart
cdi n出isd i陀cti
on.
64 GRAPHICALO
PTI
MIZ
ATI
ON 2
.3A
DDI
TIO
NALEXAMPLES 65

2
.3.
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m
easuredatove
r350m ilesperhour
.Th esehig
hs pe
cdsapp 伺 rt
ob ethenormr a
ther Cd(合唱 coe
ffic
ientofcy
lin
der):1.0
曲叩佃 u nusualcven.
t Wp(fl
agwindloadat8m):5000N
Vw(windsp
eed):350mph( 156.6m
4 ls
)
DeslgnProblem: Minimizethemasso fas tand
ardIO-m tubu
larfla
gpol
ct o
wit
hsta
ndwindgust
sof350m il
esperho
ur.Thef lag
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ral Thegeome
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s
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5for白cs t
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es h
ouldno
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le mi
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ure2.
8. L
p
:thelocationofflagwindload(
8m)
L:len
g白o f
thepol
巴(10m)
Ol
I
l:
lperm
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MathematicalModel: The mathem
atical modcl isd ev
elope
di nd etai
lf or
comp
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ear c
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e
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elation
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ert
ia=π* (d~ -dt)/
64
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=(d~ +dodi+dr)/6

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ewind l
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i
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g
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h (F
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 品
、
f

66 G
RAP
HIC
ALO
PTI
MIZ
ATI
ON 2
.3A
ODI
TIO
NALE
XAM
PLE
S 67

Th
ebe
ndi
ngmomentduet
oth
ewindl
oadont
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s Tod
isc
our
ages
olu
tio
nswheredo<d
，j wew
illi
ncl
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eom
etr
icc
ons
tra
int
:

M~= W
F-""n
""
P'L_
D
AJ ，
84(X1X2
) 。
d，ー叫ミ 0.001 2.
( 14
)

Bending(
non
nal
)st
res
satt
heb
aseo
f白 ep
olei
s
S
ideC
ons
tra
int
s:・百l
i
sde
fin
est
hed
esi
gnr
egi
onf
ort
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ear
ch.
σ
'b
cd=
n 0
. l
5ホ (Mw+MF)場 di

Nonnals
位es
sduet
oth
ewe
igh
tis 2cmSdoS1
00cm; 2cmSdiS100cm (
2.1
5)

σ
wei
ght='
Y事 g地 L
MATLABC ode:The m -filesf ort his example a reg ivenb elow. An i mp
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tant
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e th
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numericalt e
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ated
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ureofMATLABi su sedton arrowdownt hes olut
ion.

Th
ese
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and
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1agpole 皐
芯2.
:.J
...
.且ー(the main script file)
1
8 も Chapter 2: Optimizaヒion with MATLAB
も Dr. P.Venkataraman
g2(X ，，~): τgτ:aIJIFS (
2.1
2) も Example 2.3 Sec.2.3
者
百lethi
rdpr
act
ica
1co
ost
raio
tisbase
d00thedef
1e
cti
ooo
fth
eto
pof血ep
ole
.τ'
his も graphicalsolutionu6ingMATLAB (twodesignvariables)
d巴f
lec
tio
oduetoaun
ifonnwindl
oadont
hepo
l ei
s 苦 Optimal design of a Flag Pole for high winds
告 Ref. 2.4
w=Fo
o 0
1
<
4
L/
(8場 E*乃 者ーー'・ーーー・岨ー・ーーーー----・ーー・ーーー・ーー・ー司司・・ーーーー-----ーーーーー・・"
も global statement is used to share same information
f
Thede1e
cti
ona
tth
eto
pduet
otef
h 1agwindl
oa tらi
da s % between various m-files
global ELAS SIGALL TAUALL GAM FS GRAV
global RHO CD FLAGW SPEED LP L DELT
=2ゆ WF'
OF ( 市3
"L _ WF L'
"L"
'Lp
)/(
E'"
乃 も-ー----------ーー・・・ーーーーーーーーー"・・ー-ーー・ーーー----ーーーーーーーーーーー"
も Initialize values
Thet
hir
dco
ost
rai
ott
ran
sla
test
o
ELAS 200e+09i も Modulus of elasticity -Pa
SIGALL = 250E+06i % allowab工e normal stress -Pa
C3(X1X2)
・ o
w+OFSO.u (
2.1
3) TAUALL =145e+06i 告 allowable shear stress - Pa
I l i 叩 肺 判 明 判 明 附 問 問 削7
l 岬 榊 糊 州 側 刷 叫 州 出 印 刷 山 品 川I
I
I剛山市酔 一 一 一 1
E

68 G
RAP
HICAlOPTIMIZATION 2
.3 ADDITIONALE
XAM
PLE
S 69

GAM= 7860; 者 densityof material ・ kg/m3 ylabel{'inside diameter'，'FontName'，'times'，

FS 2.5; % factor of safety ，FontSize'，12)
GRAV 9.81; 告 gravitational acceleration grid
者ーーーーーー・ーーーーーーーーーーー- 告 hold on
RHO l.225; 者 density of air ・ kg/m3
CD l.0 ; % drag coefficient figure も a new figure window
FLAGW 5000; 者 concentrated load on flag -N contour{x1，x2，ineq1，[glval，glval]，'r-');
SPEED 156.46; 老 町I
/S hold on
者ーーー"ー同情ー・ーーーーーーーーー- も draw another contour at 10者 the constraint boundary
LP 8; 者 location of drag load on flag -m contour{x1，x2，ineq1，[O.l*glval，O.l*glval]，'b-');
L 10; も lengthof pole set{gca，'xtick'，[0 0.2 0.4 0.6 0.8 l.O])
DELT 0.05; 者 allowable deflection - m set{gca，'ytick'，[0 0.2 0.4 0.6 0.8 l.O])
告ー-ーー・ーーーーーーーーーーーー- xlabel{'outside diameter'，'FontName'，'times'，'...
glval SIGALL/FS も right hand side values FontSize'，12);
g2val TAUALL/FS 告 for the constraints ylabel{'inside diameter'，'FontName'，'times'，'.
g3val DELT FontSize'，12);
g4val 0.001 hold off
者--喧・--ー・・ー・ーーーーーーー'ーーーーーーーーー司ー・ーーーーーーーーーーー-ーーーーー----- grid
x工田 0.02:0.01:1; 者 the semi-colon at the end prevents
告 t he echo も the following code maybe usefu1 for the consolidated
x2=0.025:0.01:1; 告 these are also the side consヒraints 者 figure. Not used here __ uncomment below
t x1 and x2 are vectors filled with numbers 者 [C2，han2] contour{x1， x2， ineq1，[glval，glval]，'r-');
も note a way to avoid x1 x2 者 clabel{C2， han2);
[X1 X2] meshgrid{x1，x2); 者 set{h2， 'Linewidth'，1)
宅 generates matrices X1 and X2 corresponding to 苦 k2 gtext('gl');
も vectors x1 and x2 者 set{k2，'FontName'，'Times'，'FontWeight'，'bold'，.
者 FontSize'， 14，
奄， Color'，，red')
f1 obj_ex3(X1， X2);
者 the objective function is evaluated over the entire figure
者 mesh contour(x1， x2，ineq2，[g2val，g2val]，'r-');
hold on
者 Constraints are evaluated contour(x1， x2，ineq2，[0.1*g2val，0.1*g2val]，，b-');
ineq1 ineq1_ex3{X1， X2); set{gca， 'xtick'，[O 0.2 0.4 0.6 0.8 l.0))
ineq2 ineq2_ex3(X1， X2); set{gca， 'ytick'，[0 0.2 0.4 0.6 0.8 l.0))
ineq3 ineq3_ex3{X1，X2); xlabel{'outside diameter'， 'FontName'，'times'，
ineq4 ineq4_ex3(X1，X2); ，FontSize'， 12);
ylabel{'inside diameter'， 'FontName'，
[C1，han1] contour{xl，x2，f1，[0，10000，50000， 'times'， 'FontSize'， 12);
100000， 150000， 200000，250000，300000]，'g-'); hold off
clabel(C1，han1); grid
set(gca，'xtick'，[0 0.2 0.4 0.6 0.8 l.O])
set(gca，'ytick'，[0 0.2 0.4 0.6 0.8 1.0)) 者[
C3，
han3] contour(x1，
x2，ineq2，[g2val，
g2val]，'r--');
xlabel('outside diameter'，'FontName'，'times'， 者clabel{C3，
han3);
，FontSize'，12); もset(h3，'LineWidth'，
1)
70 G
RAP
HIC
ALO
PTI
MIZ
ATI
ON 2
.3A
OOI
TIO
NALE
XAM
PLE
S 7
1

者k3 gtext('g2');
者seヒ(k3，'FontName'，'Times'，'FontWeight'，'bold'， も the equality and in~quality constraints are
， FontSize'，
も 14，'Color'，'red') も not written with 0 on the right hand side.
もIf you do write them that way you would have t 。
figure 者 0，
include [ 0
] in the contour commands
contour(x1，X2，ineq3，[g3val，g3val]，'r-');
hold on 1neal ex3
.
.
..m (the first constraint)
.
contour(xl，x2，ineq3，[0.1*g3val，0.1*g3val]，'b-'); function retval ineq1_ex3(Xl，X2)
set(gca，'xtick'，[
set(gca，'ytick'，[
0 0.2 0.4 0.6 0.8 1.0])
0 0.2 0.4 0.6 0.8 1.0])
xlabel('outside diameter'，'FontName'，'times'，
，
者 global statement is used to share same information
between various m-files
global ELAS SIGALL TAUALL GAM FS GRAV
，FontSize'，12); global RHO CD FLAGW SPEED LP L DELT
ylabel('inside diameter'，'FontName'，'times'，
，FontSize'，12); AREA 0.25* pi*(X1.^2 - X2.^2)i 者 matrix
hold off INERTIA = pi*(X1.^4 ・ X2.^4)!64i 者 matrix
~rid FD 0.5*RHO*SPEED*SPEED*CD*X1i
MW 0.25*FD*L*L.*X1.!INER T1Ai
者 [C4，han4] m contour(x1，x2，ineq3，[g3val，g3val]，'b-'); MF 0.5*FLAGW * LP*Xl.!INERT1Ai
者 clabel(C4，han4);
者 set(h4，'LineWidth'，1) SIGW GAM合 GRAV*Li
告 k4 = gtext('g3')i
も set(k4，'FontName'，'Times'，'FontWeight'，'bold'， retval MW + MF + SIGWi者 SIGW is added to al1 matrix
も， FontSize'，14，'Color'，'blue') % elements

figure 1nea2 ex3.m (the second constraint)

contour(x1，x2，ineq4，[g4val，g4val]，'r-')i function retval ineq2_ex3(X1，X2)
hold on 者 global statement is used to share same information
contour(x1，x2，ineq4，[0.001*g4val，0.001*g4val]，'b-')i 者 betweenvarious m-files
set(gca，'xtick'，[0 0.2 0.4 0.6 0.8 1.0]) global ELA8 8IGALL TAUALL GAM FS GRAV
set(gca，'ytick'，[0 0.2 0.4 0.6 0.8 1.0]) global RHO CD FLAGW SPEED LP L DELT
xlabel('outside diameter'，'FontName'，'times'，
，FontSize'，12)i AREA 0.25* pi*(X1.^2 - X2.^2)i
ylabel('inside diameter'，'FontName'，'times'， INERTIA ~ pi*(X1.^4 - X2.^4)!64i
，FontSize'，12); FD 0.5*RHO*SPEED*SPEED*CD*X1;
hold off 8 FLAGW + (FD 合 L)i
grid o (X1.*X1 + X1.*X2 + X2.*X2)!6.0i
retval 8.*0./工NERTIA;
も [C5，han5] contour(xl，
x2，
ineq4，[g4val，
g4val]，
，
者 b--')i ineaヨ白1t:L.m (the third constraint)
も clabel(C5，
han5)i function retval ineq3_ex3(X1，X2)
も set(h5，'LineWidth'，1) 者 global statement is used to share same info幻nation
者 k5 gtext('g4')i 者 betweenvarious m-files
者 set(k5，'FontName'，'Times'，'FontWeight'，'bold'， global ELAS.S工GALLTAUALL GAM FS GRAV
者， FontSize'，14，'Color'，'blue') global RHO CD FLAGW SPEED LP L DELT
72 G
RAP
HIC
ALo
pnM
IZA
TIO
N 2
.3 AD
DlTI
ONA
LEX
AMP
LES 73

AREA 0.25* pi*(Xl.^2 - X2.^2);

INERTIA pi*(Xl.^4 ・ X2.^4)/64;
FD = 0.5*RHO*SPEED*SPEED*CD*Xl;
dw FD*L^4./(8*E 凶 S合 INERTIA);
df (2.0合 FLAGW*L^3 - FLAGW*L*L*LP)./(ELAS*工NERTIA);

retval dw + df;

in自 白4 ex3.m (the fourth constraint) ，~

function retval ineq4_ex3(Xl，X2)
retval Xl ・ X2;

Figure2.9di
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74 GRAPHICALOPT
lMIZATION 2
.3 ADDITIONALEXAMPLES 75

ava
ilab
leinMATLAB.百世sexamplea loi
s I
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tr官民sap rob
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mwheretheopti
mizat
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problemcanbea deq
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df romthe
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yands idecons位a
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s.Inothrwords，
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icalmode
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inum.

h
(b，
L):Af 0
.01 =
5m2 2.
( 17
)
DesignParameters: Foraluminum
Not
e:山isc o
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estheva
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atica
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=
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ns] modelbyident
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wid
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) 百 eeffi
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efincanbeest
abli
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m =(
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112
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佐at
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in
s. ，
b，
g( L): ηf~ 0
.95 2.
(18)
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佐ain
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otpri
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p Thef
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equ
ali
tyc
ons
tra
inti
s
Ac=2*W*[2+(
L !
b2)
2
]11
2 f
ina r
eaforhea
ttran
sfe
r
Ab=(N-l)*b*W gapar伺
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L):T
Jo~ 0
.94 2.
( 19
)
A=
t N*Ac+Ab to
talareafo
rheattr
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fer
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ons
tra
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住ai
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2.2
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( 16
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.03
76 G
RAP
HIC
ALO
PTI
MIZ
ATI
ON 2
.3A
DDI
TIO
NALE
XAM
PLE
S n
MATLABC ode:S im
ilarto由eprevi
ousexample.thehashm arksont h
einequ
alit
y eq1 eq1_ex4(X1，
X2); 苦 the equality constraint
cons佐ai
ntcanb ees
tab
lishe
dbyplo
ttin
gtwov a
I u
esoft h
econstr
aint
:theli
mitvalu
e
andav a
luehigh
er.Once出巴yhav巴beendeter
mined.the
nt h
econsoli
datedfi
gur
ecan [ineq1，ineq2] ine~ex4(X1 ， X2);
beesta
blish
ed.Th
巴c odeshownher
ewilldrawaIlth
ef u
ncti
onsinsepar
atewindo
ws. 者 inthe above note that the two inequalityconstraints
Fortheconsol
idate
dplotthi
sco
den ec
dstob eedit
ed.Iti
sl e
fttothestud
ent錨 m 者 are obtained simultaneously. Keep in mind
ex
ercls
e. も that each constraint is a matrix

盟主ムmThemains
cri
ptf
il
e 者 ready for the plots
[
C1，han1] contour(x1， x2，f1，[0.00001，0.00002， ...
もChapter 2: Optimization with MATLAB 0.00004，0.00006，0.00008，O.OOOl]， 'g・');
% Dr. P.Venkataraman clabel(Cl，han1);
% Example 2.4 Sec.2.3 set(gca，，xtick'，[0.001 0.0015 0.002 0.0025 0.003
者 0.0035 0.004 0.0045 0.005])
者 graphicalsolutionusingMATLAB (twodesignvariables) set(gca，'ytick'， [0.010 0.015 0.02 0.025 0.03 0.125]);
者 Minimumfin volume for efficient heat transfer xlabel('fin length'， 'FontName'，'times'，'FontSize'，12);
も material Aluminum yl油 el('finwidth'， 'FontName'，'times'，'FontSize'，12)
者ーーーーーー-----------・・・・・------ーーーーーー・ーーーーーーー--ーーーーーーーー grid
者 global statement is used to share same information % hold on
者 betweenvarious m-files
global N H K W AREA figure も open a new figure window
者・"・----ーーー司--ーーーーー-ーーーーーーーーーーーーーーーーーーー一一ーーー・・ーー回・ー--
・
配
! も p10tting the equality constraint
も 工nitializevalues contour(x1，x2，eq1，[h1val，h1val]， 'r-');
N 20 告 number of fins set(gca，'xtick'，[0.001 0.0015 0.002 0.0025 0.003
W 0.1 者 widthof fins 0.0035 0.004 0.0045 0.005])
日 50.0 者 convectioncoefficient W/m*m set(gca，'ytick'，[0.010 0.015 0..
02 0.025 0.03 0.125]);
K 177.0 者 thermal conductivity W/m-K
AREA 0.015 者 available fin foot print area xlabel('fin length'，'FontName'，'times'，'FontSize'，12);
者・・ーーーーーーーーーーーーーーーーーーーーーーーーーー・・ーーーーー-------ーーーーーー・ーーー・ ylabel('fin width'，'FontName'，'times'，'FontSize'，12)
者 right hand limits for the functions grid
h1val AREA;
glval 0.95; ，
I
'
t
' も plotting the first inequality constraint
g2val 0.94; figure
もーーーーーーーー---ーーーーーー・ー・ーー・・ー・・ーー・・四ーー・ーー・・ーーーーーー・・ー・『ーー- contour(x1，x2，ineq1，[0.968，0.968]，，r-，);
x1=0.001:0.0001:0.005; hold on
x2=0.01:0.001:0.03; も x1 and x2 are vectors filledwith contour(x1，x2，ineq1，[0.969，0.969]，'b-');
者 numbers set(gca，'xtick'，[0.001 0.0015 0.002 0.0025 0.003
[ X
1 X2] meshgrid(x1，x2); 0.0035 0.004 0.0045 0.005])
も g enerates matrices X1 and X2 corresponding to
も v ectors x1 and x2 set(gca，'ytick'，[0.010 0.015 0.02 0.025 0.03 0.125J);
xlabel('fin length'，'FontName'，'times'，'FontSize'，12);
f1 = obj_ex4(X1，X2);
ylabel('fin width'，， 陪
FontNar， ，'times'，，FontSize'，12)
も the objective function is evaluated over the entire hold off
者 mesh
grid
も Constraints are evaluated 者 plotting the second inequality constraint
78 G
AAP
HIC
ALO
PTI
MIZ
ATI
ON 2
.4 AoomONAlM
ATl
.ADG
AAP
HIC
S 7
9

figure
contour(x1，x2，ineq2，[g2val，g2val]，'r-');
1
m
hold on
contour(x1，x2，ineq2，[1.01*g2val，1.01*g2val]，'b-');
set(gca，'xtick'，[0.001 0.0015 0.002 0.0025 0.003
0.0035 0.004 0.0045 0.005])
set(gca，'ytick'，[0.010 0.015 0.02 0.025 0.03 0.125]); 0
.0
45
xlabel('fin length'，'FontName'，'times'，'FontSize'，12);
ylabel('fin width'，'FontName'，'times'，'FontSize'，12)
hold off
grid
量
産
1 l

i
O 悶

nb.Le組担割l
eob
jec
tiv
efu
nct
ion

function retval obj_ex4(X1，

X2) 0
.0
25
者 volume of the fin
global N H K W AREA
retval 0.5*N*W*X1.*X2

量qlJ雄.mThee
qua
lit
y∞ 田 佐 直i
nt
1
.
5 2 2
.5 3 3
.5 S
function retval eql_ex4(Xl， X2) f
inb
ase
(m) x
10-
3
も the equality constraint on area
global N H K W AREA 円g
ure
2.1
2 G
rap
hlc
als
ol
ul
io
n:E
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ple2
.4
.
retval (2.0合 N - 1)*W*Xl;

旭叫~ Theinequ~lity c
ons
tra
int
s 2
.4 ADDITIONALMATLABGRAPHICS

function [retl，ret2] ine~ex4(Xl ， X2) Thiss ectionprovidωab rie

fe xposuretoa dditionalf e
atur
eso fH andleGraphics，
者 returns both the inequality constraints inc
1ud in
gd evelop
m en tofaGUIi nM ATLAB.Th ec ov
erageisv erym ode
s ta n
di s
global N H K W AREA inc
1u dedh crefort hcs akeo fcomplctenessasweh aveaccomp lish
cdo urgoalo f
c 2*sqrt(2.0)*sqrt(日/K)*X2./sqrt( X l); grap
h ic
alo ptim
izatio n泊 山ep reviouss ect
ion s.T hiss ec
tionc a
nb ea voided，
retl (besseli(1，c
)../((0.5*c).*besseli(O，c))); postponed，o re mphas izedfort hepr o
jectsin也ec our
se，asi th asnoa ddi
tiona
l
Ae 2.0*W*sqrt((X2.*X2 + .25*Xl.*X1)); info
r mationf rg
o raphicalo p
timizat
ion.I tdoesc ontainreasonablcinfonn
ationin
Ab (N-1)*W*X1; E
undcrstandingMATLABg r
aphicsa n
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At N*A e + Ab; somct imeg et
tingfamiliarwith出ev ersionofMA TI.ABin
stal
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.
. areusuallys ign
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80 GRAPHICALO
PTI
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ATI
ON 2
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T¥A R
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sel
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s
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HLX1L uicontrol(Hfig_l，
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.
Gll
旦..
yl 'Style'， 'edit'，
'Units'， 'inches'，
も GUI for Plotting facility 'Position'，[ 0.7，0.8， 0.7，.]，
2
も Dど . P.VenkataramanApplied Optimization Using MATLAB 'BackgroundColor'， 'white'，
者 'String'，"，
%Ch.2 Sec. 2.4 'Callback'， 'xlmin str2num(get(HT XIL，
'
若
，String'， ))i')j ー

者 GUI is createdwithin a figure window

告ーーー------ーーーーーーーーーーーーーーーー-ーーーー司ーーーーーーー・・・・ーーーーーーーーーー HL_XIM uicontrol(Hfig_1，
Hfig_1 "
' figure; 者 Hfig_1 is the handle to the 'Style'，'text'，
も figurewindow 'Units'，'inches'，
'Position'，[1.5，0.8，0.6，.
2]，
set(Hfig_l，'Color'，[ 0.3，0.6，0.]， ...も set color
5 'String'，'incremenヒ')i
，NumberTitle'，'off'， 告 nowindow title
，Name'， 'Set Range for Design variables'， HTX1M uicontrol(Hfig_l，
'Units'，'inches'， 者 inchesused to layout 'Style'，'edit'，
%o ther controls 'Units'， 'inches'，
'Menubar'，'none'， 'Position'，[ 2.2，0.8，
0.7，.]，
2
'Position'，[4，4，4.4，1.5]); ，BackgroundColor'，'white'，
，String'，， ，
告Positionpropertyis [left，bottom，width，height] in 'Callback'， 'x1inc str2num(get(HT_X1M，
'
者 Units selected ，String'， ))j')j

Ht_1 uicontrol(Hfig_1， HL_X1U uicontrol(Hfig_1，

，Style'， ，text'， ，Style'，，text'，
'Units'， 'inches'， 'Units'，'inches'，
'position'，[ 0.1，1
.1，2.4，.2]， 'Position'，(3.0，0.8，0.5，.
2]，
'String'，'Number of Functions to Plo
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，
BackgroundColor'，'white'， 'Position'，[3.6，0.5，0.7，.]，
2
String'，
， ，， 'BackgroundColor'，'white'，
'
Callbac，
屯，
l 'x1max str2num(geヒ(HT_X1U，
， ，String'，'，
，String'，)); ，
); ， ，
Callbacl屯，'x2max str2num(get(HT_X2U，
'
，String'，)); ，
);
E
江，_X2L uicontrol(Hfig_l，
，Style'，，text'， Hlabel uicontrol(Hfig_1，
'Units'，'inches'， ，Style'， ，
text'，
'Position'，[0.1，0
.5，
0.5，.
2)， 'Units'，'inches'，
'string'，'x2(min)'); 'position'，[0.1，0.1，2.2，.
21，
'BackgroundColor'，'y'，
HT_X2L =uicontrol(Hfig_l， 'String'，'After enteringvalues please press
，Style'， ，
edit'， EX工T');
'units'，'inches'， Hpush uicontrol(Hfig_1， 'St
yle'，
'pu
sh'，
'Position'，[ 0
.7，0.5，0.7，.)，
2 'units'， 'inches'，
'BackgroundColor'，'white'， 'Position'，[ 2.5，0.1，0.7，.1，
2
，String'，，， ，BackgroundColor'， 'r
e d'，
'Callback'，'x2min str2num(get(HT_X2L，
' ，String'， 'EXIT'，
，String'，)); ，
); 'Callback'，'close');
uiwait
HL_X2M uicontrol(Hfi9_1，
，Style'，，text'， I
ntheabovecode出es tate
menl
SshouldbecωYt oin
terpretM
. ucho fth
ec odec叩 be
'Units'，'inches'， e
dit
凶 aft
erc op
ya ndp邸 t
eoper
ati
on.Thelastcommanduiwait i n
st
ruclSMATLAB
'Position'，[1.5，0.5，0.6，.
2)， t
oh o
ldoffexecut
ionunti
ltheuserclos
es出eGUIw i
n dow.Figu陀 214s
. howsthe
'String'，'increment'); ima
geoftheGUIぉ i ta
pp回rsinMATLAB.百letex
tb o
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it
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ues
fo
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s出e r
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llBackstri
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alu
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，Style'，'edit'， anum
ber.T he∞dehe 印 i
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c.Itdoesnotver
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teran u
mber.
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rif
icati
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ending血eC a
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lti
ple
'position'，[2.2，0.5，0.7，.)，
2 st
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'BackgroundColor'，'white'， Thesc
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sa sfoll
ows.
'String'，'，
'Callback'，'x2inc str2num(get(HT_X2M，
' 目盛m.m
，String'，));'); 者 Script file to gowithContourplotting
宅 Dr. P.Venkataraman，AppliedOptimizationUsingMATLAB
HL_X2U uicontrol(Hfig_1，
'Style'，'text'，
'，' '，
'Units inc
'Position'，[
h
3
e
.
s
0，0.5，0.5，.
2]，
-・・・・幽画圏直幽画趣醤岨血畠圃・・・・
亡コ
'string'，'x2(max)'); 圃 圃 E二コl1li圃 E二コ匝圃仁二コ
HT_X2U uicontrol(Hfig_1， 園圃仁二コ圃圃仁二コ固圃仁二コ
'Style'，'
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S 89

も Ch. 2，Sec 2.4 for Mp10t l:Np

も text1 ['The function which is being p10tヒedmust
も script M fi1e for 20 Contour P10tting of functions '¥nbe a MATLAB'
% invo1ved in optimization '¥nfunction M - Fi1e. Given a meshed matrix input'
者 A11 functions are expected to be avai1ab1e as '¥nit must return a Matrix'
者 MATLAB function m-fi1es '¥nP1ease se1ect function name in the dia10g box .
昔F unctionswil1bese1ectedthroughthe input se1ection and hit return¥n '1;
も box % this prints the text to the screen in the command
告Function input parameters wi11 be meshed matrices も windowand serves as a prompt
告 basedon the range of parameters avai1ab1e from GU工 者 the ¥n is a new 1ine command
も
も The Number of p10ts and range for the p10t fprintf(texヒ1
)
も are obtained from running the
告 user interface script GUI2_4 prior も using the uigetfi1e dia10g box
者 to the ca11 to P1ot20.m [fi1e，pathl uigetfi1e('c:¥*.m'，'Fi1es of type
者 MATLAB m-fi1e'，300，300);
も check if fi1e is string
GU
工2 4 も call the GUI
者 strip the .m extension from the fi1e so it can be
者 ca11edby the program
告 X工nfo，Ylnfo are introduced for introducing default if isstr(file)
者 values functname strrep(file， '.m'，");
Xinfo [xlmin x1max x1inc1; e1se
も the va1ues x1min，x1max，x1inc are avai1ab1e in fprintf('¥n¥n')
者 the Command workspace due to Ca11Back text2 ， [ You have chosen CANCEL or the fi1e was
'¥nnot accepヒab1e'
if isempty(Xinfo) '¥nThe program needs a Fi1e to Continue'
Xinfo [
-4 4 0.051 告 defau1t '¥nP1ease ca11 P1ot20 again and choose a fi1e OR '
end '¥npress the up-arrow button to scro11 through
fprintf('¥n') '¥nprevious commands ¥n¥n'
l
1
:
r ，Bye 1'];
•
2

Yinfo [x2min x2max x2inc1; error(text2);

11

if isempty(Yinfo) end
Yinfo ・4 4 0.051
end c1ear text1 text2; 告 c1ears the variab1es text1 .
fprintf('¥n') も and text2 for reuse
xvar Xinfo(1):Xinfo(3):xinfo(2); % xl vector c1ear Fun maxva1 minva1 strcon conva1ue oneva1ue
yvar Yinfo(1):Yinfo(3):Yinfo(2); % x2 vector 1abcont 1abcontU
[X1，X21= meshgrid(xvar， yvar); も matrixmesh
Fun feva1(functname， Xl，X2);
maxva1 max(max(Fun));
も set defau1t number of p10ts to 1 minva1 min(min(Fun));
if isempty(Np)
fprintf('Thecontourranges fromMIN: 昔12.3fMAX.
Np 1 ; も12.3f '，minva1，maxva1);
end fprintf('¥n');
c1王 ; 奄 c1ear figure
strcon input('DO you want to set contour va1ues ?
百
90 G
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[no]:'，'S'); labcont input(， 00youwant labelledcontours ? [...

strconU upper(strcon); no]:'， 's');
if strcmp(strconU， 'YES') Istrcmp(strco 凶， 'Y') labcontU upper(labcont);
fprintf(' Input a vector of contour levels ，); if strcmp(labcontU，'YES')Istrc 即 (labcontU，，
Y')
fprintf('¥n') [C，h) contour(xvar，yvar，Fun，ncon);
fprintf('between 者10.2f and 巷10.2f '，minval，maxval); clabel(C，h);
fprintf('¥n') else
convalue input( ' Inputcontourlevel asaVector : '); contour(xvar，yvar， ，
F山 lncon)
labcont input('Ooyouwant labelledcontours ? end
[no]:'，， s');
labcontU upper(labcont); end
if strcmp(labcontU，'YES')Istrcmp(labcontU， 'Y') end
[C，h] contour(xvar，yvar，Fun，convalue); if Np > 1
clabel(C，h); hold on;
else end
contour(xvar，yvar，Fun，convalue); Hf gcf;
end end

else figure(Hf)i
ncon input('Input number of contours [ 20] :'); grid
if isempty(ncon) hold off
ncon 20;
labcont input('Oo you want labelled contours ? Inthea bovetheplot
tingcommandsh avebeenusedbefo
re.ThenewMATLAB
[no]:'， ，s') commandsa r
eisempty ，clf，isstr， strrep，max，min，upper， strcmp ，an
d
labcontU upper(labcont); fprint.Uset h
eh e
lpcommand1 0lea
rnmoreaboutth
ese
.Runt hescri
ptfie叩 d
l
if strcmp(labcontU，'YES')Istrcmp(labcontU，'Y') unde
rstan
dt hes叫u en
ceo fact
ionsaswell俗 曲epromptsreg
ardin
gthec o
ntour
.In
[C，h] contour(xvar，yvar，Fun，ncon); 白isexamplethefun
ctio
ns白紙 c r
ealeth
eplotdon
otneedglo
balval
uesforca
lcul
atio
n
clabel(C，h); 釘 佃sfe
π'e
df rom白ecommandw orksp
ace.Inoth
erwordsthefu
ncti
ons白紙 a r
etobe
else pl
otte
dc a
nb ecalcu
late
din d
epen
dentl
y.
contour(xvar，yvar，Fun，ncon);
end
elseif ncon 1 REFERENCES
onevalue input( 'Input thesinglecontourlevel ');
labcont input( '00youwant labelledcontours ? 1
.MATLAB The Langooge ofT
ecl
lli
1 c
alC
omp
lui
ng:U
sil
l ，V
g MATLAB e
rsi
on5
，
[no]:'， ，s') Ma山Wo北s Ic
n.，19
98.
labcontU upper{labcont); 2
.MATLABTeLa
h nguageo
fTe
chn
ica
lCO
岬 u
lin
g:U
sin
gMATLABG
rap
his，
c V
ers
ion5
，
if strcmp(labcontU，'YES')Istrcmp(labcontU， 'Y') M
ath
Wor
ksInc
.，1
996.
[C，h] = contour(xvar，yvar，Fun，[onevalue，onevalue]); 3
.Bo hac hevsk，
y1.0.，10hn80n，M.E.，andSle
i n，M.L.，Ge
nera
lize
dS im
ulate
dAnnea
lin
g
clabel(C，h); f
orF u nci
LonOpti
mization，Tecl
mometriムVo
c .2
l 8，
No.3，1986
.
else 4
.Aro ra， J
.S.，ln
trodu
c l
ion10Oplil
llu
mD esign，McGraw-H ，
I
i NewYor k1
， 98
9.
contour(xvar，yvar，Fun，[onevalue，onevalue]); 5
.Be，
侃
附'
阜れ
rF
釘 .P.，andJ
ゐ0加s蜘ω，
目E .R，
.可J
r
end Yo r
泳k，1 99
2.
else 6
.Fo x， R.W. ，
andM cDonal ，
d A
.T.，ln
t r
oducl
i o
n10F l
uidMecha
nics，4由 e
d.，W
iley，
New
Yo rk ，199
2.
7
.Ar paci，V.S.，Con
ductiollHeatTral
lSf
er，Addis o
n-Wesle，
yReadig，
n MA ，
196
6.
92 GRAPHICALOPTIMIZATION

3
8
.Hansel
man，D.，a
ndLt
itl
et
ie
ld，
B.，Mas
ter
ingMat
lab5，ACompr
ehe
nsiveT
uto
ria
la n
d
Refe
ren
ce.泊 施 M
A'τ'
LABC ur
ricul
umSer
ie，P
s ren
tic
e-Ha
Jl，E
nglew
oodCl
iff
s.NY.
1
996
.
9
.Buil
din
gGUIsw i山MATLAB.o n
lin
eref
ere
ncei
npdffo
rma
t.Math
WorksInc
.
.1 9
98.

PROBLEMS

(Manyo ftheg r
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llpl
ot白巴 v
elo
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er-
spe
cif
ici
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ts. programmingi sano 出e rt ermt h
atisusedtod escr
ibes uchmodelsa nd白e irsol
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Al
Iowth
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lsinthi
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C町 va胞reo f血巴白n cti

onsi nt hemathematicalmodelhadas igni
fica
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tifying血es olution，eventhoughnoe ffo
rtwasmadet opointout白i sf ea
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Thereisanequ a
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so fproblemswhos 巴mathemati
calmodeli smade
upex c
Iusivelyoff unctionst h
ata r
eo nlyI
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鎚 modeledi n
Equ姐 o ns1.21-1.24.Thesameexamplewぉ m odifiedinEq ua
tion51.25-1.2850伽 t
agraphicalsolutionc ouldb edi5cu
sSed.Itisapp釘e nt合om血巴 g raph
ica1descri
ptio
n
inFi g
ure1 .6白a t出 町 巴 isnoc u
rvatureevidentin白ef igu
re.The sepr obl
emsa r
e
旬 m 巴dl inearprogramming ( LP)p roble
ms .Theya ren a
turalin出es ub
jecto f
operat
ionsr ese
arch，whichcoversav astvarie
tyofm odelsu sedforsevera
lk in
dso f
decisi
onm aking.Ex 創nple1 .3doesrepresentadecision-makingproble
m .Typica
lly，
LPc anbeac our
s ebyi tsel
f( orsev
eralcoursesfor伽 tm a
tter)
.As ig
nifica
ntportio
n
ofs uchac o町民 w ouldb etod evelopmathe m
atica1modelsfromd if
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ta re
aso f
appl
ications，ast h
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ricalt ec
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93
94 L
lNEARPROGRAMMING 3
.1 PR08LEMD
EFI
NIT
ION 95

techn
iquesusedinl in
earalgeb
ra.In出ischapt
er，onlyalimi
led，bu
tu s
efuldisc
ussion 出ec
onst
rai，
ta
n r
erequ
ire
dtobepos
iti
ve(>0)
.In山eprob
lemdefi
ne nE
di qua
tio
ns
isp問sent
ed.Fir
st，itisimporta
nttounders
tandLPp roble
ms，出巴 modelin
gi s
sues，and 3.
(1)-
(3.
4， t
) hecha
nges出atmustbecar
rie
do u
tin
clu
dec o
nve
rtin
gtheo
bje
cti
ve
the
irsoluti
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fere
ntfrommosto f出eo the
rp roble
msi nthi
sb ook. fun
ctionto脱 o ppositetype ，andt ra
nsformingtheconst
rain
15t o恥 e qual
ityt y
pe.
S配 ond，m佃 Yo f由巳 c urre
ntn um
erica
lt ech
niquesforNLPp robl
emso bt
aint h
eir Thev紅i ab
lesXJandX2， re
pres e
ntingthenumbero fComponentP la
c em
entM achines
sol
utionbyl inear
izingt hesolut
ionatthec ur
rentdesignpoint
.The selineari
zed ofmodelAa ndB，r esp
ectivel
y，c anbeexpectedtobesemiposi
tiveP-0)，白紙 is，eit
her
叫u at
ions回 nb esolve dby白emeth 吋 Softhi
sc h
apter
.百l e陀 a
d e
risdir田 t
edto却 y somema ch
ineswillbeo rderedo rnomachinesw i
llbeo rd
ered.Note白紙 t hedisαete
ofthebooksonLPf oramored eta
ile
dd e
scri
ptionofthemodelsandt h
et ec
hniques mωreo ftheprobl emisbeingi gnor
吋， as3.75m achinesofTypeAi snotsomething
asthep回s e
ntat
ioni n山i sbookissimp
lea ndbr
ief
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erences1-3areusefu
lfort h
is th
atwouldbeo rdered.Th eso l
utionwil
lb er oundedtoas u
itabl
ei nt
ege
r.τ1tereare
pu中o s
e. ext
ensivedisc
ussionsindisc問胞 a ndint
egerprogrammingl it
era側隠 tos ug
gest白紙
白ismayn o
lbe白eoptimumv alue.Thej us
tifi
cati
onf o
rr oundin
go ffis白紙 i tis
conv
enient10dos oatthi
sj unct
ure.
3
.1 PROBLEMDEFINITION Intheo bj
ectiv
ef u
nctionj(x)，出巴 c o
effic
ien1
5990a nd900a r
ec alle
dt hecost
co
e.伍cien
15.Eachc oef
fici
ent白紙 i sasso
ciatedwi白 ad esig
nv ar
iable陀:pre
sen15自己
Example1.3wi
llbeu s
edtod e
fineth
et e
rminol
ogya ss
ociat
edw i白LPproblem.百 l
e
inc
reas
e( de
c胞a s
e)inc os
tp erunitchangeintherelate
dv a
ria
ble.百les im
plestwayt o
modi
fiedvers
ioDofthep r
oblemisused10develo
p出ef ormatofth
eLPp r
oblemso
紅白lsform山 o切e c t
ivefunctiont o山er equ
iredformatistomultiplyal
lo ftheterms
由atwec anfoll
owthroughwith曲eg r
aphic
alsolu
tion.Them at
hema
ticalmodelh a
s
by-1.Therefor
e，出enewo bject
i v
ef u
nctionis
twod es
ignvaria
blesxJ・X2 t
halrepr
esent白enumbero fComponentP lacemen
t
Machinesofty
peAandB .res
pect
ive
ly.Theobjectiv
eis10maximizethenumbero f
t M
ini
mize j
(x)
:-990XJ- 900X2- 5250 (
3.5
)
boar
dstobemanufact
ured.Const
rain
tglr e
pr民 間ts白ea cqu
isiti
ondo]a
J r
sa v
aila
ble
.
InE quati
on( 3.
5)， 山 cons
t an
tt ermont her ig
ht(-5250)c a
nb ea bs
oぬe din t
ot h
e
Con
strai
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esen1
5白ef loorspac
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strain.
tC o
nstrai
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aila
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handsidebydefini
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se r
ved出a tincre
asingthev a
lueso ft h
e
varia
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emoren egat
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v whichisgooda swea retry i
ngto
Maximize j
(x:990XI+900X2+5250
) (
3.1
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ularcostcoe
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en
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asingtheamounto fthecorrespondingvaria
blewouldl e
adtoa nincreaseo fth
e
S
ubj
ectt
o: g
l(x
) 4XI+0
:0. .6X2S8
.5 (
3.2
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objec
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o whichisn o
ld esi
rableif白 efunc
tionneedstobem in
i mized.T h
is
ideaisexpl
oitedin出 eSimplexmethodp res
entedlat
er
.
g2(X):3XJ- X2S25 (
3.3
)
The泊。q ual
ityc o
nst
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t shavet obet ransfor
medtoan叫 u al
ityco 田 町aint
.The
simples
twayωachievet h
isc hang巴istoin
回 d uceanaddi
tiona
ls e
mipositivevariab
le
g
)(x
):3XJ+6X2S70 (
3.4
)
foreachinequa1i
tyconst
raint
.T halwillcrea
te出E∞ 町 田p o n
dinge q
ualityc o
n s甘剖nt
inas tr
aightfo
rwardway.Consider出ef i
rs
tc ons凶 nt
:
x
J~O; X2~0

百l
epr
obl
em.d
efi
ne nE
di q
回ti
ons(
3.1
ー(
) 3
.4)i
san
atu
ralr
epr
ese
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tio
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J(x
) 4xJ+0
:0. .6~ S8
.5 (
3.2
)
mathem
atica1modeli nengine
eringdesi
g nor血 yo therdis
cipl
ine
.Bya llo
win
g
叫u a
lit
y( =)const
J泊015組 dgr田ter山ano req凶 1()c
注 o
nstr
ain1
5t h
ep r
oblemcoul
d sc
τ五i a
nbet
ran
sfo
rme
dto
accommodateanym a
themati
calmodel白 a
tischara
cteri
zedbylinea
rfunc
tion
s.Thi
s
ncanbec
r
a
e
l
p
r
t
e
h
o
s
u
e
n
g
ta
hi
li
ti
o
sno
te xp
陀s
o
s
n
e
s
di
i
dere
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dt
t
h
a
ei
nd
a
n
r
e
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d
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a
o
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i
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t
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o
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em
ro
a
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t
l
h
e
e
m
m
.
atica
lmodel
g
J(x
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:0. J+06~ +x
. 3 8
.5 = (
3.6
)

Thenewv aria
bleX3 isreferr
edt oast h巴s lac
kv ar
iabl
e.Th edefinit
ionisq uil
e
3
.11 S
. 旬 ndardFormat
}
露 appro
priat
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supt heslackoftheorig
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住ainttermswhenitisles
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由加 8 .
5.τ1teslackwi1
lbep os
itiveas出ef rr
sttwot erm
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lto
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ardform
atoftheLPproblemi
ncl
udeson
lyequa
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yc o
nst
rai
n15
.Itiss
ctup 8.
5( fo
rconst
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actio
n)fr om山eo ri
ginaldef
init
ioninEqua
tio n(3
.2.I
) nothe
r
as aminimiz
atio
np roble
m (somcaut
hor
sp rc
fer amaxim
izationprobl
em)
.l n words，i
tisthediffer
encebetwecn山 c o
nstr
aintlimi
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rsttwote r
mso f
ad
diti
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lo fth
evaria
ble
sin也emodel町 ee x
pecte
dt obesemip
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ive注
(0 )or thecons
trai.
ntIftbevaluesofXIa ndX2c a
us ethecon
stra
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5limitvalue
.
non
negativ
e[ 4
].F
ina
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econs位置i
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imi
15，出equa
ntit
yont herig
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andsi
deof 出e nX3wil
lb ezero.Thi
sist h
er easo
nitisdetinedtobesemip
osit
ive.Byd efini
tion
.
96 UNEARPROGRAMMING
3
.
1 PR08LEMDEANmON 97

t
her
efo
re，3i
X ssim
ila
rtoth
eorig
ina
Jvari
abl
esi
nth
eLPprob
lem.Tr
ansfo
rmi
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ereall=0.4.a12=0.
6.al3=1.Bec
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itin，a
o d
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'4(=0)and
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e
a
r
m
e
ain
ingco
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imi
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eco
mpl
etee
qua
tion
sinsta
nda
rdfor
mat
al
5(=0
).ar
einclud
edi
n山ee xp
res
sio
nforg(x
)witho
utchan
gingi
tsme
aning: ，
g(
x) ， ，
:alX +a
' 2+a
2x ' 3+a
3x ' 4+asx
4x s 8
.5 ，=
M
ini
miz
e j
(x)
:-990x 9
00X
2-5
25，
0- (
3.5
)
百l
eco
nst
rai
ntg
2()c
X a
nbes
imi
1ar
lye
xp隠 s
seda
s
S
ubj回 tt
o
: 8'
(X)
:0.4x，+0.
6X2+X
J=8.
5 (
3.
6)
g
2(X
)，
:z
Gx，
+auろ +a2
3x3+a2
4x4+匂s
Xs=2
5
8
2(X
):3X，-X2+X4=25 (
3.
7)
ec
Th o
e田c
ien
tsi
nth
eab
ovee
qua
tio
nca
nbe回 s
il
yes
tab
lis
hedb
yco
mpa
ris
onw
ith
8
3(
X):3x，+6X2+Xs=70 (
3.
8) Eq
uati on( 3.7)
.Le tt
in
g白erig
ht-h
ands
idevJu
a e
softhec
onst
rai
ntsbere
pre
sen
tedb
y
b"b2， ・・・ ， bm • 出e s
t血 血r
dfor
matinE
quat
ions(3
.5
)ー(3
.9)c佃 be位 叩s
lat
edt
o
，
x~ 0
; ~~0
; x3~ 0
; x4~ 0
; Xs~ 0 (
3.9
)
M
ini
miz
e j
(x)
:cT
x (
3.1
0)
Equ
ati
ons(
3.
5)ー(
3.
9)e
xp
rl蹴 t
heLPp
rob
lemi
nst
and
ardf
orm
at.Ani
nco
nsi
ste
ncy
canb eobservedw i由r es
p田 tto曲ef o
rmatoftheproblemsprevious
lyd e
finedinthe S
ubj即 日0
: g
(x)
:Ax=b (
3.1
1)
book
.Namely 8
，(")w asr eservedωdefi
nei n
equaJi
tycons位置in
tsw hi
leh(，)d
， ef
ined
珂u aJiy∞m釘a
t ints
.H ere，8(
X)isaJsobein
gu s
edforequaJi
ty∞n s住ain
ts.Thischange S
ide∞n柑 a
int
s:"~ 0 (
3.1
2)
i
sa cc o
nunodatedi n白isc ha
ptero n
ly.Insubseque
ntc ha
pterstheprio
rm eaningfor
thes ymbolsisr e
stor
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98 LINEAAPAOGRAMMING
3
.1 PAOBLEMOEFINJTION 99

NegatlveValuesofDesignV arlab
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102 L
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3
.1 PROBLEMDEFINITION 103

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r1 Fromt heor
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l
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In
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orag
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04 L
lNEARPROGRAMMING
3
.
1 PROBLEMDEFINITION 105

.I
f曲eaugme
ntedma 凶 x(A・加d出em
) a
trixofc
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fic
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ts(A
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l ー -

Rank01aM atri x:W hilether

ea reformaldefi
nition
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A=1 0
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33
品 目

ma凶x ，ausefulwayt odetermin

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o k鉱 山e deten
凶n 剖t.τ'
h erank o
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ma
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rs qu
ares ubm
atrixofA，t hatis，出e (
3.1
7)
l
arges
ts ubmatrixw i
thad etermi
nanto t
her白a nzero. 百l
ere
for
e，
Int h
ee xampl eabove， t
helarg
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x(sincem=2

Ill
一
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-
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clud
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a
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a
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a
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M
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so
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=(
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lNEARPROGRAMMING 3
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108 lNEAAPAOGAAMMING
L 3
.2 GAAPHICALSOLUTION 109

以 +by=c else cmult -1;

end
Sin
cex，ya r
eusedωsymbolsf orva
ria
bles，lr
x e
pres
entsth
elowerran
geonx， w
hile end
X2r
epr
ese
ntst
heu
ppe
rra
ngc
. Limit
ingI
ines/c
onst
rain
tscanbcdrawnbyse
ttin
geith
er
aorbt ozer
o.Color(r
ed)i
su scdt
od rawap 町'a
ll
elli
neat10%i n
crea
se/d
ecre
ascin 告 set up a factor for drawing the hash constraint
t
heorigin
alvalueofc(dep
endingonthed i
rect
ionoftheor
igi
nalin
equ
alit
y)inst
ead if (abs(c) >= 10)
ofhashmark
s.L im
itcon
stra
intsar
einm agentaandth巴obj
ect
ivefun
ctio
nisinblue cfac 0.025;
das
hedl in
e. ThenewMA 11.B c
A ommandh er
ei s出el inecommand. Youa re elseif (abs(c) > 5) & (abs(c) < 1
0)
enco
町a gedtos田 khe
lpont h
ecommand.Th ecod
e: cfac 0.05;
else
drawLine.m cfac 0.1;
者D rawinglinearconstraintsforLPprogrammingproblems end
者 Dr. P.Venkataraman
者 OptimizationUsing Matlab if (
c 0)
告 Chapter 3 ・ linear Programming cdum cmult*O.l;
も else
者 Lines are represented as: ax + by c (c >= 0 ) cdロm (
1 + cmult* cfac)*c;
者 x1，x2 indicate the range of x for the line end
者 typ indicates type of line being drawn 1 (<=)
も 9 (>=) 苦 if b 0 then determine end points of line x line
告 n (none) b-
if ( =0)
者 y1 (c -a*x1)/b;
苦 The function will draw line(s) in the figure window y1n (cdum -a* x1)/b;
者 the green solid line represents the actual value y2 (c - a* x2)/b;
% of the constraint y2n (cdum ・ a*x2)/b;
者 the red dashed line is 10 者 larger or smaller else
者 (in lieu of hash marks) 者 identify limit constrainヒs by magenta color
者 the limit constraints are identified inmagentacolor str1 ' m'
苦 the objective function is in blue dashed lines str2 'm';
者 y1 x1; 者 set y1 same length as input x1
function drawLine(x1，x2，a，
b， c，typ) y2 x2; も set y2 same length as input x2
告 recognize the types and set color x1 c/a; 苦 adjust x1 to actual value
if (typ 'n') x2 c/a; 苦 adjust x2 to actual value
str1 'b'; y1n "
'0 ; 者 set y 0 ;
str2 'b' y2n 0 ; 者 set y 0
cmult 1; end
else
str1 '
"' g' if (
a 0)
str2 '
" 'r'; str1 'm';告 set color for limit line
end str2 'm'; も set color for limit line
end;
者 values for drawing hash marks
者 drawaxis with solid black color
者 dependingon the direction of inequality
if (typ -= 'n') hh line([
x1，
x2]，[
0，0]);
if (typ == 'l')
cmult +1;
110 lN
L E
ARP
ROG
RAM
MIN
G 3
.
2GR
APH
ICA
LSO
LUT
ION 1
11

set(hh，'LineWidth'，
1，'Color'，'k'); 8
Or'

hv 1ine([ 0，0]，[xl，x2]);
set(hv，'Linewidth'，1，'Color'，'k
'); 5
60
者 start drawing the lines
line([xl x2]， [yl，
3
hl y2]);
綿』
if (
t乎p 'n')
set(hl，'LineWidth'，
2，'LineStyle'"
ーー'， 'Color'，strl);
else
set(hl，'LineWidth'，
1，'LineStyle'，
'・'
， 'Color'，strl);
end
if (b -= O)&{a -= 0)
text(x2，y2，num2str(c)); ~~
end
if( b ==0)I (a ==0)I(ヒ yp 'n') .
.-，・--
句 ー

grid
守 ..

・
.
ーー・
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・、 .
.
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return，end
句

grid;
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.
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-4
ー
一一一一一-
二 5
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0
0 5 1
0 15 2
0 2
5 3
0
set(h2，'LineWidth'，
0.S，'LineStyle'，
':'，'Color'，
str2); Nu
mbo
r01m
ach
lna
s01I
yp
eA
grid
hold on F
lgu
re3
.5G
rap
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als
Ol
ul
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o xam
ple3
.1
.

3
.2.
1 Example3
.1 3
.2.
2 C
har
act
erl
stl
cso
ftheSolutlon

Thep
rob
lemf
romp
age94i
sre
pro
duc
ed00田 moref
orc
oov
eoi
eoc
e. τbegωm
l etryevid巴n
tinthegraph
icalsol
utionofExample3.
1isusedtoexpl
ainsome
oftheco n
ceptsassoc
iate
dw ithLPa ndi lSnumeria
c1techn
ique
.F i
gure3.6is白E
gra
phicaJrcp問se
nlatio
nof曲巴 c on
stra
intsinvolve
dinExample3 .
1( sa
mea sFigu
re
Maximize j
{X) J+9
:990X 2+5250
00X (
3.1
) 3.
5w i
thouttheobjec
tivc釦n c
tio
n).Inorderto隠 l
at
e出egcometryωLPc oncepl
，t
S h
c
st
an也r dforr
natofLPisn 配 ωS釘y.Thes tanda
rdforr
nates
tabl
ishe
dbeforei
s
S
ubj
回 t
to: g
.(X
):0
.4.+0
x .62S8
x .5 (
3.2
)
M
ini
miz
e {X
j :-99O
) xJ-900x
2-5250 (
3.5
)
g
2(X
):3
x 2S2
J-X 5 (
3.3
)
S
ubj
ectt
o
: g
.(X
):0
.4.+0
x .6x )=
2+x 8
.5 (
3.6
)
めは):3
x 2S70
.+6x (
3.4
)
g
2(X
):3
x.-X 4=
2+X 25 (
3.7
)
;.
.~ 0
x ¥
i~ 0
g
3(X
):3
xI+6x s=
2+X 70 (
3.8
)
T
h巴g ra
phica
1soluti
ooisshowninFigure3.
5.Thesolu
tion，
rcadfromt
hcfi
gu飽 (yo
u
姐 Z∞m白e
C arcaofsol
utio
o)，i
sxj= 10，and
xi= 7
.Itis出ci n
ter
sec
tio
noftheac
tiv
e -
x.~O; x2~0; X3~0; X4~0; x5~0 (
3.9
)
c
onst
rain
ts(3.3)叩d( 3.4)
.百leactu
alv al
uesaex
r j= 1 48加 dx
0. i= 6.
42
.S in
cean
i
nter
ga1numbero fm achineshavet ob eord
ered，thesolu
tionisadjustedωa I
nFigure3.
6t h
econs
tra
int
sx.~ 0andX2~ 0ar
ea ddcdtothet
hre
efunc
tio
nal
ne
ighbor
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erva1u巴由 a
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ieslheco
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ain
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ons
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ine
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3.8
) a
.Theh.
'!
he
dare
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n，出a
tis，t
h巴des
ign
112 L
lNEARP伺OGRAMMING 3
.2 GRAPHICALSOLUTION 113

(
三)
=ポ
可
50

40
i
Thswouldy
iel
d10p
oin
tsf
oro
ure
x儲n
ple，
whichi
sshowni
nFi
gur
e3.
6.

30
BaslcVarlab
les:Thes e
tofvar
iablesi
nt hebasi
cs o
luti
ontha
th a
ven o
nzeroval
ues
ar
ecal
ledbasi
cvari
abl
es.Cor
respondingy，
l thesetofvar
iabl
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cs o
lut
ion
!
右
20 白紙 hav
et h
evalueofze
roarecal
ledn on
basi cvaria
ble
s.Fort h
epointPl，XJ血 dX2
ar
enonba
sicvari
abl
eswhieX3・
l ・
X4 andxsar泡 bas
icvaria
ble
s.
i
2
10

百 BasicF
eas
lbl
eSo
lut
lon
:Thi
sisab
asi
cso
lut
iont
hati
sal
sof
eas
ibl
e.τ'
hes
ear
e
出ep
oin
tsPl，
P2
， P3，
andP4i
nFi
gur
c3.
6 nLP，
.I thes
olu
tio
ntot
hep
rob
le，
mifi
tis
uni
que，mustbeab
asi
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asib
leso
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ion
.Thebas
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oncanasobec
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nsi
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oin
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ibl
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on.

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ef e
asibled巴signspace-白e
rcgi
ondefine
dby出巴 q uadrilat
eralcomprisingthepoi
ntsPI，P2， P3，andP4inFigure
3.
6.Thet e
rmc Ollv
exs e
tr epr
esent
sac olle
ctionofpoint
so rv ec
torshavin
gt he
-3
0
0 5 10 1
5 20 2
5
foll
owingpr
operty:Foran ylwop o
intsinthesct(orwi
thinarcgion)，i
fal
lofthepo
int
s
Numbor0
1Ma
chl
n0 1T
80 ypoA onthelin
cconnecting血巴t wopoint
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se
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ed r
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ad r
ila t
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lgu
re3
.6F
eas
ibl
ere
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n，E
xam
ple3
.1
. po
intsarePl， P2，P
3， andP 4
.FromF igu
re3 .6itisc
1earthelinewilIst
il
lbewi 白in
spaceinwhichal
lofthecons
trai
ntsaresa
tisf
ied
.Thecirc
lesexa
ggera
tet h
epoin
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er eg
ionestabl
ishedby臨 qua 合iJate
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.
int
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6.AIIofth
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roper
ty OptlmumS olut
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s afea
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on 出atm
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zesth
eo b
jec
tiv
e
concemingtheva
luesofthevar
iab
les.Notether
earef
ivedcsi
gnvaria
bles(n=5)and func
tion
-pointP4ーinFigu
re3.6
.InLP ，t
heoptimums
olu
tio
nmustbeabasi
c
thr
ecfunct
ionalc
ons
train
ts(m=3 ).F o
re瓦創n p
lc: fe
asi
bles
olu
tio
n.

P
I x1=
:( x
0，2= X)=
0， ，
5
8 4=
.x 25，
Xs=70) Bas
ls:τ'heb
asis陀 P隠 s
ent
s出cco
lumn
softh
eco
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icie
ntma
trixA白紙 coπespond
t
othebas
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abl
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rmthcb
asi
softh
em -d
imen
sionaIs
pac
e.Th eyare
P
2 x1=
:( ~=
0， 11
.67X)=
， x
.5，
1 4=3
6.7，
6 Xs=0) t
ermedt
hebas
isvector
s.
P
5 xJ=
:( 1
0. x
7，2=7
.0 X)=
5， x
0，4=0，
Xs=-4.4)
CanonlcalForm:τ' heb a
sisvec
tor宮 間duc吋 tounitve
ctorsthroug
hr ow/colu
mn
P
6 x1=
:( 0，
x2=1
4.7，
1 3=
x 0，
x4=3
9.7，
1 s=ー1
X 5.2
4)
op
erati
ons( orG aus
s -
Jordane I
imin
ation
). Th ebasicfeatu
reo f出en umerical
Thevaluesof出evaria
blesareobta
in e
das由eint
e路 氏ti
onofth
econs
tra
intstak
entwo te
chniqu
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rLP( Simplexmethod)isa隠 pet
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町 estart
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/

ba
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tion，anddeterm
ining出eb estneig
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/

atatime
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is，
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lytwoofthevar
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4

t
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number2c orr
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re
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mt henumbero fcons
traint
s.PointsP5a ndP6a r
einfe
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he
z語ガ/4124

var
iabl
esh a
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. fo
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ntif
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tio
n.Eachi ter
ati
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scribe
d
math
ematica
Ilyasfollows
.
Thestart
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train
ts創'corganize
das
哨巾

BaslcS ol
utlon:Ab asicsoluti
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inedbysett
ingcxa
ctlyn-mv ari
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s
hr
一YY

t
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ure3 .，a
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[
A]
II
附[丸田 1=[
b]附 (
3.2
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so
lut
ions.Thepoi
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ovea r
eallbas
icv a
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les
.I ngene
ral，frnd
o esig
n
va
ria
blesandmcons佐官in
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ulio
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ble
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114 lN
L E
AAPAOGAAMMING 3
.3N
UME
RIC
ALS
OLU
TIO
N-T
HES
IMP
LEXMETHOD 1
15

凹m糊[X]m +[
R]州 n
-m)
[X]
(s弔問)=[
b] po
intisno
tfeas
ibl
ewit
hre
spe
ctto出eco
nst
rai
nt82・Th
ere
for
e，t
her
eisnop
oin
t
白紙 isfe
asi
bl.Th
e e
rei
snoso
lut
iont
o山ep ro
ble
m .
These
tofm des
ignv a
ria
ble
sinth
ef i
rs
tterm副 官 t
hebas
icvar
iab
Jc.Th
s esc
tof(n-
I
nth
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oved
isc
uss
ion
. 出e t
wo-
var
iab
les
itu
ati
onsp
rov
ide
dano
bvi
ous
m)dc
signva
ria
bJesin出csccon
dtcrmare肱 nonbasicv
alu
cs.I
n出cS im
pJxmethod，
e
Ja
c s
sif
ica
tio
noft
hes
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tio
ns.I
npr
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.LPm
ode
lsa
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arg
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tho
verh
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th
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ari
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ans
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orsmayg i
veris
et omanyo ftheabove
s
itu
ati
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s eg enemtio
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tionisbasedonnumer
icaltcchni
qucsofline
ar
3.
2.3 Di
偽 陪ntSol凶 onTyp
関 a
lgebr
a
， whichisofte
ns e
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o山eq uali
tyofth
ematri
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ici
ents
.FiJt
eri
ng
o
uterra
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allyasign
ifi
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chofoptima
ls o
lut
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s.
Thcrea
回 atmostfourdi
ffer
entres
uJt
s白 atcanbee
xpcc
tedfo
rthesoJ
utiono
ftheLP
pro
bJem:(1)auniques
olut
ion，(2
)inf
init
eJymanyso
Jut
ios，
n (
3)unboundedsol
uti
on，
and(4
)t h
ep o
ssi
bil
ity山atther
eisnos o
Juti
on. 3
.3 NUMERICALSOLUTION-
THESIMPLEXMETHOD

Thes ta
ndardn u
m e
r i
c a
lp r
ocedureisbasedon山ea lgorithmduet oOantzig笛
(
1)Uniques olut
ion: 百l eexampleu sedf ordiscussi
onh asaUsi qu
es olu
tion mention
ede a
rli
er.Itisrefe町 叫 1
0as出eS im
p lexmeth o
d.Thep rocedu
reisr e
lated
(F
i割問 3 .5).百 leconditio
nn ecess紅 yf or血istoo ccuris山 鉱 山eo bje
ctive to白巴 s ol
utiono fas ystemo fI
inearequations.Th ea ctua
la ppli
catio
no f白巴
fun
ctiona ndthecons
traint
sh avedis s
imilarsJop
e ，andt
s hefea
sib
Jeregionis proce
durec anbea ssociatedwiththeGauss-Jordanmethodf romlinea
ra l
gebra
.
boundcdlJo
c sed
.G eo
metrically，th
isc a
nb evisua
llyexpJai
nedasthemovement wherethecoeff
ici巴ntrowsa retransfo
rmedt hroughe1ementarymulti
plicat
ionand
of山el in
er epr
escnt
ingt h
co bjec
tivefu n
ction，pぽ u
llc
J10itse
Jf，i
naf avo
rabJe add
itio
n.Mostmainframecomputcri nst
allati
onsu sua
llyc ar
rys of
twarethatwil
l
di
recti
on，unti
litremainsjustincontactwithoneo fthefea
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ecomers( bωic helpsolv
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op rov
i d
esp rocedures10so l
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ms
fea
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Jes oJuti
on)o fthef easi
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i o
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Jer eg
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enti
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sO ptimiz
ationT ooJb ox.Inthissccti
on，t heSimpl巴xmethodi sa pp
liedto
ui
stin
ctlyinF ig町宮 3.
6.A s imp
l巴巴瓦巴r ciscufi magin
ingd i
ffe印刷 obje
ctiv巳 simpl
ep ro
bl巳m昌 primaril
yt uundcrs
tunuthcpl'Ogrumminga ndge o
mctricfeat
ures
.
fun
ctionJine
ss hou
ldc onvincethevi e
w ertha
ts e
veraldif
fere
ntobje
ctive
s伺 n Thiswil
lb eusedwhenwed iscu
ssdire
cItechniquesf o
rn on
linearproble
ms.I nthe
bedefinedtoloca
tetheu ni
q uesol
utionatP1 ，P
2
， P3， orP4.This20geome 町 nextsecti
on，theSimplexmethodi si n
troducedi nd e
taiJwithe xp
lanati
ons.In
andconstru
ctioncanbeu sedtounderstandtheextensio
ntond im
ension
s.He 児 subseq
uentsections，MATLAB.o rspr
eadsheetpr ogra
m si
IkeExcelcana lsobeu sed
tei
h IneswilJbereprese
n t
edbyl y
Iperplanes. toimplementtheSimpJexm ethod.
(
2)ln
fin
ilesolu
tio
n:・ Inorde
rf o
r出i stooccur，出 eo
bject
ivefunct
ionmustb e
p
aral
leltooneo fth
ec on
s位置int
s.Forexample，inFigur
e3 6，
. le
tt h
eorigin
al 3
.3.
1 FeaturesoftheSlmplexMethod
prob
lember ed
efine
ds o白紙 theobj
ecti
vefuncti
onispar
all
eltothecon
strai
nt
h・Anyp oin
tont h
ec o
nst
rain
t，andlyin
gb e
t we
enthelin
es egm
entdcfinedby I
nth
issec
tion
.themachineseJe
ctio
nex創npJeint
roduce
dear
Jie
rissetupforap
plyin
g
出epoint
sp2a ndP4， i
sanoptima
lsolu
tiontothepr
o b
lem.Theywillyie
Jd出e t
heSimpl
exmc 白od.Itisins
truc
tivet
onotcthemethodisi
ter
ati
ve.Givenastar
tin
g
sa
rnevalueof白 州 問v e
. p
oiti
n
， twillmarchforwar
dt hr
oughimpr
ovingdesi
gnsun臥ithasf oun
dthesoh瓜on
o
rcann
otp ro
ceedfu
rthe
r.F o
rc om
plet
enesstheor
igin
alproble
misr e
writ
tenher
e:
(
3)Unboundeds ol
lll
io: I
n n出i scase，th
ef e
asibl
er eg
ionisnotb ounded.In
Figure3.6，i
fthecon
strai
ntsglandg2weren otpar
toftheprobJemformuJ
ation，
出e nt h
ef e
asib
Jer e
gionisnotboundont hetop
.R efe
rringt
oF igurc3.5
.出E Maximizc j
(X:9
) 90xl+9
0O2+5
x 250 (
3.1
)
obj民 ti
vefunctio
nc anbes hi
ftedωunl
ilTUtedhighe
rv a
lue
s.Inp r
actie，
c there
S
ubj
ectt
o: 8
1(X
):O. l+0 2:s
;8.
5 (
3.2
)
4

wi
l lbeanu pp
erboundon出 巴 rangeofth
ed esig
nv ar
iabJ
es(no
tp 訂t o
fstand紅d 4x .6X
5F

format)tha
twilJbeusedtocJose山isre
gion.inwhichc a
sesol
utionsoftype(1
)
i

:3
x 2:
I-X s
;25 3.
( 3
)
r

or( 2
)c anberecove
red.Th eprcs
enceofa nunboundeds o
lut
iona1sosuggcst
s g
2(X
)
-2﹂TIz--

伽 tt hef o
rmulat
iono f批 p roblemmayb el ac
kin
g.A dd
itio
nalm eanin
g f
ul
c
on st
rain
t(s)c叩 beaccommodatedt odef
i nethesoJ
utio
n. 8
3(X
):3xI+6
x ;7
2:
S 0 3.
( 4
)

(
4)Nosolu
lio
n:・Figu
re3.6isusedtoexpl
ain血ispos
sibi
Iit
y.C
onsi
der白 紙 白E x1~O; x2~0
﹁

d
ire
ctio
no fine
qual
ityi
n8 1ischan
gedtoth
co p
posit
et y
pe(注
).Thef
easib
lc
ι

r
egio
nw i出 r
cspec
ttoth
ec on
stmi
ntsgland8
3istotherig
hto
fXI J5.
0.T=
his Thep
rob
lemwasa
Jsot
ran
sfo
rme
d10t
hes
tan
dar
dfo
rma
tasf
oll
ows
.
116 L
lNE
ARPROGRAMMING
3
.3N
UME
RIC
ALS
OLU
TlO T
N- H
ESI
MPL
EXMETHOD 117
Ex
ample3.1
Withth
isinmind，
theS
imple
xmethodisa
ppl
iedt
othemachines
ele
cti
onp
rob
lem
.
Thcexamplew
illu
seandc
Jar
ifyt
heit
emsint
heab
oveI
is.
t
M
ini
miz
e J
(X:-
) O
99xI- 90
Ox2- 5250 (
3.5
)

S
ubj
ectt
o: g(
X)
:0，
.
4x
l+0
.6x2+x
3 8
.5 = (
3.6
)
3
.3.
2 AppllcatlonofSlmplexMethod

g
2(X
):3 ，
x -x2+X4=25 (
3.7
) SimplexTable3
var
iablenames
.1
.Thel
:I
as
nTable3.
trowi s出eo
1(SimplexTnble1)，出cf
bject
ivefun
ction.Spread
i
s
r
h
s
trowi
eetsar
n
ea
d
ic
ne
a
f
t
c
f
st
ici
e
h
n
e
t
n由巳 symbolfc
g
3(X
):3
xI+6x
2+X
s 70 = (
3.8
)
wayt op r
o田 sst
removedfrom出el
hei
a
s
nf
onnati
o
tcolumna
n.百 i
ndlas
tisb
trowt
ein
oa
gcmployed
ll
own u
m eri
c
，白e
a
lc a
1 cu
lati
ons(ぉs h
a
o
nb
wn)
.
e

x1き0
;x2~O; x
3注0
;x ; Xs注o
4さ 0 (
3.9
) Thelnstcol
uD1nis出巴 rig
ht品n nd
s i
d 巴valu
es.Theres
to fthccntr
ies紅白 theco
effic
ients
ofthecons住ain
te qu
ations
.
X3，X4，andXsar芭曲es l
ackvar
iabl
es. Th ecurr
entitcr
atio
niso v
erifthet a
bledis
play
st ec
h anonicalfonn.Inprac
tice白e
TheS implexmethodisu sedonthep ro
b lembein
ge xpress
edint h
es ta
ndard canon
icalfonnc omprisωspottingthemu n
itvcct
orsi nthetable，aswell箇 making
forma t
.Thefollo
winginformat
ionisus
eal
li norgan
izingthecal
cul
atio
na swel
la s suretheen凶e su n
dert ebcolumn，
h ex
ceptforther owsr e
presentin
g白eo bj
ective
陀co gnizi
ngthemotivat
ionf o
rs u
bseq
uentiter
ati
ons
.百1 eserefc
rtoap roblemfor fun
ction(
s)，arenonnegativeP-Q
).A glancea tSimple xTable3. 1indic
ates伽 t出E
whichau niq
ues o
luti
one x
ist
s.Wh il
em阻 yo ftheitemsb c
loww cr
ci n加 duce
d canon
icalfonnisp res
ent
.
ea
rlier，th
eyarerefe
rence
dh er
eforcom
plet
eness. Thcu ni
tv ec
torsin出ct a
blealsoidcnt
ifytho
semv ari
ablcs出a twillbelon
gtot he
b錨 i
s.Th os
ev ar
iableswil
lh avean onzeroval
uef or出isi ter
ation
.Ther em
aining，
• Thcnumbero
fva
ria
ble
sint
hcp
rob
le sn
mi .羽 山 i
ncl
ude
sth
esl
ackands
urp
lus
n-m， non
basicvaria
blesaresc
ttoz e
ro.Thissolu
tioni
sd ir
ectlyintcrp
rete
d合omTable
va
ria
ble
s. .1
3 .Thes olut
iontheref
oreis
sm(m<n
・ 百1
enumbcro
・ 百1
epr
obl
emi
fc
sa1
o
nst
ra
wayst
i
n
om
t
i
n
si
im
izet
h
)
eo
b
.
je
cti
vcf
unc
tio
nf
， x
z
x =0
.0， =0
.0，ろ=8
. x
5，4=25，Xs=70，叩df=-5250

• Thenumbero
fba
sicv
ari
abl
e sm (
si sam
eas出巴 numbero
fco
nst
rai
nts
). Hast heO ptima lSolutionBeenOb 飽i ned? Theo ptimnlsol u
tionr equir
esthatf
・Thenumberofnonbasicvariablcsisn-m. ber e
ducedぉ mucha spossi
ble.Fort h
ecurrentsolu
tion白巴 v alueo fXIi sO.From
・ Thes
eto
fun
itv
ect
orse
xpe
cte
di " e2， ・・・ ， em •
se Equatio
n( 3.
5)，i ，
fx wer einc
reasedfromzero，出ent h
eo b
jectivef u
n c
t ionfdecre
ases
• Thecolumno
fth
eri
ght
-ha
nds
ide(
b)i
spo
sit
ivea
ndg
rea
ter白 a
nore
qua
lto
fur
therinvalue.S i
milarreason
ingc n
nbeu sedforX2・Therefo
re ，thesolutioncanb e
ze
ro. fu
rtherinp
司roved.S ol
utionhnsnotc o
nverge
d .Thes ec
ond/nexti t
erat
i onwill問 q
uire
nssembl
inga nothertab
le，Table3.2
.
・Th
ta
b
ec
le
a
a
u
1c
u
.I
la
t
tw
i
i
l
on
sa
lb
r
eo
er
ef
r
e
r
g
r
a
e
n
dt
i
zedi
nat
o鎚 th
et
a
b
a
b
l
l
e，
ei
wh
i
nt
c
h
i
hi
sc
sb
oo
a
k
.
ll
edat
abl
eau，
orS
imp
lcx Theo nlywayf o ，
rx a nd/
orX2t ohaveap os
itivevalueisif自己yb 田 ameab a
sic
var
iabl
e.S incethenumbero fb n
sicvaria
blesispresc
ribedforth epro blem，someo f
・Onlytheva1uesofthcc 佃仔i
cie
ntsa
r官n
ece
ss町 yf
ort
hec
alc
ula
tio
ns.Thet
abl
e 出ec urr
entb nsicvariab
lesmustbecomen onba
sic.Fore achi tera
tion，出eS implex
中crefore contains only coefficicnt va
1us，t
e hem
atr
ix[
A]i
npr
evi
ous methoda1low sonlyo nepairofv a
riab
lcstoc ond
uct出i sbasis- no
n b
a sise xc
hange.
d
isc
uss
ion
s.These紅 巳 t
hec
oef
fic
ien
tsi
nth
eco
nst
rai
nte
qua
tio
ns. Eachiter
ationtakesplacethroughanewt ab
le.Toa ff
ecttheexch ang巴itisn ece
ssary
・ 百1
eob
jec
tiv
efu
nct
io s出e
ni las
tro
win出e
tab
le.百1
eco
ns住温i
ntc
oef
fic
ien
tsa
re
w
rit
ten自
民t.
T
abl
e3.
1Si
mpl
exT
abl
e3.
1
• Rowope
rati
onscon
sistofndd
ing(s
ubtr
act
ing
)ad e
fin
itemul
tipleoftep
h iv
ot
rowt
ooth
Errowsofth
e t
able
.Thepivo
trowid
ent
ifi
estherowinwhichth
eun
it X
I X X
J X
4 b
2 X~

。 。
vc
cto
r(i
na.cc
rta
incolumn)w
illha
vcthevalu
eof1.
• Rowo
白紙 y
per
ous
a
h
t
i
o
o
u
n
sa
l
r
en ee
d
dbEablet
cdt
oo
os
po
bt
a
tt
i
h
E
nt
un
h
ec
i
tv
a
n
e
o
c
n
t
o
i
r
c
alf
si
o
nt
n
n
h
.P
et
r
a
a
c
b
l
t
e
i
c
.
a
I
l
ft
l
yt
hi
hi
s回 plics
shappens，
0
3
.
4
-
0
.
1
6
。
。 。 。 2
8
.
5
5

the
nt
mustb
h
ec
eg
in
u
r
.
ren
ti te
rati
oni
scompl巴t
eandc o
nsi
derョt
ionsforthenextonc
司 9
9
3
0 -
9
6
∞ 。 。 。 5
2
7
8
0
0
118 L
lNEARPROGRAMMING 3
.3 NUMERICALSOLUTION-
THESIMPLEXMETHOD 119

todeterm
inewhichi
st h
evaria
ble白紙 w i
llent
erthebas
is(X
IorX2)，Ente
ringBasic SimplexTable3.2(Table3
.2)
:Thepivo
trowi
sob
tai
nedf
romo
rig
in叫row20f

。 。
Vari
a b
le(EBV).Alsotobeestab
lishe
diswhicho f白evari
abl
回 (X'X4'o
3 rx
s)will Ta
ble3 .Th
.1 efol
lowin
gis白巴 o
rig
ina
lrow
lea
ve恥 b as
is，Le
avingBas
icVariab
le(LBV).Interm
softhenu
mericalca
lcul
ati
ons，
25
3
inthenewtab
le，t
heuni
tvecto
ru n
dertheLBVcolumnwi l
Ibetran
sfe
rredtoth
eEBV
columnthrou
ghelem
entaryrow/columnop
era
tion
s. Thevalu
eofthef
ir
stel
ementi
nt enewrowwi
h 1
lbe1.Therowi
smo
dif
iedb
y

。
div
idi
ngthr
oug
hby3.Thenewsec
ondrowi
nTa
ble3.
2wil
lbe
Enteri
ng8 a
sicV ari
able
:TheEBVi schosenbyitsabi
lit
ytop r
ovideforthelar
gest 一0.3333 0.
3333 O 3333
8.
de
crl
団関i nt
h巴o b
ject
ivefun
cti
o ni
n也ec urren
titer
atio
nlt
able
.百 li
sisdetercnin
edby
I
nTable3.
2，血efir
ste
leme
ntofthefi
rs
trow(Tabl
e3.1
)mustbered
uce
dtoO.Th
is
th
elarg
estne
gativecoeぽi
cie
ntinth
erowa sso
ciat
edw i
ththeobjec
tivefunct
ion.From
i
salway
sachi
evedbya
ddi
ng/s
ubtrac
tingf
romth
erowbein
gmod
ifi
edanapp
rop
ria
te
Tabl
巴3.1，th
isvaluei
s-990andc o町 邸pondsto由ev ari
ablcXI・EBVi sX!.A ti
ec a
n
m
ult
ipleof
thepi
votro
w.Themod
ificat
ionto白efi
rs
trowis
bebrokcnar
bit
rarJy
i.
row1-[0.
4"(
piv
otrow2)
}toy
iel
d
Leaving8 asicV ari
a bl
e:TheLBVi sa lsoc ho senbyi tsa bilityω 泊l prov
e血e o 0
.73
331 - 0.
1333 0 5 .
166
7
o町田t i
ve.Th eLBVi so nlyd eterminedaftert heEBVh asb e enc hosen.官 邸 i s
Thet
hir
droww
illbeo
bta
ine
dby
importantbecauseo n
l ythecolumnu nder出eEBVi s e
xaI凶n edt oestabI
ish血巴 LBV.
Theminimuml a
' t
ioo fthev aluesof出er i
gh t
-hands ide(bcolumnv alues)tot h
e row3-{
3"(
piv
otrow3
)}
corrcspondingco e
fficie
ntsi ntheEBVcolumn，p rovided出cc oeffic
icntv alucis
出r
Thefour owwi
1
lbeo
bta
ine
dby
pos
it i
vc，d，c
巴 idcs山eLBV.T h
isr ninimumv aluci d
cntif
iest heroww hichi saIsothe
piv
otr ow.I nth
isrow， thecolumn， whichc ontainstheu n
ityv alu eof白巴 someu ni
t row4+[
(99
0"(
piv
o )I
trow2
vector(orac ur
re n
tb asi
cv aria
ble)，i
st hccolumno f白cI e
a vin
gb asicv a
riable
.百 l i
s Tab
le3.2isobta
inedaf
terthes
ec al
cul
atio
ns.
istheLBV. Thenegati
vevalueofthecoe悶c
: ie
ntinTable3.2inrow4i n
dic
ates白紙 wen ee
d
InTable3.1曲eEBVh a salre
adyb eeniden
tifiedasXl'Th eratiosund e
rt h
iscolumn a
tleas
tonemorei te
rat
ionl
tab
le.TheEBVi sX2・Byexamining白巴 p
osit
iverat
iosof
are21.25，8 .33
3 3，and23. 3333.Th eleastval u
ei s8 .
3333.百lIsc orr邸p ondsto由e 曲ev a
1ue
sin白巴 bcolumnt othecoe
ffic
ienti
n白巴 X2column，th
eLBVi sid回 t
ifi
eda
s
S巴condrowo fTable3 .1
.Theu n
itv ec
toru ndertheX4columni si n出i srow( row2 )
. s・
X Thepivotrowisrow3.T a
bl e33wi
. 1
lbeconstr
uctedbytran
sfor
mingtherowsof
Thcrefore，X4is由eLBV加 d出es econdrowi st h
ep ivotrowf orT able3 .
2.T his Tab
le3.2
.
impIies出創出巴 s e
氾ondroww i
llb eutiliz
edt oc hang巴出巴 c urrentXIcolumn( EBV
column )ii
ltoau nitvector白 alisc u
rrentlyun derX4・Thism e c
h anicalp rocedureis SimplexTable3
.3( T
able3.3)
basedont hefollowingreasonin
g.百l evalueofEBVmustb es uchthatitwil
ln otc a
use p i
votrow3=( r
ow3 )
刀

con
st r
aintviola
tionw iththec ur
rentvalueso f血eo t
h e
rb asicfeasiblevariabl
cs.The
newrow1=row1-{ 0
.73333 (pi
v o
trow3*
)
}
newrow2=row2+{ 0
.3333*(p
ivotrow3)
}
app
li c
ationoftheGauss-Jo r
danpr o
cesss hou
l dsh
iftt h
ecolumnu n dertheLBVt o出e
newrow4=row4+{ 123
0場(piv
otrow3)}
EBVl eavin
gt h
ecolumno ft h
eo t
herunitvectors(thatarepartoft hebasis)unalt巴re
d.
Table3 .2i
st he
nc onstructedusingthcpivotrow2 . T
abl 3i
e3. so
bta
ine
dba
sedont
hea
bov
eop
era
tio
ns.

2S
Table3. i
mpl
exT
abl
e3.
2 T
abl
e3.
3Si
mpl
exT
abl
e3.
3

X
I X
l .
t
) X4 X
s b X
I X2 X) X4 X
s b
nu--nunυ

nu---nunu

nunu--AU
nunUE且nu

'且
0.452
4
-且

0.
733
3 -
0.13
33 5.16
67 -0.
0285 -0
.¥04
7
nununu

nunU U
-0.
333
3 0
.33
33 8
.33
33 0.2
857 0.
047
6 10
.476
2
7 4
5 -0.1
428 0.
142
8 6.42
85
凸 1
54.
28 1
75.
71 2
147.
3 14
-
1230 3
30 1
353
0
1
20 lN
L E
ARP
ROG
RAM
MIN
G 3
.
3NU
MER
ICA
LSO
LUT
ION
-TH
ESI
MPL
EXM
ETH
OD 1
21

Tabl
e3. 3d
oesnothave佃 yneg
ati
vevalue泊 白eobje
ctiv
ef u
nct
ionrow.A 'The row identifies the pivoヒ row to create ヒhe next
so
lut
Then
i
o
o
nh
nb
a
a
s
sb
i
e
e
cv
na
a
ri
c
a
b
h
l
i
e
e
v
sa
e
d
r
.Th
ese
eb
tt
a
s
oz
i
e
cv
r
o
a
ria
ble
sh
.FromTab
a
v
l
et
e3
.
h
eu
3t
n
i
h
tv
eo
e
p
cto
rint
白numv
h
e
a
l
i
u
rc
e
o
l
sc
u
a
mn
.
nb巴 l
1 l
table';

obs
erved邸: A(:，6)/A(:，
1)
ans
;
x=10.476，2xi=6.4285.X
;=0.4524，I=-21437.14 o 0 0 -17/1980
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ple3_l
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t 'Constructing Table 2';
format compact 'note the scaling facヒor for the matrix'i
format rational A
'Set up the coefficient matrix and b as matrix A'; A
1.0e+003 *
A=[O.4 0.6 1 0 0 8.5;3 -1 0 1 0 25;3 6 0 0 1 70;-990 0.0004 0.0006 0.0010 0 o 0.0085
-900 0 o0 5280] 0.0030 -0.0010 o 0.0010 o 0.0250
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o
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'column'; -0.9900 -0.9000 0 o 0 5.2800
'Take the minimum of the positive values';
122 L
INE
ARPROGRAMMING 3
.
3NU
MER
ICA
LSO
LUlO
T T
N- H
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23

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A 'A(4，2) must have a va1ue of 0';

。
1.0e+003 合 A(4，:) A(4，:) - A(4，2)*A(3，:);
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。00..00005823 A
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.3.
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ATL
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SOptimiza
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，EBV is x2'; T
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A(3，:) = A(3，:)/A(3，2); x
'A(1，2) must have a value of 0'; 10.4762
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>> sol "
' f'*x
124 lN
L E
ARPROGRAMMING 3
.4 A
ODI
TIO
NALE
XAM
PLE
S 125

801 x+y~ 64O (

3.2
2)
・1.6157e+004
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.5*
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3
.4 ADDITIONALEXAMPLES 4
. ・
7 ( )+5.
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1・( 40)
Cost=ー1
.4
'"x-y+19120 (
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h 出i
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3.2
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3
.4.
1 Example3.2-
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2(，
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) 40 (
3.2
6)
TheF
loc
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f
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2000gallo
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e
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20，
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erenc
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3.
2is出e注 c ons
町ai
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ter
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.6 5
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( 32
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126 lN
L EARPROGRAMMING 3
.4A
DDI
TIO
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XAM
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S 127

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abl
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ail
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stS implext ab
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ari
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ntif
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sit
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ble3.1)
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/1，640
11，and
form
.Herei nExample3 .2，i
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.Thes ele
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ght-hand U
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I S
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1 S
3 S
4 b
i
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31

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34 L
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138 L
lNEARPROGRAMMING 3
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DDI
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NLlNEARPROGRAMMING 139

vlb= [0 0 0]; T
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=
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x= lp(c，A，b，vlb，vub) Minimize 3.43

;
:
w:b
lYI+blY
2+.
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"Jr
n
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0.0000
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51.6129

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3
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Thissec
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.Thenumbero
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2
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5
o 。 。
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$60
，出et
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，and出巴 c
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出 印 日v
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o
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:Defining X
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80.0
0.
p
rod
uced，
X2asthenumberoft
abl
esmanu
fact
ured，andX3ast
henumbero
fch
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s
m
anu
fac
tured，
thepr
imalpro
blemcanbeex
pre
sse
dins ta
nda
rdfor
mat悩 8ヨ1ndardFormat
. ーD ualP roblem :Whil ethed uaJp roblemcanb巴巴x pres
sed佃 d
setupm田 h阻 i cly，
a
1 itis函 館c ul
ttoa sso
ciate出ed esignv aria
blesinadire
ctm佃 n e
r
M
axi
miz
ez ，
:60x +30X2+20X3 (
3.4
6) aswasdone泊 t heprim Jp
a robl
em.Usingy "Y2，Y3，andY4a sthedesignvar
iables，th
e
problemc anbef ormu
l a
te dasi nE quations(3.48)and( 3.
49)belowu si
n gt h
e
句e
Su c
tt ，
:，
: g 8x +6
o x
2+X3:
;4
:
: 8 3.
( 4
7a) def
initi
ona t由eb egi
nni n
go fthissect
ion.Somea s soc
i ati
onsarepossib
leinlighto f
tran
sposit
ionof出ec ostcoeffic
ient
sandt h
ec o
nst
ra i
nts.Forexample ，thevari
abley，
g
2 ，
:4x +2x
2+1 ;2
.5X3:
:
: 0 3.
( 4
7b) canbea ssocia
tedw i
tht hel umberc o
nstra
intb ecausei nt h
ed ualproblemitsc os
t
coe
fficie
ntisthel u
mb erconstr
aintof出ep rim
alp roble m.Inas im
ilarmanner，Y2is
g
3 ， +1
:2
x .5x2+0.5X3:
;8 (
3.4
7c)
:
asso
ciatedwiththefi
nishinghours，Y3with出巴 car
pe ntryh o
urs，andY4wilhthespecia
J
tab
lec o
nstrai
nt.明記 objectivefunctio
no fthedualproblemi se xpr
essedinEquat io
n
1
!
4:X2::;5 3.
( 4
7d)
(3.
48).Inviewof白eformoft hee xp
ressionofth eobj ec
tivefuncti
onw， 血E 毘 isa
pos
sibil
ityt h
at出ed esi伊 V紅 iabl民 int hedu Jp
a roblemc anhave四 e co
n o
r ni
c
>X2，
Xl x3~O impl
icationasfol
1ows:

Thesolu
tiontothepri
maJproble
mi savai
1abl
ei nTa
bles3.20-
3.22
.T a
ble3.20ist
h y ，unitpriceforaboardfootoflumber
，
巴

in
it
iaJta
ble.TheEBVi sx a n
dt heLBVi s$3・Thepivo
trowi sthe出irdrow.The Y
2 un
itpric
ef o
raf i
nish
inghour
subs
equentrowoper
ation
sdetermi
n eTable3.
2 1
.Inthi
stabl
e，出eEBVisx3'theLBV Y
3 un
itpric
ef ora
nhouro fcarp
巴ntr
y
i
ssz，zmdthepiv
otrowistheSEcondEow.Table322ist h
eanaltabl
eesta
bli
shing血E y
4 白iscannotbe白eu n
itpric
eas也ed es
kh a
sapr
icedefmedi
nth
epr
ima
J
opti
malvaluesforth
ev a
ria
ble
s.xt，白eoptimaJnumberofdesks，equals2.~，血e problem-maybeas pecia
Jpric
eforth
edeskr
esou
rce

T
abl
e3.
20 Exnmple3
.:P
5 r
ima
lPr
obl
cm，
Si
mpl
exT
abl
e1 l 準
1
T
abl
e3.
22 Example3
.5:P
rim
a ，
lProblemSi
mpl
exT
abl
e3

x， X2 X) ，$ $
2 S) $
4 b 最 E X， X2 X3 ，$ $
2 .
1
'3 $
4 b

。 。
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。 。 。 。 。 。
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8 -2 o 2 -8 2
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42 lN
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NLlN
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Thed
ualc
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pre
sse
das T
abl
e3.
24E
xam
ple3
.5
:Du
alP
rob
le，
mPb
as ，
e1Ta
ble2

Min
imi
zew
:48
YI+2
0Y2+8
Y3+5
Y4 (
3.48
) Y
1 Y
2 Y
) Y
4 5
1 5
2 S
) a
1 a
2 a
) b
。3333 0 。 。 3333 。
6 。 5
S
ubj
ectt
o: hl8I+4
Y 2+23+O4注60 (
3.9a)
1
. -
1.3
331 .3
1 33
3 -
1. 20
。
: Y Y Y 4
03
330.25
.3 0.16
66 o -0.
166 o
6 0.166
h
2:6
YI+2
Y2+1
.53+l
Y Y4~ 3
0 (
3.9
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柑

o-
2.5 .
-025 .5
1 一
1.5
h
3:l
YI+1
.52+0
Y .53+O
Y Y4~ 2
0 (
3.4
9c)

YI>Y
2，3~ 0
Y (
3.5
0)
rowc o
ntainsther ninimumo f([20
/1.333]，[510
.3333]，[15
/1.66
67]})
.百 lepivotr owis
l
ntr
oduc
ings
urp
lusva
ria
ble
s(SI>S
2，S
3)anda
rti
fi
ci
alv
ari
abl
巴s(
al 2
'a3 。
・
)出ed
ual row3.T abl
e3 .25rep隠 s
entsth巴nex
tt a
ble
.百 leEBViss 2・Noteinth
iscぉε t
herearet wo
p
roble
misex
pre
sseda
sas t
and
ardLPpro
blem
: can
didatesforEBV( S2・S
3)
'S2isc h
os e
na rbi
tra
ri
ly.百l eLBVi sal'Thep iv
otr owis出E
M
ini
rni
zew
:48
YI+2
0Y2+8
Y3+5
Y4 (
3.48
) 街百trow.A f
te rthe[珂u i
redrowmanipulations，T
able3 .2
6isgenera
ted.Scannin
gt hela
st
row，th釘e a
reo nlyposit
ivecoef
fic
ien
ts.P hase1isnowc omplet
e.Th eart
if
ici
alvariab
les
S
ubj
ect
to: hl
:8l+4
Y Y2+2
Y I+a
3-S l=60 (
3.5
1a) and白 巴 紅ti
fic
ialcostfunc
tioncanber emo vedfromt h
eLPp roblem.
Elirnin
ating白ea rti
fic
ialvari
able
sa n
dt hear
tif
icia
lcostfuncti
onf romtheproblem，
h
2:6
)
'1+2
Y2+1
.53+l
Y Y 2+a
4-S 2=3
0 (
3.5
Ib) PhaseIIisstartedwithTab l
e3 .
27.N ot巴t h
atTable3 .2
7c onta
insn oinfo
rmationthat
i
sn ota lreadya vai
lableinT able3 .2.I
6 to nlyp rov
idesa nu nc
1utter
edt ab
lef or
h
3:l
Yl+1
.52+0.
Y 5Y3+O
Y 3+a
4-S 3=2
0 (
3.5
1c) con
tinuingt h巴 appli
cationo ftheS imp lexlechnique，andt here
foreisn otr ea
lly
nec
essary.InT able3.27，theEBVi sS 3・TheLBVi sYla ft
eratossb e
tweenYla ndsl'
[
nPhas
e1ofth
et w
o-ph
aseapp
roac
h，山ear
tif
ic
ia
lva
ria
ble
sar
ere
mov
edf
rom白E Thepivotrowi sthesecondr ow
.T hisrowi su sedtoobtainTable3.28.Inthi
st abl
e，
b
asi
susi
nga
nar白c
甘 ialc
ostf
unc
tio
nAd e
fin
edas not
et hatthev alueo ftheb a
sicv a
r i
ableSIi sO.T hisisc a
lledad egene
r a
teb asic
var
iabl
e .Th eEBVf orthenexttab
leisY 3・TheLBViss 3・Thepivotrowis白es 田 ond
M
ini
miz
eA: al+a2+a3 (
3.5
2) row( n
ote:t hep iv
otr owc anb e曲eroww i
tht hed e
g e
neratebasicsoluti
oni fthe
columno ftheEBVh asap osi
tivecoeffi
c i
entin曲a trow).Table3.29is曲ef in
alt a
ble
ThePhase[compu
tationsar
edisplaye
dinT a
bles3.23
-3.26
.T a
ble3.23isid
ent
ifi
ed andcontainstheo pti
m a
ls ol
utio
n.Thef in
alsoluti
ono fthedualpro b
lemis
ast巴s
h imp
lexTab
le1 ，andi
tin
c1udessomep r
eproc
cssi
ngbyw hi
cha"a 2，an
da3釘 e
made山eb as
isvar
iabl
es.Asar eminder，th
el a
strow問 pres
ent
s山ea r
tif
ic
il∞s
a t Y ，活=，
;=0 O
ly;=1
0，
見 =0， w・
s;=5， =280
fun
ctio
n.Fromi n
spe
ctionofTabl
e3 .23，Y
IistheEBV.TheLBVi sa2and由巳 piv
ot
rowistheseco
ndrow.Follo
wingthestand
ardrowopera
tion
s，Table3
.24isobt
ain
ed. Tos
umm
ari
z t
e，hes
olu
tio
noft
hep
rim
alp
rob
lemi
s
[nth
istabl
e，th
eEBVi sY2(也elarg
estn e
gati
vecoeff
icie
nt).
ηleLBVi sa3(
白E出 ird
x ，
;=2xi=0，
x ，
;=8s;
p=2，
4勾p=5，
z*=280

T
abl
e3.
23 Examp
le3
.:D
5 u
alProb
le，
mPh
os ，
e1Ta
ble1 ・
fh
esu
bsc
rit“
p p
"isa
dde
dtoa
sso
cia
tet
hes
lac
kva
ria
blew
ith白ep
rim
alp
rob
lem
.
Thes
olu
tio
noft
hed
ualp
rob
lemi
s
b
Y
1 Y
2 Y
3 Y
4 5
1 5
2 S)
“
l Q2 a)
，点=1， =1， ;
Y
4=0， ， W・
。。。。
Y
;=0 0 0 Y si=5 =280
8 4 2
。。 。。。 6
0
6 2
1
.5
1
.
0
.
5
5 。 。 。 。 。 2003 SomeFormalObservations

4
8 2
0 8 5 。 o 。。 。。 w Thes
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-
15 ー7
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ー 。 。 o 110 A- someo
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Table3
.25 Example3.
5 ， ，
:DualProblemPhase1Table3

y， Y
2 Y
3 Y
4 ，$ S
3 a ， a2
。 。
$2 a
3 b

。
o -0.
0.
1
2
8
7
5
8
7
6
-
1.
0
.
14
2
2
1
9
4
3 。
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114
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2
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9
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3.4
286
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w-291
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5
7

T
abl
e3.
26 Example3.
5:DualP
rob
le，
m Phase1Table4 ，
y， Y
2 Y
3 Y
4 ，$ $2 S
3 ，
a ~ a
3 b

。 。
o -
0.25 -0.
875 0.
875 2.4999
。 0
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6 E
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1875 -6E
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5 1.25

。 。
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125 -4E-05 -
0.125 4E
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6
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98
。 。
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6.4
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宇品切
146 lN
L EARPROGRAMMING :
1
1 3
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DDI
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CSI
NLlNEARPROGRAMMING 147

T
ab1
e3.
27 Exomp1e3.
5:D
uo1P
rob
1em
，Ph
ascD，
Tab
1c1 T
ab1
e3.
2 :Du
9 Examp1e3.
5 a1P
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1em
，Ph
ose1
1，T
ob1
e3

Y
I Y2 Y3 Y4 S
I S2 S
3 b Y
I Y2 Y
.l Y4 .
f
l S
2 SJ b

。 。
。 。 。 。
目

。
-
0.
0
.
2
1
5
2
5 。
。
-0
.
ー0
8
.
1
7
8
5
7
5 。
。 0
.5
2.5
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1 5
2
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1
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1
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5
.5 。 2
4
5
1
0
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。 。
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0
。 。
0.
125 1
2.5
O -
3 5 6
.5 。一 4 w-31
O
~i
2
4 5 2 8 .
f-280

c
ons
tra
int(
3.5
1b)i
ssat
isf
ieda
sanin
equ
ali
ty.T
heref
o陀， t
hes
eco
ndp
rim
al
se
cti
on.Nopro
ofs創 '
egiv
en.A¥
lofth
eobse
rva
tionsmaynotb
ere
lev
antt
oExample
v
ari
abl
ex2isn
onba
sic剖 d出isi
sev
iden
tinTable3.
22.
3.
5discu
sse
dabove，butar
einc
Iud
edher
eforcom
plete
nes
s.
(
i)I
i ftheithdua1var
iab
leisbasc，t
i h
entheithpri
malcons
trai
ntisast
ri
ct
eq
ual
ity
.FromT a
ble3.29，
Y2a n
dY3a r
eb a
sicvari
abl
es，th
eref
ore(
3.4
7b)
1
. Theprimalan
ddua
lp ro
blem
sh av
et hesam巴valu
efort
heopt
ima
lo b
ject
ive
叩 d(3.
47c)mustbeeq
ual
iti
es.Thisisi
ndecdtr
uc
.
func
tion，
7"=w"=2
. 80
.Thisi
str
ue，however，
onl
yifth
epr
obl
emshaveopt
imal
sol
utio
ns. Thescr
ela
tio
nsc
ana
lsob
ccs
tab
lis
hcdbyv
alu
cso
fsl
ackv
ari
abl
es.
2
.(fxisan
yf e
asi
blesol
utio
ntotheprimalpro
blcm.andyis叩 yfeas
ibl
esolu
lio
n 6
.Rccoverin
gp rima
ls ol
utionfromf i
naldualtab
le: Whenl heprima
la nddual
t
othcdualpro
blcm.出 叩 w(y)~ 7
.(
x)
.T h
isfeat
urepro
videsanestim
atcofth
e p
roble
rnsareint hestan
dardf o
rm，thev alu
eo fth
cithprim
nlv a
riabl
ee q
uals
bo
undsofthedua1optim
alv a
lueifaf c
asi
b1eprim
alsolu
tionisknown.Thi
s t
hereducedcoeff
icie
nt(tha
tis，thecoef
fici
entinthela
strowofthefin
altab
lc)
r
csu
ltal
soholdsfo
rt h
erevers
ec a
sewhenaf ea
sib
l巴dualisknown. o
ft h
es l
ackls
urplusvari
ableassoci
atedw i
tht hei
thdualcons
trai
nt
.I nTable
3
.29，thevaluesoft h
er educ
edc os
tc oef
fici
entcorre
spond
ingtot hesur
plus
.I
3 f
出eprima 1problemi su nbounded
.t hed u
alp roble
mi si n
feas
ibl
e.The
v
aria
blesSI・S'a
2 ndS3 ar
e2，0，and8，r e
spec
tive
ly.Th回 eareprecie
s¥ythe
unboundedproblemimp
lies白紙 t h
eobject
ivefunc
tionva
1uecanbepushedt o o
ptimalvalu
eso ftheprima
lv a
riabl
es.
in
fin
itelim
its
.百 lishappen
si fthefea
sibl
edomaini snotc1ose
d.Ofc ourc，
s
pr
acti
calcon
sidera
tio
nswillli
mitthcob
jecti
vefunct
ionvalu
et ocorr
cspon
ding 7
.lf出ei t
hdualvar
iabl
eisnonba
sic，thevalueofi
tsredu
cedc ostc o
effi
cien
tis
im
I it
sont hedesignvar
iabl
es.Thei nve
rserela
tion
shiphol
d sto.I
o fthedua1 thevalueo
f由巳 slackl
sur
plu
sv a
riabl
eo fth
ecorres
pondi
n gpr ima
1c o
nstra
in.
t
proble sunbounded，
mi theprima
lisinfe
asib
le. InTable3.
29，YIandY4ar
enonbas
icv a
riab
leswi山 re
ducedcostc o
effi
cien
tsof
24and5，respω
tivel
y.Thesear
ct h
ev a
luesofS
I(Sl
p)andS4(S4p)inTable3.2
2.
4
.Ifth
ei hp
t r
imalcon
str
aintisanequa
1it
yc o
nstr
aint，t
heithdua
lvaria
bleis
u
nre
slr
icte
dinsig
n.Thercver
sehol
dsto
o.Ifthepri
malvar
iabl
eisun
rcs
tric
ted 8
.Obtain
ingdua Is olu
tionf romp ri
mals olut
ion
: Whent hepri m
a landd ua
l
i
nsig
n.出e nth
cdualcon
stra
inti
sanequ
alit
y. p
roble
rnsa r
ei nthestan
dardform ，thevalueoftheithdualvar
iableequalsth
e
r
educcdcoeffi
c i
ent(白紙 is，thecoef
ficien
tint h
elastrowo fthefina
lt a
ble
)o f
5
.Ob
tai
nin
gpr
ima
lso
lut
ionf
romd
uals
olu
tio
n: t
heslackl
s u
rplusvaria
blea ssoc
iatedw i
th出ei t
hp rim
alc on
straint
.lnT abl
e
)I
(
i fth
eit
hdu
alcon
stra
inti
sastr
icti
neq
ual
ity，t
hen出ei山prim
alvar
iabl
eis 3
.22，thev a
lueso fthereducedc o
stc oef
fici
entcorrespond
ingt ot h
es u
rplu
s
n
onb
asi
c(f
oroptimumso
lut
ionson
ly)
.Fromt hed
uals
olu
tin，
o t
hes e
cond v
aria
blesSI，S'S3，
2 andS4副 官 0，10，¥
0，a nd0，r e
spec
tivel
y.T he
s eareprec
isel
y
t
heoptima
lv aluesofthed u
alv ar
iablesinTable3.2
9.

T
obl
e3.
28 Example3
.5:D
ualP
rob
lem，
Pho
s 1，
e1 T
nbl
e2 9
.Ifth
eithprimalvaria
bleisnonbasc，
i t
hevalu
eo fit
sr e
ducedcostco
effic
i巴n
ti s
t
heval
u eofthes l
ackl
surplu
sv a
riabl
eo ft
hec or
respondi
ngdua1c o
nstra
in.
tI n
T
able3.22，X2i
san onbasicvar
iabl
ew ithr
educcdcostcoe
ffici
entsof5.Thi
si s
Y
I Y2 Y
.l Y4 S
I S2 5
J b

-
2 。
。 -
0.5
。 -
0.5
。 。。
t
h
c
o
ev
ef
f
a
i
l
c
i
u
e
eo
n
fS2i
tofO
nT
，出e
a
c
b
o
l
r
e3.
児 s
p
29
o
n
.S
di
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n
nc
gs
eXIandX3a
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r
eb
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as
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l
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2
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.37
5
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。
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48 lN
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MIN
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lesぉ w
ellase
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yco
nst
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nts
.Th
eli
st
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urt
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電?・・・・・・・ーー
司・
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61
50
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.5.
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ens
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yAnalysls

Thesolution10theLPp roblemisd ependenlo nthevalue

sf or出ec o
effi
cien
ts，c，b，
andA( alsotermedparamete
rs )，inv
o lv
edint heproblem
.I nmanyp r
act
icalsitu
ati
ons 5
-
.
・
-16150
句

3
0
the
sep a
r 創neler
sa reo nl
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ent -
司
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s，partic
ularlyafle
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Ins
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dont he
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exi
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calproblems
wit
ht housandsofvariabl
esan dcons
train
ts.Thea daptat
iono fan 巴wsolutio
nw it
hout 舌ー1白
re-
solvi
ngt hep roblemi scalledsensi
ti
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is.InLPp r o
blems，sensi
tiv
ity 星 -
16
15
0
an
alys
isr efe
rstodeterminingt h
er angeofpara m
etersforw h
i cht h
eoptimalsolut
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15
st
i
llhasthesamev ariab
lesinth巴b a
sis，eventho ug
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ulio
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ange.
Examp le3 .
1isusedf o
r出i sdiscu
ssion.Figuresare出 edfori1
Iu s
trat
ionrath
erthan -
20
aformalp roof
.Figuresaren otusefulformoret h
ant wov a
riabl
e s
.G en
erally，mosl
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c =200-optlmumchanged1
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an
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visit
ing Example 3 .1，it w悩 n ecessa
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tifyt he numbero f
-
30 1
0 1
5
componentp lncemcntm a
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佃町i
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en
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th
enumbero fo per
atorsa vaila
ble
. Th ep r oblems t
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ult
sa re
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oducedb elow(note白紙 X 3
'X 4andX sarethcs l
ackvariab
les)
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ngin
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ici
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esl
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o
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tion血atmayleadt
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.Fo
re x
ample，Equ
ati
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Mi
nim
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5 anbewri
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s
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.5 (
3.6
) 2ー
x ={990/900)XIー([5250+j
]/9
00)

IfCIw eretob emade-1900，出e nt h

es lopeof白el i
newillbeー(1900/90
0).Th e
g
2(X
) 4=
:3xI-X2+X 2
5 (
3.7
) sen
siti
vityd uetoC Icanb ee xpe
riencedb yr u
nningS en
sltlvlty_cos
t.m.1The
changew i
l hrespe
ct10t heori
gina
lo bj
ectivefunct
ionisshowni nanimati
on.The
g
3(X
) 2+X5=
:3xI+6x 70 (
3.8
) orig
ina
ls olu
tioni
sm arkedonthefig
urebyac ir
cl
e.Theo r
igi
nalsol
uli
onisunchanged
whenthema 伊i t
udeoftheslo
peisrais
ed，forinst
anceCI= -
1900.Ont heoth
erh an
d，
x1~O; x2ミox3~ 0， x4~ 0， Xs~ 0 (
3.9
) i
fCIw ere10b emade-200 ，Ih
ed o
ttedlin
ei ndi
cat
esthenewc os
tlin
ea ndinthi
scase
thesolut
ionwi 1
lchangetop o
intA.Thi sisshowni nFigur
e3 .
9白紙 i s山E問 sultof
Thes
olu
tio
nis runningthem-fi
Ie.Thef lo
orcons
trai
ntisn olong
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ndin
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ishe
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simpleca¥cul
ation
s白紙 i n
fin
ite
lymanys olut
ion
sa reposs
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Ih asav alueof
;
x=10.4762，X ;
x=0.4524，]=-21437.14
;=6.4285， -450.InI h
iscascthecostfunc
tionispar
alleltoth
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ingcons凶 i
nt83'Fromt h
is
discu
ssioniti
sa ppar
ent白紙 10k eepthelocati
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CI mustb eg rea
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an- 450.S ucha n
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sibl
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sl
ChangingCostC o
e f
ficlentValues(c)
:F ir
stcon
siderthee仔ectofchangi
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olvedin山i sprobl
em.Inp arti
cul
ar，theana
lysissho
uldi n
dica
tefor
th
ecos
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ien
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signva
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blc
s.IfCI
Othec
oeff
ici
cntofde
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bleXI・
i
schange
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m-990，wil
ltheseto
fbasi
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iab
lesrc
mainthesame? l
Fi
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s10b
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ro
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1
l e
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l
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le
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ty
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50 1N
L E
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MIN
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EFE
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51

w
hatrang
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a11
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i
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soc h叩 gedueto 一『司司邑

th
echangesin出e f
l回 s
ib
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ion.Oncea gainth
ec h
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lu
s回t edb yrunn
ing
5
血巴Se ns耐v 町一巾s
i .m.Figu
r e3 .
10iIu
I s回 te
sthechang
eintheright
-handsideva
Iueof
出efrr
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r泊nt
.b..針。mi t
sv a
Iueo f8.5to6.5
.Th i
schang巴caus郎副 t ob ecomean @
。
a
t
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佐a
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an
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ionst
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lh as由esame
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ria
blesin出eb a
sis
.lfblwe 陀 tor e
ma i
na bov
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enthesolu
tionwo uldst
i
llbe
atA卸 dglw i
llnotbeanactiv
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ns町aint
-
15
ChangeIntheC
oef
flcl
entM
atrlxA: A c
hang
ei nth
ec oe
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s
imi
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， hi
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ly
-
20

a
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1
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5 i
mpacti
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ngingthefea
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白 w
hetherthev a
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ec olumni sab ns
icv a
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星
。 Se
nsltlvlty_
coeff.mi ll
ust
rat
est h
er es
ultofc hangingthec oef
fic
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l' An
ド i
ncre
aseinthev a
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tua
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s，XIandx2aresti
l
lp a
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.I nthefi
rs
t
明
也
E c
ase，g.b ecomesab i
ndingc o
nstrai
nt
.T hisisillus
trat
edi nF ig
ure3 .11
.T hc
号・1
0 c
oeff
ici
entisintheflf
冨t colum
n，w hichcorr
espon
dst oab a
s icvar
iab
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n gi
ng
是 c
oeff
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entv a
luesi nt hefir
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¥y iel
ds i
mila
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-
15 i
nform
atio
n.Th erea
derisencour
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fic
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m
-fil
esavai
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b
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.5-o
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tra
int
REFERENCES
-
30
0 5 r
o 1
5 .D
1 an
tzig，G.B.，Lin
earProgrammingandEx t
ensi
o叫 P
rin
cet
onUni
ver
sit
yP r
ess，
M
ach
lne
s01T
ypeA Pin
r ce
ton
.NJ.196
3.
2
.Luen
bergr，D
e .G.，Lin
earandN o
nlin
earProgrammiJg
l ・Add
ison-
Wes
ley.Rea
din
g.
1g
F u
re3
.10S
en
si
ll
vi
tya
nal
ysi
s，c
han
gln
gri
gh
th
・ a
nds
id
e. MA.1984.
 152 L
lNEARPROGRAMMING PROBLEMS 153

3
.Winsto n，W. L.
， l nt
rod
uct
iont oMathemati
calPro
gramm
ing
.A ppli
c a
tio
ns and
AIg
or ithms，Duxb
uryP 陀s
s，Bcl
mont，CA，1995. S
ub: 3xI-X2S3

4
.Arora，J.S.，ln
trod
uct
ionωOptimalDe
sig
ll.McGraw-Hi NewY
，
I or
k.1989. XI+2x2~5
5
.Wilia
1 ms，G..Line
arAIge
brawithAp
plic
atio
ns.Wm.C.BrownPubl
ish
ers，Dub
uque. XI+x2~4
IA，1 9
91 .
6
.No
b1c
.B..飢 dD
ani
el，
J.W.，
App
lie
dLi
nea
rAI
geb
ra.針 e
nti
α-H
al En
l， g
1ew
oodC
li
ff
s. !0;X2u町 四 回c
XI2 旬di
nsi
gn
NJ
.197
7.
3
.6 Theloca
lb o
oksto
remustd e
terminehowmanyo fea chofthef o
urnewb ooks
onphoto
nicsi
tmustordertosatis
fythencwi nt
erestg e
n e
ratedinthed
isci
plin
e.
PROBLEMS Book1c os
ts$75， wi
IIprovideap r
ofi
to f$13， and問 q uir
es2i nche
so fshel
f
spa
cc.Book2c os
ts$85， wi1
lp ro
videap r
ofitof$10， andrequ
ires3i n
chesof
(
Foral
ltwo
-va
ria
blep
rob
les，p
m rov
ide ag
rap
hic
ald
efi
nit
ion
lso
lut
iono
fth
c sh
elfspa
ce.Book3c o蜘 $ 65，wi
llprovideaprof
i tof$8， andrequi
rω1i
， n
chof
p
rob
lem
.) she
lfspa
ce.Book4c o
sts$100 ，w
illprov
ideap r
ofito f$15andr eq
uire
s4i nch
es
ofshe
lfspac
e.Findthenumbero feachty p
et h
atmustbeo rderedtom蹴 回i z
e
3
.1 S
olv
eth
efo
llo
wigi
n In
earprogrammingp
rob
lem
: pr
ofi.
tTota
ls h
elfspacei
s1 00inch
es.Totalamounta v
aila
bleforordcri
ngis
Min f
t
.xl・
X:
z
}:XI+X2 $5000
.Ithasbeendecide
dt oorderat1e
astat o
凶 o f¥0o fBook2andBook4 .
S
ub: 3xI-X2~ 3 3
.7 Th elocalcommunityc olle
gei sp1anningtogrow出巴 b iote
chno10gyo ffe
ring
throughnewf c
dera
lands tategrant
s.Ana mbiti
ousprogrami sbci ngp1anncd
XI+2x2~5

XI+X2S 4
forrccruit
ingatlea
st2 s∞ tude附 fromi nandouto fst
ate
.Theya retorecr
uit
atlea
st40o ut-o
f-st
atcstud
ents.Th eywi 1
1attemp
tto陀 氾rui
tatleas
t30s tud
ents
XI~O;X2~O whoa rei nthetop20%o ftheirgraduatinghighschoolc1as
s.Curre ntfigu
問S

3
.2 S
olv
cth
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llo
win
gli
nea
rprogrammingp
rob
lem
: indic
ate白紙 a bout8%o ft h
ea ppl
icantsfromi nst
ate，and6%o ft heapplic
叩 ts
fromo utofsta
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soplantorecr
uita
tleast40s tud
ents
Max f
(x)ox
z):XI+巧
whoh av eAPcoursesinbio10gy.Th edatasugges
tthat10%and15%o fin-st
ate
S
ub: 3xI-xz~ 3 ando ut-o
f-st
aleapplic
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tive1y，bclongto出i lTh
spoo. eya nt
icip
alc
XI+2x
2S5 tha
tt headditi
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tp erstudentis$800f orcachin-s
tatcslu
denta nd$1200
foreacho ut-
of-s
tat
cs tudentF in
dt hc
ira ct
ualenrollme
ntn ecdedtom inimize
XI+X2S 4
costandt he
iractu
alcost
.
!0
XI2 ;X22
!0
3
.8 Figure
3.12re
p陀sent
sanoptim
izati
onproblemt
odele
rminethema.
ximumtOl
a1
3
.3 S
olv
eth巴f
oll
owi
ngl
inc
arp
rog
ram
min
gpr
obl
cm: numbero f出巴 smaI
1errect
ang1
es山a twil¥fi
twithinthcl a
rge
rone.The
Min f
(x"X2
):XI-X2 dime
nsionsareind
icat
edon白ef ig
山"C.τnenumbero fth
e1 ar
gerr
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g1e
S
ub: 3xI-X2~ 3 shou
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ant h
esma ¥
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cs.Thcr ec
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escann
otb e
ro
late
d.Nof r
act
ion
alr巴cl
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esareal
1owed.
XI+2x
2S5

XI+X2S4 (
Opt
ion
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onf
irma
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tio
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gth
eOp
tim
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nToolboxfromMATI.AB
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XI2
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!O
3
.4 S
olv
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1
.5
S
ub: 3xI-X22
XI+2x
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.5 70
XI+X2S 4

XI2
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.5 S
olv
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oll
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.1 PROBLEMD
EFI
NIT
ION 155

num
eric
alt ec
hni
quesess
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2)
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compuωti
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l(computeralge
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)r e
sou
rceava
iln
bleinMATLAB，namely，Symbolic
MathToolbox[3
).

4
.1 PROBLEMDEFINmON

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entia
l山a tal
lt hefuncti
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linear.T h
er芭 aremanye xamplesi ne n
gineeringinwhicho nly
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iet h
ec on
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ea.l
r finthisc asethe

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ionisaq uadrati
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er
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hipsamongt hcdesignv ar
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est
ablishthes o
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linearo ptimizat
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nm athematics( n
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atedtot h
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icall
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tions.T hischaptere st
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rei s ab ottom-upp re
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lf orn onlinea
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optimizat
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tf ollow巴db yc onstrain
ed 4
.1. n-
1 ProblemFormulatlo Example4
.1
problems.Forc onstr
ainedp roblems山ee q
ualityconstrai
nedproblemi sd iscuss
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fi
rst
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Theproblemi
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ric
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elopmen
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ate
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veu seofe xistingrule
s
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t i
onstothee xtendedprob
lerns
.
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entia
ltou nd
erstandande s
tablishtheconditions山at Problem: Findt
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ect
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isf
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mnticald efin
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ual
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ingt hecalculusandt h
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amp
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154
156 NONL
lNEARPROGRAMMING 臨玄オ
4
.
1 PROBLEMDEFINITION 157

3 M
ini
rni
ze f
{， 医l
X
) n (
4.5
)

S
ubj
ectt
o: [
h(X
)]=0 ， (
4.
6)
2
.5
[
g(X
)]m$
;0 (
4.7
)
x
z
X1
0w$
;X$
;Xup (
4.8
)

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ort hesp
ecif
icproblemb e
ingd i
scusse，andrefeningt
d oFig
ure41，t
. h
ede
sig
n
v
aria
blesareth d
ecool
' i
natevaluesxl 叩 dX2 山a
la llowth
cc om
putat
ionofth
e
r
ec如忠lIa
t rare.Th
a eoptirn
izat
ionproblemis

Min
irn
ize j{XI ， X~: -
XIX2 (
4.9
)

S
ubj
ect
to: h
l( ，.
x xz
:2
} 0
xI+1
5X2- 30 0 = (
4.1
0)
//
Jff

，. (
/f
0
.5
// x
T/4)+(~)一 1$;0
81(X X2): (
4.1
1)
//
O
$;x
l$;
3; O$;x2$;3 (
4.1
2)

。
。 0
.5 1
.5
Thes
idec
ons
tra
int
sin(
4.1
2)c
ana
lsob
epo
stu
lat
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e-s
ide
dandc
anbew
rit
ten
2 2
.5 3
as
X
1

F
lgu
re4
.1 C
ons
lra
inl
sofExa
mpl
e4.
1. X1~O; x2~0 4.
( 13
)

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e4 .1capt
urcsth
ees総 帥o ft h
ep帥 l c
m.Codefil
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Ex4L1.mlandcreate_elllpse.ma refi
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o T
I.ABtocre
atethe 4
.1.
2 DlscussionofConstraints
f
igur
e.τ'
herea
retwovar
iable
sXI andX2・前le
reares
tand
ardmathem
a ti
calex
press
ions
fr山ee
o l
lip
se，andt
hestra
ightli
neisnoproblcmaft
erChap
ter3. Using t
here
lat
ion
s( 4
.9)ー(
4.1
2)s e
ver
ala dd
itio
nalc
1ass
cso fproble
msc a
nbe
descr
ibe
dbyinc
ludi
ngonlyasubs
etofth e
cr1at
ion
s.The
yareexaminedbel
ow.
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tan
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rma
t oft
he NLP i
sre
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or
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rai
ntsalth
oug
hth
esi
de
co
nst
rain
tsarcne
cess
arytokeept
hes
olu
tio
nfini
te
.Forthi ，
scxample
Mi
nir
niz
e f
(xtX2'• • • ，
t Xn) (
4.1
)
M
ini
rni
ze j
{ ，
XI ~): -
x1~ (
4.9
)
S
ubj
ectω h
k(x h・
・・
.， ，.
)=0，
x，
， ，
k=12 ド . ，
L (
4.2
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I
nthisproblem，i
f出巴 desig
nv a
ria
blcsa
reunboundedat山cuppe
rl im
itt
， he
n血e
X2・
め(XI， ・
..，
Xn ;0
)$ ，j=，
12，
.•.
，m 4.
( 3
) s
olu
tionwouldbeatthelar
gestp
osi
tivev
alu
巴ofXIandX2・Atwo
-side
dl i
mitfort
he
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csig
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riab
lesisus
uall
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a.Thedes
ignerdoe
shavet
he回目ponsib
ili
tyof
x
l$; Xj $
;xl
' ，
;=12，
...，
n 4.
( 4
)
d
efi
ninganaccept
abl
ed e
signspa
ce.

I
nve
cto
rno
tat
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ityConstralnedProblem1: Thefunc
tio
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nstr
ain
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nth
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ble
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o
nlyequa
lit
ies
.Withrefer
ence1
0Example4.
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romI
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ual
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):
 158 NONL
1NEAAPAOGAAMMING 4
.2 M
ATH
EMA
TIC
ALC
ONC
EPT
S 159

Minimize f
t
..，
x X
2):-
x.x
2 som
eco
nstra
intsa
reac
tive(e
qua
lit
y)a
tth
eop
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als
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tio
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sei
twould
S
ubj
ectt
o: 1
1)
(x
..X
2) .+1
:20x 5X2-30 0 = beanunc
onstr
aineds
olu
tio
n.

h2
(x.・
X
2):(~/4) +(4)ー 1=0
4
.2 MATHEMATICALCONCEPTS
O~XI :
:
;;
3; 0~x2::;;3
LikeLP ，somemathematicald efi
nit
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en 田 凶saryb e
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cet hetwoc ons
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us
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e SymbolicMathToolbox whichp ermit
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ossi
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n num
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4
.2.
1 SymbollcComputatlonUslngMATLA目
Minimize f
t
.l・
x X
2):-
XIX
2
Oneoft
hebes
lwaystog lfami
e 1i
arwithsym
bolicco
mputati
oni
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ck
S
ubj
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lo: h
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lin
eint
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ucti
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ailab
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heMATLABDemos
0
:
:;
;XI:
;3; 0
:
:;
;X2
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;;3 di
alo
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lowings
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enceloc
ate
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elu
tor
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imi
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c.l f出E民 a de
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nthi
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alr
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Avaria
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rmedtoan
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at y
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Minimize f
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. 2
l
:-XIXz obj
ectsto陀 prese
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ables，e x
pressio
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e s
.
S
ubj
cctt
o: g.(x"X
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:20X 5X2-3
0:
:;
;0 Int h
ee xer
ciset ha
tf o
llows，afunctiono fonev a
riabe，
l andtwof unct
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traintsfromExample4. 1)a 巴 u
t
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o IIustr
alion
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e
g
2(X
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xt/
4)+(4)ー 1
::
;;
0 au出or'sc1assroomex 戸 巾n ce血i spreliminarydiscuss
ioni sint ermsofv a
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70 NONL
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entof白 econstra
intsatthe
fu
nctio
ns ur
face
.Movingi n出 i
splaneshouldnotc hangethevalueoftheob
ject
ivc so
lutio
nar官ilIustra
ted.Itappears白a tat血isp o
intt hes
eg ra
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allelcvcn
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ncti
on.Th i
sobserva
tionisuscdtodevelopthen田 essa
ryconditi
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er
. thoug
h出e ya red ire
c t
edo p
positetoc achoth
er.Byd e
fini
tionthegradien
ti sinthe
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rect
ionofth cmostr apidincr
easeofthef u
nctionattheselec
tedpoi tT
n. hisi
sn o
ta
coi
nciden
c巴.T hisfactisusedtoestabl
ishthenecessarycondi
tionsfortheproblem
.
4
.3.
2 EqualltyConstrainedProblem

F
orat wo
-var
iabl
cp ro
ble
mwec
ano
nlyu
til
izeonec
ons
tra
intf
oram
ean
ing
ful 4
.3.
3 I
neq
ual
lt 悶I
yConst nedProblem
o
pti
miz
ationpr
oblem
:
Thenumberofin
巴qu
alit
ycons
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int
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otdep
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henumberofv
ari
abl
es.For
i
1I
us岡 山n ，bo白 co
ns佐直in
tfunc
tion
sofExample4.
1ar
芭 f
ormula
tedasine
qual
ity
Min z
Imie j
{XI，
x2
):ー'
XIX2 4.
( 36
)
con
s町amts
.
S
ubj
ectω hl
(XI，
x2
): / X
!
4+~ -1 (
4.3
9) Minimize j
{x，) X2):-XIX2 4.
( 36
)
174 NONL
lNEARPROGRAMMING 4
.4 ANAlYTICAlCONDITIONS 175

4 4

3
.5 3
.5

3 3

2
.5

対刷 2

.5
1 1
.5

0
.5 0
.5

0
.5 1
.5 2 2
.5 3 4
0
.5 1
.5 2 2
.5 3 3
.5 4
X xt
1

F
lgu
re4.7 E
qua
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t str
aln
edp
rob
lem
. F
lgu
re4.8 I
neq
ual
ityc
ons
tra
lne
dpr
obl
em.

M
ini
rni
ze j
{X¥，
x2
):-
xlx2 (
4.
9)
S
ubj
ect
to: gl(XI，
x2
):20xI+15x2-30S0 (
4.4
0)
S
ubj
ect1
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(XI，
x2
):20X 5X2-30=
I+1 0 (
4.1
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g2(Xl
>X2
) x
I え
: /4+ー ISO (
4.41
)
g
l(I，
X x
沙: (
x
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4 (
4.1
1)
OSXIS3; OSX2S3 (
4.3
7)
Figure4
.8il
Iustra
testhegr
aphica
l s
olution
.Thesoluti
onisatth
einte
rsect
ionofth
e oSXIS3; 0SX2S3 (
4.1
2)
do
tt e
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nes
.Thecodei savai
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eg r
adie
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e
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o 3
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thenFigu
re4.8wi
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ossibl
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4
.4 ANAL
YTICALCONDITIONS

4
.3.
4 E
qua
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yandl
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ual
ltyConstralnts Analy
tic
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erto恥 n回 e
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it
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Example4
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ype
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rod
uce
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re: deve
lopedhcre empower th
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meric
alt ec
hni
questofoll
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te
r. They a
re
176 NONL
lNEARPROGRAMMING 4
.4 ANAlYTICALCONDIT10NS n
1

i
ntroduc
edi n由巳 sames eq
uenceasi n山ep re
vioussect
ion
.l nste
adoff onn
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ma
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ils，thec on
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abli
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ssf onn
ally from th
e
ge
ometri
caldescr
iptio
no 。
由
f p roblemand
lor出r oughinωi
tivereaso
ning
.F o
nnal
1
0

dcve
lopmento fthcanaly
tic
alc o
nditio
nsc a
nb ef oundinR ef
ercnces6-8.For
e
stabl
ishi
ngt h
econditi
onsitisexpec
tedthatthesolu
tionisintheinte
rio
rof山e B
f
easi
bl巴regin，
o andther
eisonlyoneminimum.

、・
4
.4.
1 UnconstrainedProblem

H FHX
Thep
rob
lemu
sedf
ori
llu
str
ati
oni
s

組句
M
ini
miz
e J
(x
. X
2):(
X )2+(X2- 1
I- 1 )2-XIX2 (
4.3
8)
2
OSxIS3; OSX2S3 (
4.3
7)
F
i
t
h
g
r
u
e
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e
c4
-di
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e
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a
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.F
ot
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.Thecommandst
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e
re
sa
ate
。
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igure4.9area vaila
bleinFlg4_9.m.Thef ig
ureneedst oberota
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tivclyto
ap
pearasillu
s 回 ted
.At angentplanei
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re m
phasis.Figure -2 4
4
4
.9wil1beu s巴dtoi de
ntifythep r
ope凶e so f
thefunctionJ(l，
x x
z)attheminimum.
Theminimumi si d
entitie
dbyas upe 凶cri
ptaste
risk(X・ orl i，
x X2J
T).Studying 。
。
F
igure4.9，thef unctio
nh asaminimumv alueof-2， whilex=
j 2andx =
22 .I f白e
X
2

v
aluesofX1an dlo
rX2we 民 tochangeevenbyas l
igh
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.
i
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ecti
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o l
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-0a
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21-O
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ore，
f
unctio
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， fromd i
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ervati
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Flr
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i
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2 ab
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・
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ts
el
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Vf(x~，x;) =0 (
4.4
3)
app
roximate
dbyap l
anetang
enttothefunct
ionatthesolut
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9)
Eq
uat
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4.4
3)e
xpr
ess
est
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ece
ssa
ryc
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-or
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l o
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iesexpa
nsion).Movingt oanypoin
tint h
e forunconstrai
nedoptimiz
ation.Iti
st ermedthefr
rs
t・or
derconditionbecau
seE quati
on
pl
anefromt h
eoptimum(seeFig
ure4 .
9)willnotch a
n g
et heval
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efunc
tion， (4.4
3)u scs出eg radi
ento rthefir
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edtoidentif
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白E閃 f
or =
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enotzer
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imizationproblem
.If出巴 functi
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Re
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4.2
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tionf o
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e
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llbea tthesamev alueo fthedesignvar
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atEq uati
on

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(
d
t
4
e
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oe
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4
e
n
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net
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ef
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ima
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df= 医
者][
:
J=
O 4.
( 42
) ca
Eq
scaminimum.F
u
ation(4.43
)c a
orag
nbes t
a
e
t
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e
e
ra
da
lu
s
nconst
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en e c
essarycondi
t i
onsof
 4.
4 A
NAL
YTI
CALC
OND
ITI
ONS 1
79
178 NONL
lNEARPROGRAMMING

Vf(
X') ・
=0 (
4.4
4) ま 仇 -1)-x1=
=2 4.
( 4
7b)

whichispr
ima
ril
yav ecto
re x
press
ionoft
herel
ati
oninEqu
ati
on(4.
43
).Equat
ion
(4.
44)i
susedtoest
abl
ishtheval
ueo ft
hed
esi
gnv a
ria
ble
sX'botha
nal
yti
cal
lyand EQua
tions(4.
47a
)an 4.
d( 47b
)r e
pre
sentapairof
lin
earequ
ati
onswhi
chcanbes o
lve
d
nume
ric
all
y. as-X1=2，I2=2.Thevalueoft h
et -u
ncti
onfis-2.Sof aronlytheneces
sar
y
con
diti
o n
shavebeens
ati
sfi
ed.Thevaluesabovec
ana l
sore
fert
oap o
intwherethe
釦nctioni
samaximum，orwherether
eisas ad
dlepoi
n.
t
Second-DrderC o
n d
it i
o n
s:The s eco
n d
-ordercond
itio
ns (SOC) areu sua
l1y
rega
rdedassuf
fic
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nditi
ons.Itcanbei n
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tthes
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olve
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nct
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enobtain
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roughtheTaylor SDC:For出i
spr
obl
em[
seeE
qua
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n(4
.26
)]

blr
日叶什つ
expan
sionofthefun
ctiontoscc
o n
do rd
er.IfX申 i
s出巴 so
luti
on，andd.Xrep
rese
nts白e

-
一
H
changeof出巴 va
riab
lcsfrom出巴 op t
imalvaluewhichwi
llyiel
dac hane，
g f
i
dt hen

(
4.4
5) I
sitp
osi
tiv
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fin
ite
?
市川 + t a h r凶
年 刊 念 +6X)ーが)=可(X
(
i
) Notp
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X
Thisi
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)e x
cep
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nsionisab
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io.6
n f (
i
i)TocaJcula~巴 the e
ige
nva
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sofH，
mustbegrc
atertha
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ro.Employingthene
cess
arycon
diti
ons(4.
44)，th
efir
stter
m
ontheri
ght-
handsid
eo fEqu
ation4.45i
szero
.ThisI
cavcs出efollowi
ngineq
ual
ity
1=川 一λ 一→~I卜=山川一\
-1 2-λ 川l 、 ハ
= 山 川-3
め
)仏恥
い川-
→-
¥
)
り
)

af=jaTH 4.
( 46
)
τ
'ee
h i
gen
val
uesa
r巴 λ=，
¥λ=3andt
hem
atr
ixi
spo
sit
ived
efi
nit
e.
(
ui)Toc a
lcu
¥at
edete
rrn
ina
ntsofal
lord
er富 山alinJu
c deth
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sth
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ssi
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atr
ix(
thema
紅ixo
fse
con
dde
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ati
ves
)oft
hef
unc
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fa
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cpo
ssi
bl巴optimumv
aleXへF
u or出er
ela
tio
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nEq
uat
ion(
4.4
6)t
oho
ld，
the i
ncudet
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menti
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rs
trowandfi
rstcolumn，
m
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ite
.Th
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s
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21>
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-
-
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一
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i
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ora
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l 6
X
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ヲu

一
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nu
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2且

qJ
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﹀
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(
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司
，ゐ
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ror
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ice
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hati
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udet
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ona
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eaI
lpo
sit
ive
. Them
atr
ixi
spo
sit
ived
efi
nit
e.
Ofthe出r
ee，
onl
y(i
i)and(
ii
i)c
anb
epr
act
ica
llya
ppl
ied，
whichi
sil
lus
tra
tedb
elo
w. Sec_4_
4-1.mprov
ide
s山ec o
nfi
rma
tionofth
enumer
ica
lva
lue
sfo
rth
ise
xam
ple
u
singSy
mboli
cToolboxandb
asi
cMATLABcommands.
Example
4
.4.
2 EqualityConstrainedProblem
M
ini
rni
ze j
( ，
XIx2
):(
XI-1
)2+(
X2-1
)2-X
IX2 4.
( 38
)
Th
cpr
obl
em:
O~XI ~3; O S; x2~3 4.
( 37
)
M
ini
rni
ze f
(XI，
x2
):-
XIX
2 (
4.36
)

FDC Su切ectω hl(xl ，x2):xt/4+~-1 4.

( 39
)

ヂ=2(xl-2)-x2=O 4.
( 4
7a) O~xl~3; O!:>x2~3 4.
( 37
)
 180 NONL
lNE
ARPROGRAMMING 4
.4 A
NAL
YTI
CALC
ONO
ITI
ONS 1
81

F
igure4.7illu
str
ate
d白eg r
aphicaJsol
utio
n.Itwお n ot
iced山a tatthesol
ution，th
e Eq
uat
ion
s(4.
51)e
xpr
ess出eFOCorn
国 民S
釘 yc
ond
iti
onsf
or叩 巴q
ual
ityc
ons
tra
ine
d
g
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ction叩 dthcgrad
ientofthecons
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aral
leland p
rob
lemi
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es.Th
cla
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tio
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ese
tist
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Ons
回in
teq
uat
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.
o
pposi
telyd i
rected.E
xaminin
go t
herfeas
ibl
ep oi
ntsinFistIm4.7(ont heda sh
ed 百i
sen
sur
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olu
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ibl
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ir
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urve)i
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rt剖nedthatthespec
ialgeom
etrica
lr e
latio
nshi
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cct
orformtoyicl
dthesameinfo
rmati
onexpre
sse
dbyEqua
tio
n(4.48
)，wh
ichwas
a
tthesol
utio
n.Atthcsolu
tionapropor
tiona
lrelat
ions
hipcx
istsbetweenth
egradien
ts o
b凶n edgra
phi
call
y.百leIeft
-ha
ndexp陀 s
sio
nsin山efi
rs
tlwoequ
ation
sabov
care
a
tthes olu
tio
n.U singthcc o
n s
t a
nto fprop
ortio
nali
tyA I( aposit
ivevalue)t h
c t
hegr
adie
ntoftheLag
rangi
anfunc
tio
n:
r
ela
tions
hipbetweenthegr
adic
n t
sc anbeexpre
ssedas

VF=可 +λIVh.=0
町=ーλIVhl or Vf+川町 =0 (
4.
48
)
E
qua
tion(
4.48
)isu s
ual
lyo
bta
ine
dinamoref
orm
alwayu
sin
gth
cmethodo
f A
ppl
yigEq
n u
ati
ons(
4.5
1)t
oth
cexampleo
f出i
sse
cti
on:
L
agran
gem
ult
ipl
ier
s.
aFλIX 1
MethodofLagrange: I nl h
ismethod，t
hep r
oblemistrans
form
edbyi ntro
duci
ng ?一 =-x.+一七ム =0
oX1 L
anaugmentedfunc
tion，c
alle
dt eLa
h gran
gian.asth
eo b
jecti
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tionsub
jecttot
he
same叫 ualit
yc ons甘泊nt
s.TheLa gr
angi
ani sdef
ineda sthesumo ft h
eo ri
gin
al
aF (
4.5
2)
ob
ject
ivcf u
ncti
onan dali
nearcomb
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ono fth
econ
strai
nts
.前 leco
cffi
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is ?
"
.:
¥
_=
--
一
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λ
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'
""
¥ x
ol2.=o
A

li
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tion制 官 known創 出 巴 Lagrangemult伊lie
rs
.Withr cfcr
ence10thc VA2
exam
plci n山isscct
i o
n

Minimize F
( 2，
拘，x A
I)=
f(l，
x u+A
x Ihl
(I，
X x
2) 4.
( 4
9) h144-l=o
τbec
omp
let
epr
obl
emi
sde
vel
ope
das
Equ
ati
ons(
4.5
2)陀 p
res
ent伽 田 e
qua
tio
nsi
n伽 田 v
ari
abl
eswhichs
hou
ldd
ete
rmi
ne
thevaluesf orxj.xi，λj. Note白紙 E quations(4.52
)o nlyd efi
net hen ec
e s
sary
Minimize F
(XI，
x2，
A)=-XIX2+λ
I 1(
.寸/4+4-1) (
4.5
0) con
ditios，
n whichmeanst h
es o
luti
onc o
uldbeamaximuma ls
o.
Th cr
eisonep ro b
lemw ithresp
ecttothesetofEquatio
ns( 4
.52
).Th 巴equat
ionsare
S
ubj
eclt
o: hl
(I，
X x
2:4/4+4-1
) 4.
( 39
) anonlinca
rs e.
tMostp re
r e
quis
itecoursesonn umcric
alm ethodsdon otattemptto
sol
v巴 anonlinea
rs ystemofequati
ons.Usual
ly.l h
cyonlyh a
ndleasingleoneth r
ough
O
::
;;
XI:
:
;;
3; 0
::
;;
x2
::
;;
3 (
4.3
7) Newton-Raphsono rtheb iscc
tionmethod.I nfac
t，NLPo rdesignoptimi
zationis
pri
marilyab outtcchniqu
e sforsolvingas ystemo fnonli
near叫 uation，a
s l
beitof
Is曲es ol
utiont
ot h
e回 l sfor
medproblcm[Equalion
s(4.5)，
0 (4.
39)，
(4.3
7)]thesame spωi
ficf o
rm .Th
s ismeansE quat
ions(4.52
)ca nn
otbes ol
vcdunti
lwea dvancc釦r th
er
asthesol
utiontoth
eorig
inalproblem[Equ
ations(436)，(
4.39
)，(437
)]?Ifth
ed e
sign in由isc ou
rse.F ortu
nately，havingat o
olIikeMA 札 ABo bv
iatesthi
sd if
fic
ulty，and
i
sif回 s
ible，
也enmostd efi
nite
lyyes.F o
rf eas
ibledesi
gns，hl("X2)=0，
x 組d白巴 prov
idesas 位。n gjust
ific
ationofusingan umerica
l/sy
mbolictoolforsuppo
rting白巴
o均配t iv
ef unct
ionsinEq uat
ions(4.3
6)and( 4
.50)arethesame.Ifdesig
ni snol developmentoft h
ec ou
rse.2
fea
sibe，
l thcnbydefin
iti
ontherei
snos ol
utionanyway.
τbeFOCa reobtai
nedbyc o
nside
ringF(x"X2，入1)as佃 uncons
train
edβmctio
llin
出ev ar
iabl
csXI・X2，λ
l'Thisprovi
des血r e
er e
lati
onstosolv
eforxj，x
i，川 MA礼A BCode: InMATLAB.t herearetwowayso fs o
lvingE q
uation
s( 4.
52)，usi
ng
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ppor
tf u
ncti
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ls u
pportfunc
tion
s.Bothprocedur
cs
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s esymbolicfun
ctio
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一一=一ι+λ.ー-!.=o
，
ax ixl '.'. ax
)
s
a
o
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lv
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e
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a
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n
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at
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uationsarefun
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ahands-onexe
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1
82 N
ONl
lNE
ARP
ROG
RAM
MIN
G
4
.4A
NAL
YTI
CALC
OND
ITI
ONS 1
83
S町 4_4_2.m
も define initial values
者 N ecessary/Sufficient conditions for
xinit=[l 1 0.5]'; 者 initial guess for x1，x2，1am1
者 E qualityconstrained problem
告 者 the equations to be solved are available in
者Optimizationwith MATLAB，Section 4.4.2 も eqns4_4_2.m
% Dr. P.Venkataraman
者 xfina1 ~ fso1ve('eqns4_4_2'，
xinit);
者 Minimize f(X1，
x2) -x1 fprintf('Thenumericalsolution (x1*，
x2*，
lam1*):¥n')，
者
disp(xfina1);
者ー・ー----ーーーーーーーーー---・・ーーー・
者 symbolic procedure eqns
4_4_2.m
もーー・ー--ーーー"ーーーー--ーー'ーーー・・ function ret eqns4_4_2(x)
define symbolic variables
者
も x is a vector
format compact . 者 x(l) x1，x(2) x2，x(3) lam1
syms x1 x2 lam1 h1 F ret=[(-x(2) + 0.5*x(1)*x(3))，
者 define F (-x(l) + 2*x(2)合 x(3))，
F -x1*x2 + lam1*(X1*X1/4 + x2*x2 ・1
); (0.25*x(1)*x(1) + x(2)*x(2) -1)];
h1 x1*x1/4 +x2*x2 - 1;
者ヒ he gradient of F OutputI
nMA
TLA
BCommandWlndow
grad1 ~ diff(F， X1);
grad2 = diff(F， X2); The solution (x1*，x2*，lam1*， f*):
1.4142 0.7071 1.0000 -1.0000
者 optimalvalues
-1.4142 -0.7071 1.0000 -1.0000
も sa七isfaction of necessary conditions -1.4142 0.7071 -1.0000 1.0000
[lams1 xs1 xs2] sOlve(grad1，grad2，h1，'X1，
x2，lam1'); 1.4142 -0.7071 -1.0000 1.0000
も the solution is returned as a vector of Optimization terminated successful1y:
者 the three unknowns in case of multiple solutions Relative function va1ue changing by 1ess than
も lams1 is the solution vector for lam1 etc. OPTIONS.TolFun
;mORmT:the results are sorted 向 habeti叫 ly The numerica1 solution (x1*，x2*，lam工*):
1.4141
者 fprintf is used to print a string in the 0.7071
幸 commandwindow 0.9997
者 disp is used to print values of matrix Thesymboliccomputa
tiong e
nerat
esfoursol
uti
ons.Onlyt h
efir
stoneisva
lidfort
his
f -xs1.*xs2; probl
em.Thisisdecide
db y出es ideco
nstr
aint
sexpressedbyEq ua
tion(4.
37
).Thisis
fprintf('The solution (x1*，x2，
合 lam工
*， f*)¥n')， 阻iIIust
rat
ionoftheaprio
rimannerbyw hichthesidecons
trai
ntsaff
ectth
ep r
oblem.
disp(double([xs1 xs2 lams1 f])) ー
Ont h
eo t
herhand
.出en umericaltech
nique
sp r
ovideonlyonesolut
ion10th
eproblem.
曹司・・・ー-------ーーーーー・ーー・ーーー・ーー--- 百lIsisaf u
ncti
ono fthein
itia
lg u
ess.Gen
erally
.n umeri
calt田 hniq
ueswil
ld eli
ver
% Numerical procedure sol
ution
sclose
sttolhepointtheysta
rte
dfrom.Thes ol
utioni
s
者・ー・・ーーーーーーーーーーーー--ー・・・・ーーー--
も solution to non-linear system using fsolve x;=1
.41
41;x
;=0
.70
71;吋=1
.0
も see help fsolve
告 τ
'es
h o
h瓜o
nsf
orX
I叩 dX2C
佃 beve
rifi
edf r
omt h
egraph
icalsol
utio
ninFigur
e4.7.
者 the unknowns have to be defined as a vector Thesol
uti
onscana
lsobeve
rif
iedthr
oughthehan
d-heldca
lcu
lat
or.Thevalu
eandsign
告 the functions have to be set up in an m-file frλ
o areu s
ual
lyimmat
eria
lforest
abli
shin
gt h
eo pt
imum.Foraw el
l-po
sedproblem
i
tshoul
dbeposi
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stra
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ing
t
oi d
ent
ifyalowervalu
efor曲eminimum.Th i
sforcsha
e ndftomovci nopp
osite
 4.
4 A
NAL
YTI
CAlC
OND
ITI
ONS 185
184 NONUNEARPROGRAMMING

d
ire
cti
ons(
gra
die
nts
).Inc
rea
singc
ons
trai
ntval
ueca
nbea
sso
cia
tedw
ithe
nla
rgi
ngt
he S
ubj
ectt
o: [
h(X
)]=0 ， (
4.6
)
f
eas
ibl
edomainwhichmayyie
ldabet
terde
sig
n.
X1
0wSXSXup (
4.8
)
LagrangeMult 伊 l
， ，ler
s:TheL agrangemulti
plie
rmethodi san巴l e
gantfo
rmulat
ion
t
oo bt
ainthesol
ut iontoaconstrain
edp r
oblem.Inoverview，itseemsstran
ge血atwe
0E
1 qu
ati
on(
4.5
3)，
thr
eee
qui
val
entr
epr
ese
nta
tio
nsf
ort
heL
agr
ang
iana
res
how
n.The
havetoint
roducea na d
diti
onalunknown( λ
1)tosolvetheconstra
inedprobl
em.T hi
s
vi
olat
es曲ec on
ve ntiona
lr ul
ef orNLP白紙 t h
ef ewerthev ar
iabls，
e t
hebette
rt h
e FOCare
c
L
h
a
a
n
g
r
ce
a
n
s ofo
gianal
b
l
t
a
o
i
w
n
st
in
h
g 白es
e位ansf
o
o
l
r
m
ut
a
i
o
t
i
n
o
. As i
nofac
n
o
d
n
i
s
t
c
r
a
t
a
e
i
di
ne
dp
nt
r
o
h
ed
ble
i
s
mi
c
n
u
t
ss
oa
i
one
nunc
a
r
o
n
l
s
i
t
e
r
r
，出E
aine
d
dFνム ヨh" (
4.5
4)
"~'.k =0; i=，
一一=ーム+) A
. 12
pr
oblem.TheL agra ngemult
ipli巴rals
oh asaphysic
alsignif
icance
.Att hesolu
tioni
t a
J
E
i axizkh'
ex
presses山er atioo f蜘 c hangei ntheo bj
ectiv
ef un
c t
iont ot h
ec hangein臨
c
onstra
intval
ue.Toi ll
ust
rat
e出i sconsi
der:
S
ubj
ect
ω: 胆(
X)]=o ， (
4后)

F=f+λ
Ihl X1
0w~X~Xup (
4.8
)

Idl
dF=df+λ 1 E
qua
tio
ns(
4.5
4)a
nd(
4后)p
rov
idet
h 1+1
e1 rel
ati
onst
ode
ter
mie恥 n+1
n unknowns
xヘλ・
.E
qua
tio
n(4
.8)
isu
seda
fte
rth
eso
lut
ioni
sob
tai
ned
-ifn
ece
ssa
ly.
Equ
ati
on
dF. dF. dF (
4.5
4)i
sal
soe
xpr
ess
eda
s
dF= 一~dx，+
dX _.. .一一命令+
dX :
:
λ-
2-'2 • d a
A
.
， ，
.

川
-
1

-
川什川山
n，t

，
Attheso
luti
o h
eFOCdeemst
hatdF=0(
whi
chc
ana
lsob
ese
eni
nth
eab
ove

V
一
V
・

V
+
'

n
n

ι
V
(
4.5
5)

u
H
v
EE

-hH
.Hence，

r
de
tai
ledex
pansi
on)

内，ゐ
L
λ一一王立 笠
L
1- d
h 6
11
Theabovedependencedo巴snota
ffe
ctt
heesta
blis
hme
ntofth
eoptima
lde
sig
n.I
t Second -Ord e
rC ondition
s:At恥 s olut
iond eterminedby山 FOC，t hefunction
does hav巴 animp
ortan
tr ol
ei nthedi
scu
ssionofdes
ignsen
sit
ivi
tyinNLP sh
ouldi ncreas
ef o
rc hangesi n6X.Changesi n企X a ren otarbi
trary.Theyh a
v eto
pro
ble m
s. sa
tis
fy曲el ine
arize
de q
ualitycons町ain
tatthes o
lution.1tistakenforg r血 旬d出a tthe
su
ffi
c i
entcon d
itionsMeu sual
lyapplie
di nas malln ei g
h bo
r hoodo ft heopt imum.
GeneralEqualltyC
ons
tra
lne
clProblem: Rememberingn-1>0， Also，changesa r
ec ontemplatedonlywithreSPECtt oX andn otw ithr es
pectt othE
Lagrangemul tip
lie r
- TKLagrangemet
hodisobnc alledthemetho dqfu n
d et
e rmined
M
ini
mi 匹J
e f(X)，
z '
I (
4.5
) co
eff
icie
nt.ーi ndic
atingiti
so otavari
able
.1nt he叩 a
叫l“
凶
yc 叫叫d白er
iv
巾 a
副6ωo
叩noft白heFOCfor
帥 :
p州 e ∞ ∞∞
l
Subjectω[I(
X)]=0 ， (
4.6
) prev
i ouss
記
m
π
巴c
m
凶
叫
凶
l恥 L
ω叩
0n(
ag
凹 ∞
c
ra
o附
n
n
s
g
t
i
r
a
凶
a
釘

i
I
刊 w
n
e
asc
叫dmin泊
加
on
回1
i
由
訟za
副t
io“
帥叫 u
n
叫
聞nc
即附on
)，血巴 SOCc
s
蜘 i 削 B
叩 b
勘0 r
叩町

eexpec
r側 暗
飽 dt
削，
ngf
osa
m
加
削

ti
m
川
『町

s
f
nt
yt
h
白
h
e
e
foll
o w
ingr ela
tio
ns:
X1
0wSXSXup (
4.8
)

Theaugmentedp
rob
lemw
itht
heL
agr
ang
ian
: X*+必
侭
岬 =F( 訓)ト
川-尺
イ
F'(
X乃
.
)乍=VF
) 賦(
'(
X'
噂) →d可[v内α(
邸 T炉守
凶 頓
駅
内
z
2
F怖
ぽ
限
(附
献
附
X
X削
'
'
)
ワ
羽]瓜
) O
〉刈 糾

Minim
取 ム')=f(X)+
F(X L入品(X) VhTAX=O
k=l
I
nth
eab
ov 勺l
e[V2F(X i
sth
eHe
ssi
ano
fth
eLa
gra
ngi
an，w
ithr
esp
ectt
oth
ede
SIg
n
=f(X)+A'h
; v
ari
abl
esonl
yeva
luatdatt
hesol
uti
on.A
lso，th
eF0CmquimthatVF(X)=0.With ・
め +lTh
=f( (
4.5
3) r
efe
renc
etotwov
ari
abl
esandoneco
nst
rait
n:
 4.
4 A
NAL
YTI
CALC
OND
ITI
ONS 唱87
186 NONL
lNE
ARPROGRAMMING

t
:
.F= 核吋 三
走州向
)+言
叶〉。 +2
T
ran
sfo
rma
tlo
ntosnE
qua
lit
yCo
ns

Minimize
t
rai
nedP

j
(
r

X
ob
l

I・
X
e

2
)
m

:-
XIX
2 (
4.3
6)

際
問 位
M=i )+詞
吋〉
。 +2tL
(
4.5
7)
S
ubj
ect
lo: g
l(X
I'z
X

g
2
}+

(XX
2，.
z
i
:20xI+15~ -30+z
)+ 這:xi/4+x~-1 +z~=0
i=0 4.
(

(
4.
59

6
0
)

)
t
:
.
.
xl dh/ox
2 (
4.5
8)
t
:
.
.
x dh1/dx1 OSXIS3; OSX2S3 (
4.3
7)
2

S
ubsti
tuteEqu
ation(4.
58)inEq ua
tion(4.
57)andtheSOCr e
quire
sthattheexpre
ssion Th
erearefou
rvar
iabl
es(X
I.X
2.ZI
.Z2)andtwoequ
ali
tycOl
lst
rai
nts
.Iti
sav
ali
dequa
1it
y
i
n braωmustbep osit
iv.百四 d
e e
riva
tive
si nEq ua
tion
s( 4.5
7)叩 d( 4.58
)師 co
ns回 ine
dp rob
lem. TheL ag
rangem ulti
pli
er m巴th
odc anb eapp
lie
dtot h
is
e
valuate
datthem泊imum. 岡 由mau--Tod叫 n guis
h曲em ul
t i
p目 的 制o c
iat
edw i出 i
叫 叫i t
ycons
凶脳
Applyingt
hes ec
o n
d-ordercondi
tiontotheexampleof白i ssecti
oni s1巴f
tお 叩 血esymbol~ i
suse.Th
d i
siss凶ct1
yf orcI回ty
.
e
xerci
sef o
rthe陀 ader
.Compar 芭dt o白eSOCf orth
eu n
constr
ainedm ini
m i
zation
pro
blem，Equa
tions(4.5
7)and( 4.
58)町宮 not側 syωapply，e
speci
allythesubst
itu
tion M
eth
odo
fLsg
rsn
ge:TheaugmentcdfunctionortheLagrangiani
s
:
fE
o quati
on(4
.58
).Fromap rac
tic
alp e
rspe
ctiv巴 批 SOCisn o
ti mposedfor叫 ual
ity
c
onstra
inedprob
lems.Itisl e
fttot hedcsig
ncrtoe n
surebyo the
rmeans白 川 出e
M
ini
miz
e
s
oluti
onisaminimums o
lut
ion.
F(x 1 ~， ZI・ Z2・ß I'ß2) =f(xl
・ .X)+s1
2 [gI
( ，
X1x2
)+z
il+s2
[C2
(X'ろ)+z~] (
I 4.61
)

4
.4.
3 I
neq
ual
ltyConstrainedOptlmization I
ftheLag
rangi
ani sco
nsi
der
ed鎚 a
nun
con
str
ain
edo
bje
cti
vef
unc
tio
n.t
heFOC
(
nec
ess
aryco
nditi
ons)a
re
Theproblem
dF df./l o
gl ./l dg2 (
4.6
2a)
一 +s一 =0
一 =axlaX12axl
-41
a
xl
Minimize f
(XI・
Xz
}:
ーXIX
2 4.
( 36
)

dF of./l o
gl ./l ~g2 (
4.6
2b)
S
ubj
ectt
o: g
l(I，
X x
2:20X
) I+1
5X2-30S0 4.
( 4
0) 一 = ー +ßI~Ul +s
2ー =0
dX dX2' .dx .r~ðx
I
"'
2
2
g2(xl ，xz):x114+~-1 SO 4.
( 41
)
dF (
4.6
2c)
一
τ =2s，
z，=0
_n

OSXIS3; OSX2S3 (
4.3
7) 週
1目1
;
aZ1

Thenumbero fvariab
les(n=2 )剖 dt henumbero finequa
litycons
trョin
ts(m=2 )do
notdependone achothe
r.I nf a
ct.a ninequ
alit
yc ons釘ainedproblemi nas in
gle dF . n (
4.6
2d)
?ー=2s.z.=0
va
riabl
ec anb eu se
fullyd es
ig n
eda nds olv
ed.S ec
tion4.4 .
2s olv
edt he叫 ual
ity aZ
2
con
strain
edp roblem.Ift heabovep roblemc anb e回 n sf
o rmedtoa nequiva
lent
cq
ualit
yc onstr
ainedp roblem. 出e n we havef oundt hes o
luti
on.百1 es tan
dard
回 1sform
ationreq凶resas la
ckv a
riabl
ezjforeachineq
ualit
yc ons凶 ntg UnlikeLP dF ? (
4.6
2e)
j・ ー =
g.+zf=O
proble
ms，theslackvar
iableforNLPi snotrest
rict
edinsign.τber
efore，t
hesquareof d
PI ul

th
enewv a
riabl
ei saddedtot heleft
-handsid
eo fthecor
r四 pondingcons住ain
.tThls
addsaposi
tivevaluetothelef
t-h叩 dsidetobrin
gt h
ec on
s回i ntuptozero.Ofcourse i
JF ? (
4.6
2t)
ー =g，.+z~=O
azerovaluewi
llb eaddedifthec o
nst
rll
intisalr
ell
dyzero. d
s2
U " ， 必
188 NONL
lNE
ARPROGRAMMING 4
.4 A
NAL
YT'
CALCONOtnONS 189

Eq
uat
ion
s(4
.62
e)and(
4.6
2t)a
re珂 u
ali
tyc
ons
tra
int
s.Eq
uat
ions
et(
4.6
2)p
rov
ide
ssi
x Eq
uat
ion(
4.6
4)，
theLa
gra
ngi
ani
sre
for
mul
ate
dwi
tho
utt
hes
lac
kva
ria
ble
sぉ (
wea
re
句u
ati
ons
tos
olv
efo
rx，
1x，
Ez;，
Z5.
91.向
.Bysimplerecombination，
Equ
副on
s(4
.62
c) g
oin
gtop
ret
endZn
eve
rex
ist
ed)
to(4.6
20canbec o
llaps
edtotwoequ
atios，
n whi
lethes
lac
kva
ria
ble
sZIandZ2canbe
eli
F
m
i
i
n
r
s
at
tm
e
d
u
f
l
r
t
i
o
p
mt
l
l
yE
z
ep
qu
r
a
o
t
b
i
l
o
em
.
n(4.
62c
)byZI・Replace by-8t
z
1fromEqu
atio
n( 4
.62e
).
Minimize F
(x.，
x2.
s.1
32，
)=.
f
{.・
x x
2)+s
.[g
.(x
..x
2)]+s
2 .
[8T，X
2)
] (4.65)
Droptheneg
ativesig
naswellωthec o
eff
ici
ent2toob
tai
n

。
whichisthesameformulati
oninE qu
ation(4.
53)
.Thes l
ackvaria
blewasi ntrod
uced
t
op rovide出巴 tran
sformati
ont oane qu叫it
yc ons回 i tI
n. tisa l
soev id
ent白 鉱 山e
18.=0 (
4.6
3a) co
ns凶 c t
ionof由巳La grangianfunc
tionisin
sens
itiveto白巴 typeofconstra
intSince
1
32
82=0 (
4.6
3b) 白emultip
lierst
iedtotheinequ
alit
yconstr
ain
tarer e
quire
dtob cposi
tive，whil
ethose
co
rrespondin
gtotheequal
itycons
trai
ntsareno
t，th
isbookw i
llcontinuetodis
tingu
ish
Equ
ati
on(
4.6
3b)i
sob
tai
nedbyc
arr
yin
gou
tsi
mil
arm
ani
pul
ati
onsw
ithE
qua
tio
ns bet
we n出巴 m
e ul
tip
lier
s.Th iswil
ls e
rvetoenfor
ccc la
rit
yo fpres
ent
ation.TheFOC
(
4.6
2d)and(
4.6
20.TheFOCc
anb
ere
sta
teda
s f
orthep r
oblem:

dF df. d 8
.. d 82 (
4.6
2a) e
)F dr ~d
8I ~ d
8 (
4.6
2a)
一 =;
J 一=二L4144H=o
n n 内

d
x. d
x
+ßI~+ 132ー =0
. r1dx.'r~ðx. d ，'
x d，
x ' O
Xt.ZI
"d
x
". I
""

dF d
一
d=二:
X d
2 2
:
X
r ~d
L+r
8I ~ d
ßI~+ 1
1
dx2
3
8今
2 =0
r~ðX2
ー (
4.6
2b) dF df.n d
一
dz=d
X ー
x2'1
"
"' d
g
.
X
. .n d
+ß I"\~I +1
z .
32
Z
g
2
一 =0
d
I
".
X
z
"
(
4.6
2b)

1
31
8.=0 (
4.6
3a) :払 =0[
Casea gl<
0];日
2=0[
g2<0
]

1
32
82=0 (
4.6
3b) Caseb
:1 ，
3 =0[
8.<0
];仇>0[
g2=0
]
(
4.6
4)

Thesefourequati
onshavetobes o
lvedforxj，x
i， 日，
j・
2
sNote伽 tzi，Z 2a reootbei
ng C
asec
:s.>0[
g.=0
];s
2=0[g2<0]
determincd-whichs u
ggess白紙白e
t ycanbediscardedfrom恥 p roblcma1t
ogc白er
. Cased
:s.>0[
8.=0
];島>0[
82=0
]
I
twouldbeu s
efultopret
cndz'
sncvcre xi
stcdinthefir
stplac
e.
Equations(4.
63)layoutadcf
init
ef e
atur
ef o
ran o
ntrivi
alsolu
tio
n:cit
h e
rsjisze
ro
(and8/手 0)or8/i
sz eo(島刊).S
r inces i
multaneo
usc qua
tions蹴 b e
ings ol
ved，出e
Equat
io nset(4.62)anda nysing
lec a
seinE qua
tion(4.64)provid
esfourequat
ionsto
con
ditioson曲em
n ul
tipl
iersandconstr
aintsmustbes ati
sfie
ds i
mul
taneous
ly.For sol
v巴f ort h
cf ourunknownso fthep ro
b l
em.A llfoursctsm us
tb esolvedforthe
Equatio
ns( 4
.63
)，出is甘 組s l
aωsint
o白 ef ol
lowingfourcas
es.Thcinfor
mationon8in so
luti
on.Th ebestdesig
nisd ecid
cdbys canningthesev
erals o
lut
ions
.
brac
ketsistocmphasizeanaccompanyingconsequen
c e. Thcs igno fthem u
ltipli
erint hesolutio
ni snotas j
uJic
ien
tc ond
itionforthe
泊 叫ualityconstrai
nedproblemTh cval
ueisun 加 po
rtantforopti
mizat
ionbutmayb e
rel
evantfors c
nsit
ivit
yanalys
is.Generallyapositi
vevalueo f由
巳m u
ltip
lierin
dica
tcs
Casea
:s.=0[
8.<0
];1
3
2=0[
82<O
J 白紙 thes o
lutionisnotal o
calmaximum.F ormall
yv erif
yingaminimums olut
ion
:仇=0[8.<0];仇*0[
Caseb 82=0
] re凶偲sc
q onside
rationo fthes ccondd cri
vativ
eo ft hcLa gran
gia.I
n np ra
cti
cal
si
tuat
ions.ifthcp roblemiswelldefine
d， t
hcpositi
vevalueo f山cm u
ltipl
ierusua
lly
Casec:1
31*0[
8.=
0];1
32=0[82<0)
伺
l 目
訂
sug
gcstsaminimums ol
utio.Th
n isisus e
dc xte
nsivc
lyi nt h
cbookt oident
ifythe
optimums oluti
on.
:日
C邸 巴 d I棋 0
[8.=
0);九*0[
82=0
] (
4.6
4)

In Eq u
atio
n( 4.
64)，ifsj*0 ( o
rc orr
espondin
g8 /=0)，thent hecorre
spondin
g S
olu
tlo
noft
heEx
ample:ThcLa
gra
ngi
anf
ort
hep
rob
lemi
sde
fin
cda
s
cons位aIn
tisanequa
lit
y.Intheprcvi
ousscct
ionas i
mplerea
soningwasusedωshow
白鉱山cs
Whi l
et h
ig
no
esi
g
f出em
nofth
叫t
emu
i
l
t
p
l
i
i
p
e
rmustbep
l
ierwasi g
n
o
o
si
tiv
問 df
e(>0
o
)f
r白ee
o
q
u
raw
al
it
el
yc
l
o
-
n
f
o
s
r
t
m
r
a
u
i
l
a
n
e
te
dp
dp
r
r
o
o
b
l
b
e
l
m
e
，
m
.
i
t
F
(x.
x2.
s.s
2，
)=
-x.
.X
z+s(
2Ck
.+1
5X ，
z-30)+九(0.おi~+ .s -l)
i
sin clu
dedaspar
toftheFOCf or出巴 i
nequ
alit
yc o
nstra
ine
dp ro
blem.Befo
reresta
tin
g TheFOCare
 1
90 N
ONL
INE
ARP
ROG
RAM
MIN
G
4
.4 A
NAL
YTI
CAL
CON
DIT
lONS 1
91

dF (
4.66
a) Thesolu
tinf
o orCaseawasd iscu
ssede
arl
ierandisconr
trmedabo
ve.
Z;=42+2ORI+05h=0 Casebhnsfoursolu
tion
s.Thefir
stonei
su na
ccep
tablebeca
useco
nstr
nintgli
snot
s
ati
sfi
ed.Thesecondsolut
ionisfea
sibl
ensfarasth
ef u
ncti
ona
1cons
trai
nt ，
sg andg2
dF (
4.6
6b) a
reconcemedb utt heydon otsati
sfythesidecon
stra
int
s.Th ethi
rda ndfour
th
55=41+15Pl+2h=0 s
olut
ionsareunacceptab
lef o
rt hesamer e
ason
.T hu.C
s asebisn otn nopti
mnl
s
olut
ion
.
Cnsecisunac
ce p
tablebeca
useconst
rai
ntg2isinvio
lat
ion
.
(
s12O
xI+15X
z-30)=0 (
4.6
6c) Cnsedhnstwos o
luti
onsth
ef i
rs
tofwhichi
sn o
taccep
tabl
eforse
vera
lrenso
ns.The
s
econdsolu
tio
ns n
tisf
iesnl
lofthereq凶remen
ts
(
s20おイ +4-1)=0 (
4.6
6d)
• I
tsnt
isf
iesth
econ
str
ain
ts.80thcon
stm
ints釘 宮 n
cti
ve.
es
Th i
dec
ons
tra
int
s制 官
• Themul
tipl
iesむ ep
r o
siti
ve(maybeasu
ffi
cientcon
diti
on)
.
・Itsat
isf
iesth
esid
econs
tra
int
s.
OSX1S3; x
.
z
O S S3 (
4.37
)
es
百l o
lut
ioni
s
Casea:sl=0
;s2=0
:Thes
olu
tio
nis町i
vi
ala
ndbyi
nsp
ect
iono
fEq
uat
ion
s(4
.66
n)
an
d(4.
66b
).
x1=
0.8
151
; 2=0
X .
9132
; 仇= 0.
043
9; 九=0.0856;
X1=0; x 2=0; 1=0; gJ=ー3 0; g2=ー (4.
67)
1=ー0
.74
43; g
l= 0
; g
2 0=
Thei nequ
a1it
yc on
抑 制t saresati
sfi
ed.Thes id
ec on 抑 ai
ntsa re削 isf
ied
.Thev al
ues Thi
sisnlmostconfir
m dby出巴 n
e umeri
cnlsolu
tio
nw hichnpp
earstohnveap r
oblem
inE quation(4.
67)r e
p回 sentapossiblesol
uti
on. wi出convergen田 .I
tisalm
ostattheso
luti
on.1
tmustb enoldh
e e
reth
att h
eMATLAD
Thes olut
ionsfo
rt heothercase
s釘'co bta
inedusingMA 11.AB・百lecodeisav
aila
ble fu
ncti
onu s
edtos ol
ve白巴 problemispa
rtofthestan
dardpack
age.Thefu n
cti
onsin
i
nSec4_4_3 m.F
・ orC asesba ndct heappro
priatem ult
iplierissettozeroandthe th
eO pt
imizati
onT oolboxwil
lc er
tai
n1ydob et
ter
.N eve
rth
eless
.t ei
h ncompl
ete
r
es ultin
gt h
rEeEquationsint h
reeunbEownsa res olved.Forc asEdt hecompl
eteset so
lut
ionisrepo
rtedbelowbutwilbei
l gn
oreddueto出es ymb
olicsol
utionava
ilab
le
off ourequat
ionsinf o
urunknownsi ss olved.casedi salsoSOlvednumeri
call
y.明l e i
nC a
sed.
MA TI.ABcodewil
la1 s
or uncodeFlg4_8.mw hichconta i
nsth巴c ommandst odraw山e
f
igure.Th eoutputfromt heCommandwindowi
The solution *** Case a ***(x1*，
spa tchedbe10w .
，
x =0.8187; x
2=0.9085; ， 似 3
s =O. 5; 弘=0.0913
x2*，f*，91，92)
o 0 0 ・30 ・1 T
herearenowt woc and
idat
esf r白es
o o
lut
ion
:出et ri
vi
nlsol
utio
ninCaseaandth
e
The solution 企 **Case ( b)合 ** (x1*， ，
合 b2* f*，91，92): s
olut
ioninCnsed
.Thes olu
tioninCn巴di
s sfav
orednsi
thsal
n o
werobj
ect
ivef
unc
tio
n
???勺E

x2
1.4142 0.7071 1.0000 -1.0000 8.8909 0 va
1ue
.A llofthec n
sesa b
ovec anbeexpl
oredwi由 民spec
ttoF ig
ure4.
8.Iti
san
-1.4142 -0.7071 1.0000 -1.0000 ・6日.8909 0 e
xcel
lentfa
cil
ita
torforcompr
e h
e n
dingt
hecase
sa n
d血巴 sol
uti
on.
-1.4142 0.7071 -1.0000 1.0000 -47.6777 0
n

1.4142 -0.7071 -1.0000

s

1.0000 -12.3223 0 4
.44 GeneralOptimlzatlonProblem
.
憲

The solution * 合安 Case (c)*** (x1*， X2*，b1* f*，91，92):

司ど

o.75001.oooo τ
一

o.0500-o.7500o o.14o6 'eg

h e
ner
a1o
pti
miz
ati
onp
rob
le sd
mi e
scr
ibe
dint
hes
eto
fEq
uat
ion
s(4
.1)(
4.
8)
.百l
e ー
Thesolution***Case(d}***{xl*， x2*，bl*b2*f*，gl，g2): s
pec
ifi
cpr
obl
emi
nth
isc
hap
terd巴f
ine
dinS
ect
ion4
.3i
s
1.8150 ・0.4200 0.0426 ・1.4007 0.7624 0 0
0.8151 0.9132 0.0439 0.0856 -0.7443 0 -0.0 M
ini
miz
e j
(X X，
l拘):ー' X
2 (
4.9
)
Maximum nu of function evaluations exceeded;
曲
一
lncrease options.MaxFu nEvals
Optimizer is stuck at a minimum that is not a
S
ubj
ectt
o: h
1(l，
X x
V:20x，+15X2-30=0 4.
(10
)
root
Try a9ain with a new startin9 guess
g
l(X，
，
xV:<4/4)+(~)ー IS0 (11
4. )
The numerical solution ( x1，
合X2 ，
合b1*， b2*):
0.8187 0.9085 0.0435 0.0913 OSXlS3; OSX2S3 (
4.1
2)
 叩i111114I11Jjq
192 NONUNEARPROGRAMMING
4
.4 ANAL
YTICALCONOITIONS 1
93

議
長野忠Z
A
ii
l端 部 出;
;
35
5 島;
( ・
oX2
XI ..
.，x
，
JSO
.j=1
.....• m
2 (
4.3
)

出
;雪 M
u/附 附od:Theproblcm
i …… s
f
i ym
ini
miz
ingt
hc
TheL
agr
ang
ian
:

Minimize
~~X
I~.xl' =1.2....• n
j 4.
( 4
)

M
ini
miz
e X.
F
(XJ 2
， A..
.s 2+入1
U=-X.
X (20
x.+1
5x2-3
0)+s
.(0
.25
x?+xi-1) F
( ・，
x1・
・
・ X
n，A.，
..
.，λ
/.s
I'....s
r
n)=
S
ubj
ect1
0: "
1(X
，JX
2)
:20
xI+1
5x2-30=0
f
(x，
・..
Xn)+λ，
h，+・
・・+
入内 +s.g，
+・ +sr
n
Cm (
4.7
0)
OSXIS3; OSX2S3
Th
erearen+1+munk.n
own.Th
s esar
nenumbero
fcqua
t io
nsare.
r叫uire
dtos
olv
e
TheFOC 出epro
b1em.百
】es
e釘 "
epro
vid
edbyt
heFOCo r出eKuhn-Tuckerco
ndi
tio
ns:

1c
1 q
uat
ion
sar
eob
tai
neda
s
aF
瓜 I+O.
Z;=-X2+2 5s内 =0 (
4.6
8a)
h，
dF df.~ d " .，dhl.n dg，
. . n dg
m (
4.71
一=ー+ A.，-:;
ート・
+入 ー +PI--+ー・+sm-
: )
aF d， dx
x ，"，
'
- d，
x ---
'd
x，-r，ax， -rmax，=0; i=1.2.....n
à~ =-x.十叫+明x (
4.6
8b)
2=o
l叫 u
ati
onsa
r芭o
bta
ine
ddi
rcc
tly也r
uug
h山ecqu
凶it
yco
nst
rai
nts

aF
瓦-=2伽 1+15~-30=0 (
4.6
8c) n)=
hk (xI' X2 • ・.. .X 0; k=1
.2..
. .
.1 (
4.7
2)

mcquat
ionsareappi
1edthrou
gh出巴 2m c
ases
.T hi
si m
plie
s白 紙 出ereare2mp os
sib
1e
Casea
: ，
s=0; l<0
g (
4.6
9a)
s
olu
tio
ns.Thescsol
utio
nsmustincl
udeEquat
ions(4.7
1)and(4.
72)
.Eachc as
巴setsth
e
m
ult
ipli
er島o r由巳 corresp
ondin
ginequ
alit
y叩c0
叩n
附s
tma
int身
がtω
oze
巴瓜 I f
them叫l
t
Caseb
: ，
s>O; .=0
g (
4.6
9b) s
ettozero
.出e n出ec orresp
ondin
gc ons
位置in
釘凶 蹴
tmustbef eas
ib1
百
efo
血引

rana ccc
ptab
le

3
2
;:町立は 肌
;;zzuyf ωa 同 uirωthesoluuo
山 s
yst
em
s
o
m
u
l
l
u
t
t
i
i
p
o
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l
.I
i
e
f出ec
rmustb
o
n
ep
st
o
s
r
a
i
i
t
n
i
v
ti
ef
ss
o
e
ttoz e
ro(acti
vec
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o
nst
r
si
ai
nt)
.t he
nt
nmind出cme
h
ec
qu
o
a
r
t
i
r
o
e
s
n
po
sc
n
a
di
n
nb
g
官

結滞在i な1
22
3;
-
結成2
32
22
!
e
xpres
sedas

-・

鳥め
↓
--=
げば u
nu
，
e
白U
.

U
向 nu
oJ
t
he j<0
ng

dd

npu
出
鳥>0 (
4.7
3)

設立制思議部議悲鳴;:
Mi
nim
ize f
(X.，
x・
2・.
..x
，J
I
fcon似 onsi
i
m
c
q
t
h
p
u
l
a
l
cs
e
i
i
m
t
i
d
e
e
n

ec
t

o
i

n
s
n

t
gE

ra
nE
q

i
n
u
smustbea
l
a
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t
s
s
Sh
u
i
i
a
a
t
o

v
i
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e
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ct
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.
7

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4
.

ec
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.Oncet
h
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o

e
)a
re
h
c
e
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e
r
a
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en
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o
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a
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v
e

o
n
i
t
eas
d
d
.出edωigni

i
e
i
t
n
m
i
o
c
e
u
n
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ta
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di
n
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e
t
o
e
u
r
n出ce
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sn

n
a
o
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ta

o
e
s
c

s
i
se
c

b
a
e
p
fm v
l
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r
t
a
a

es
ier
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e
l
u
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e

t
h
.I
sa
i
i
n
o
n
si
n
d
.
s
(
4.1
) n
otb u
iltinto出巴 FOC. l tiso n
1yc onftrm
eda ft
erap os
sib1
es olut
ionh a
sb een
町
Su 民l
to: i
den
tif
ied.Equa
tions(4.7
1)ー(4.7
3)areref
erre
dtoastheKuhn・Tu
c k
ercondi
t io
ns[ s
ee
"
k(
XI，
X2.
...
.xn
)=O
.k=1
.2.
...
.1 (
4.2
) E
xarnple4.
3( S
ectio
n4.5.2
)foraddit
iona
ldiscuss
ionofth
eKuhn- Tuc
kercondi
tions
].
194 NONl
INE
ARPROGRAMMING 4
.
5EX
AMP
LES 195

4
.5 EXAMPLES Ex
p叩 d
ingt
hee
xpr
ess
ion
sint
heb
rac
ket
san
dre
org
ani
zin
gasal
ine
釘 ma
住ix
equ
副on

Twoexarnpl
esarepre
sent
edint
hisse
cti
on.Thefi
rs
tisanuncons
trainedprob
lem白紙
"
1
1 1
1

h
f
i
a
ss
tt
in
i
g
go
nif
i
rr
c
e
a
n
g
r
tu
es
s
s
i
巴i
o
nd
.Th
n
atar
ese
e
d
c
o
u
n
c
li
di
on
.S
sth
p
e
cb
c
e
i
f
a
r
ic
a
nd
l
e
y，
l
si
g
iti
np
l
l
r
o
u
b
s
t
l
r
e
a
te
me
st
x
p
h
l
ep
o
rob
閃 di
lc
mo
nCha
fc
pt
e
u
r
r
ve
s1
ヱyf，2Y;I~ 司 IL
Z;
Y;

iz
;
and2
.
L
Y; L11
/
=1
凶
I
=J
I ;
=1
4
.5.
1 Example4
.2
Not巴th
att
hem
atri
cescanbes
etupeas
ilya
nds
olvedusi
ngMATLAB.TheHess
ian
Problem: A s
e fy，
to Zd
atai
sgi
ven
.Iti
sne
ccs
sar
ytof
indt
heb
ests
tra
igh
tli
ne mat
rixi
sth
esqむ em
u at
rixont
hel
eftTheSOCr
equ
ires出ati
tbeposi
tiv
ede
fin
ite
.
出ro
u ghth
edat
a.T h
i se
xerc
iseister
medc町vefit
tin
gordat
a陀 duc
tio
norregr
essi
on.
Tok田 Pth
ise
xarnplesim
pletheda
tapoi
ntsar
egene
rate
dusingth
epar
abo
licequa
tion
Code:Sec4_5_1.m: E xarnp
le4.2issolve
dusingMATLAB佃 dt h
er e
sult
sfro m出e
Z=O.5y
2.Thedataaregen
eratedi
narbi
tra
ryord
erandnonun丘ormin
ter
val
s.
Commandwindowa reshownb elow
.Comparet hi
sc o
dewith出a tinChapter1.The
re
sul
tsaredis
playe
donap lo
t(notinclu
dedin由巳 bo
ok).Newf ea
ture
sin出巴 c odear
e
LeastSquaredE
rro
r:Theo
bje
cti
vef
unc
tio
n白紙 d
riv
esal
arg
enumbero
fcu
rve th
eu seofrandomnu mbers，usin
gth esumcommand， andwriti
ngtot h
eCommand
fi
ttin
glreg
ress
ionm ethodsist hem i
n i mi z ati
ono fthel ea
sts q
ua r
ede rr
or. 百l e window.Fromthepl
ota nd山巴 tab
ularva
Iuesi
tiscle
arth
ataline
arfi
tisnotacce
ptabl
e
co
nstruct
iono ft heo b
jecti
ve 問 中i res two e nt
itiω-t
hed ataa nd山 t yp eo f fo
r由i sexa
mple.ThequaIityofthefiti
snotundcrdis
cuss
ionin山is巴x arn
pleasiti
s
mathe
malicalr e
lati
onshi
pb etw回 nt hed a ta.Int h
is巴xar
npleitisas tra
ightl in
e. appa
rent白紙 anonlinea
rfitshouldhavebcenchos
en.Thisisle
flasane x
erci
sc.Thc
Gene
rallyitcanb eanyp o
lynomi al， ora n yf un
ctionro
r山a tmanne
r.T hisisusu ally foll
owingwi
llappearin山eCommandwindowwhcn出ec odeisru
n.
th
ewayc orrcl
atio
ne q
uationsared e t crm i ne dine x
.pe
rim
cntalfl
uiddynamicsandh eat
tr
ans
fer.Forthisex創nple血ed ataa ret hec oll
ectio
nofpoint
s(Y
;
・Z /)，i=1，2，• • •，
n Results from Linear fit
T批
h
施e
1 e
郎.
x戸
pec也凶dstra
igtI
h in巴c叩 b恥巴 c
仙 h】a
紅ra
低 C~隠
.er
由i包
zedb句y objective function: 16.5827
design variables x1，x2:
2.3458
Z=X1Y+X
z -1.5305
yi Zl
. Zp diff
wherexli
stheslopeandX2i s出ei nterc
ept
.Usingopti
mizin
gterm
inolo
gy，th
erear
e 1.6514
4.7427 11.2465 9.5951
twodesig
nv a
ria
ble渇. F
o rac u
bicp oly
nomi，
I
at he
rewil¥befou
rdesi
gnvari
abl
es.百
3.7230 6.9304 7.2031 -0.2727
Z
pjis血巴fitt
edvalu
ef or也ei ndep
endcntvar
iab
leY;，出eobje
cti
vefun
ctin，
o whichi
s
4.3420 9.4266 8.6552 0.7714
theminimumofthcsq u紅 eoftheerr
orovcra
Iloftheda
tapoi
nts
.canbc巴xp閃sseda
s 0.7179
0.3766 0.0709 ー0.6470
2.4040 2.8895 4.1089 -1.2193
n 1
1
8.1002 0.3270
4.1054 8.4272
M
ini
miz
e f
(x1 L
内 )= [Z/-zpi= [
Z X尚 +
/ー( X
2)]
2 L (
4.7
4) 4.1329 8.5404 8.1646 0.3757
;
=1 >1
1
= 3.3369 5.5674 6.2973 ー0.7299
2.7835 3.8739 4.9991 -1.1253
I
tispos
sib
letoc
omp
le te恥 f
orm
ula
tio
nwi
出si
dec
ons
凶 n
tsa
I出ough白紙 i
sno
t 4.2032 8.8334 8.3296 0.5039
n
eces
s釘y.明leFOCar芭 3.1131 4.8456 5.7723 -0.9267
3.1164 4.8561 5.7802 -0.9241
ー0.8199

ま
=
土
3.2415 5.2538 6.0737
(
4.7
5a) 0.1954 0.0191 -1.0720 1.0911
2[Zj-(x
0.7284 0.2653 0.1781 0.0871
4.5082 10.1619 9.0450 1.1168

ま=;2IZi- 仰i
叩 (
4.7
5b)
1.9070
0.4974
1.8183
0.1237
2.9430
-0.3638
-1.1247
0.4874
 196 NON
lINEAAPAOGAAMMING
4
.5E
XAM
PLE
S 197
1.9025 1.8098 2.9325 -1.1227
0.1749 I~I whereX=[
X¥ 2]a
oX nds=[
1
31，
12，
3仇，s
4]T
.百l
eKuhn-
Tuc
kerc
ond
iti
onsr
equ
iretwo
0.0153 -1.1203 1.1356

429
・
e ・

-
叫u
ati
onsu
sin
gth
egr
adi
ent
sofI
heL
agr
ang
ianwi出 向s
pec
tlo白 ed
esi
gnv
ari
abl
es
e2
10

-
954
n45
a72
V04

a
u
e
s

↑・
r
M

昨日士山 EpdpfJSEJ
A
Fム

X
4FEq4

l
F _a
a F
一 =0:一2=0
(
4.8
0)

当
a
X ・ a
X
r
4
.5.
2 Example4
.3
Thea cωa Ie xpress
io nf or白 eg radientsob tainedfromE quation( 4.80)isleftas叩
cxercis
ef o
rt hestudent .百leKuhn- Tuckerc o n
ditionsa r
ea ppliedbyi den
t i
fyingthe
T
hisexmnplci
sth
esamea
sExample23.thef
lag
pol
epmMem.Iti
squ
ited
iff
icu
ltt
o

器部諸説3 315
variousc ase
sb asedont hea c
t ive
nesso fvariouss et
so fcons
traints.

日程盟百
Fort hispr oblemn=2a ndm =4 .T hc rea re2 4 6c
削 =2 = 1 asesthatm ustb e
inves
tig atc
d悩 p arto f出巴 Kuhn ・
Tuckerc o nditionsgivenbyE q uatio n(4.
73).While
l，

総i
tz
i
someo ft hesecasesa retrivia ne
verthelessitisaf o r
midabletask.T hisp roblemwas

締 結 鵠F限 切z
c
solvedg raphi
c a
llyi nC hapter2andt hesameg raphicalsoluti
o nc anb eexploited10
ident
ifyt hep紅 ticu
larc ase白紙 n eedstobes olvedforthesolution.V i
s it
ingCh apter2
ands c叩 n in
gF igure2 .9，itc釦 b ei denti
fied白 a tco n
s回 ints81and8 3area c
tive( a
s
confirm edby出 ezoomeds olut
ioni nF igu問 2 .
10).Thes olu
tioni sx T=0 .68m a nd
Minimize f
(xl占)=6
.05
59E05(x~ -x~) xi=0 .65m.
(
4.7
6) l
f8 1a nd8Ja reactivec ons 凶 附 ， 白E叩n由 恥em刷Lu
l
山
S
ubj
ectt
o: Byt hcs a
邸mer easoningt hemu 凶lt
ip
μl
ie
旬rsassoci at
ed別wi由出巴 i n
activec onstr
aints82叩 d
E
伽4
恥'伽t 山iS，
旬 1
3
2and1 34，mustbcs ettoz er
o.Th i
si nformationont h
ea ctiveconstr
aints
g
l(X
内 )
:7.
496 .
x
9E057+40000x1- 9.7418E06(x1-x~) s0 (
4.7
7a)
canbeu sedtos olveforx j，xi鑓 白i sisas y 山 moftwo叫 u ationsi ntwou nknowns.
Thisd 脚 no，
t however ，co mplete印 刷s factiono f白 eKuhn-T 山 kerc on
dition
s.1 3
1
ands Jmustbes olveda ndverifiedthattheya re伊 副v e.82a nd8 4mustb ee v
aluated
g
2( 'ろ)
XI :(
5卿 +1
.4994E05xr
).
(7+X内吋)ー 1・7083E07(Xi-x~) S0(4.77b)
x andv er
i fie
dt ht出e
a yarel esst ha
nz ero
.
Sec4_5_2.mi sthec od es egment血a tisu sedtos o
lve白巴 particularcased i
scusscd
g
3(Xl
'x2
) .909IE-03xl+6.1116E-ω -0.05(x1-xi
:1 )S0 abovc.Thcp roblemi ss olvcds ymbo
l i
cally.Twov crsio
nsoft hep r oblemares o
lvcd:
(
4.7
7c)
theoriginalpr oblemandas caledve r
sion.百1巴 o bjectiv
ef unct
i on( 4.76
)islJlod
ified
g4(XI'~) :X2 -x1+0
.00
1S0 tohaveac oe
fficien
to fu nit
y.T hiss houldnotc h回 g ethevalueo fthed esignvari
ables
(
4.7
7d)
(why?).Youc anexper imentw ith恥 c odea ndv e
rifyif白 isisi ndeed凶 e .Note白c
0
.02Sx1S1
.0
; 0
.02Sx S1
.0 (
4.7
8) ，. valueso ftheL agrangem ultiplier
sd uring血i sc xercis
ea ndinfert herelat
ionb etween
2
them凶 t ipli
ersa ndt hes calingo f血巴 o bj
e ctivefunctio.Th
n ef ollowingd isc
ussion

K
駒'uhn
加
血 珂u
町
i
7
-'
油t
u
y∞
ザ
c
k
c
e.
町
o由 t
ω
マ
r'
r 創n
o
n
t
匂
di
i
削Non釘:
陶胸
s佃 dt
白
s，F
heLa
g
ou
而町r
ran
La
叫
沼
頃
g
砲g
ia
r
a
ni
n
s
g
酔cm机L
t
刷 p
li
附e
r
釘sa
蹴r i
n
加
附
陀 川泡n
則I
r
r
刷
assu
R
m
e
e
fe
st
rri
h
a
n
tt
gt
h
ec o
o山es
deh
ol
a
u
sb
tio
ee
no
nru
ft
na
hcc
ndv
as
a
l
ca
u
b
esa
ov
v
e
ai
，t
l
h
ab
l
eo
e.
ptimalv a)uesf or山巴 d esign
dxi=0.6443m.Thisi
佐eU 加 叩
varia
blesa rex j::0.67 73m a n sv eryc loset ot heg ra
phical
同
}
sol
ution.B eforewec on clude白紙 t hesolut
i onisachieved，takeno teoft h
em ul
tipl
iers:
，
F(Xs)=6.0559E0
5(f-~) +
x 向=5.2622e-010叩 d向=- 0.
12 70.Ifth em u
ltiplier
sa renega tive，白e nitisnota
minimum.Thev al
ueso f由ec onstr
aintsatt heo ptimalvalueso ft hed e
signa r
e8 2=
s p.
4969E0
5x ∞
，OXr-9.7418E06(x1-xi))+
f+40 -4. 5
55 3e+ 007a nd8 4= ー0.0320.Bothvaluessuggestthatthecons凶 ntsare
ina
ctive.Atl ea
st出es olutioni sf e
a s
ible-al lco ns回 in
tsa r
es atisfi
ed.Thev al
ueo f
1
32(
(50 +1
.∞
4994E05x
l)(
xf+x内+~)ー 1.7083E07(x1-4)) + stiszer oanditisa1soa na ctivecon
臥(
1 l16E-ω ー0.05(x1-4
.9091E-03x.+6.1 )+
s
4(X
2- .
x
+0.001)
(
4.7
9)
198 NONL
lNEARPROGRAMMING
4
.5 EXAMPLES 199

c
onsideredact
ive.百1es o
lution，
however ，vi
olat
岱 t h
es i
decons往aint
s.τ'hegrap
hical ωchi ter
atio
nu sually白egr 叫i en
to fthefuncti
onsatthcc ur
rentvalueoft h
ed e
s ig
n
s
oluti
o ni
sr at
herexp
lici
ti nident
ifyingtheminimuma t出epoin 包e stabl
ishedinthe var
iabl
esisi nvolvedinthecalc
ulat
ions.Thisgradi
ent，exp陀 ss
ed凶 am atrix，i
sca1led
f
ir
stsolut
ion.百1e凶 via
lc aseofthemulti
plierbei
ngz er
owhent hec o
nstra
inti
sa c
tive 出eJ acobi仰 m atrixors impl
yt heJacob
iall.Sophis
ticate
ds cal
ingt ec
hniques[7，8
]
i
sobse rv
cdw ithresp
ecttot hefir
sttwoc onst
rain
ts白紙 e xpr
esss t
res
sr e
lat
ions
.l n employthed iagon
alen 凶e softhi
sm at
r i
xa smetr
icstoscaletherespe
ctivefun
ctions
.
g
eneral，出ct crmsintheseinequ
aliti
esh avelarg
eo rd
ersofmagn itude，es
pecia
llyif Theseen肘ωaree valua
tedatthestart
ingvaluesofthedesignvari
able
s.Th efunction
t
hereareoth巴requa
tions出a texpresscon
strain
tsond ispl
acem
en ts，制芭as，ortheli
ke. canalsobes ca
1edi n山esamemannera sEq ua
tions(4.8
1)and( 4.
82).Fort h
ef ormer
L
argev alue
se x
ertal a
rgei nf
luenceont h
ep roblemsomucha stoc auselowervalue anexpectedl owerandu ppervaluesofthec o
nstr
aintsar
芭n ece
ssary.Inthisexer
c i
sc，
c
onstr
aintstohavelitt
leornos ign
ifi四 nccfor曲 eproblem
.Th isisu s
uallyasevere 出ec onst
raintsw i
llbes c
aledu s
ingr el
ation
ss im
ilartot herela
tionsexpresse
dby
pro
b leminnumerica
li nv
estig
atio
ns.Th eremedyf or白isissc
alin gofthefun
ction
s. 珂u a
lit
ies( 4
.82).Th escalin
gf a
ctorforeachc on
s位回n twillbed etermi
nedu si
ng白E
sta
rti
ngv alueort heini
tia
lg uessfort h
ev ar
iabl
es.A s t
arti
ngv a
lueo f0.6forb oth
desig
nv ar
iablesisselect
edtocompute白ev a
luesn巴cessa
ryf o
rs c
alingthefunc
tions.
Scallng:C onsid
cr出eo rdero fm agn
itudei nE quati
ons( 4
.77 a
) and ( 4
.77c
). Thes c
alingc o
nstantsfortheeq凶凶 onsa r
ec al
culate
d凶
Nume
rica lcalc
ulat
ionsare合 i v
enbyl arge
rm a
gnitud
e s.lneq
uality( 4.
77c)willbe
ig
noredinrelat
iontotheothcrfunct
ionseventhoughthegrap
hicalsolutio
ni n
dicat
es
白紙お isa ct
ive
.百世 sisaf r
equent侃 curr
en田 ina
llkindsofnumeri
ca lt配 hniquω.The g
¥O=293888.
4; g
20=102561
. ; g
12 30
=1万 70E-03; g
40
=1
s
tandardapproachtom i
nim i
z e白 eimpactoflarg
ev a
riati
onsinm agnitudesamong
d
iffe
悶 1tequat
ionsistonormalize出er e
lat
ion
s.Inprac
ticethi
sisalsoe xten
dedt o出e 百1
efi
rs
tth
reec
ons
tra
int
sar
edi
vid
edt
hro
ughbyt
hei
rsc
ali
ngc
ons
tan
ts.Thel
as
t
v
aria
bles.百 isisref
erre
dt oasscalin
gl h
evaria
blesands c
alingthefuncli
ons.Many 珂u
ati
oni
sun
cha
nge
d.百 1
eob
j民 t
ivef
unc
tio
nha
sac
oef
fic
ien
tofo
ne.Thes
cal
ed
c
urren
ts oft
warewi1
1s ca
let h
ep rob
l巴mw itho
utuserinter
vent
ion. p
rob
lemi
s

S伺 lin
gVariab
les:百1eprcs
enccofsid
econs
trai
ntsinpr
oblemfo
rmul
ati
ona l
10ws Minimize 1イ -
4 (
4.8
3)
anat
ura
1dcfi
niti
onofsc
ale
dvari
abJ
es.Theuser
-defi
n e
duppe
randlow
erboundsare
us
edtosca
leeachvar
lab
lebetwe
en0四 d1 .There
fore， 8
.
:2.5509~+0.136lx.-33.148(イ -xj) 壬 O (
4.8
4a)

ふ -X~ I
f2:(
0.
似88+1
.46
19x
¥)イ+x内+ヰ)ー 166.
( (
5641i-x~) ~ 0 (
x 4.8
4b)
え=→--'，; x
:=scaledithvariable (
4.8
1a)
Xi-Xi

ヰ-x
:
)+ 1(x1-x~) ~ 0 (
4.8
，
=
x
X;
(. X: (
4，8
Ib) あ
:1.086
8x.+0
.34
82-28.
464 4c)

I
ntheori
gina
lp ro
blemEquat
ion(4.
81b)isu
sedt
osub
sti
tut
eforth
eorig
ina
lvar
iabl
es C4:X2-XI+0.001~O (
4.8
4d)
a
fte
rwhicht heprobl
emc 叩 beexpre
ssedinte
rmsofsca
ledvar
iab
le.Analtem
ate
f
ormul
ationistouseon1
yt heup
perv a
lueofth
esid
econst
rai
nttosca
1ethcdes
ign 0
.02~ XI~ 1
.0
; 0
.0 ;x2~ 1
25 .0 (
4.7
9)
v
ari
abl
e:

s
i=x
i/4
e (
4.8
2a) Sec4_5_2_scaled.m: The c ode( couldh av
eb ecn par
to fS ec 4
_5_2.m)
in
vesti
gate
st hes cal
e dproblemi n出巴 sameway伽 tt h
eo ri
gina
lp roblemwas
x
j=x
j寓 (
4.8
2b) in
vestig
a凶 .P ri
marily，出isexpl
o i
ts由巳 inf o
rmatio
nfromt h
egraphi
calsoI凶o n.1
tis
expe
cted出品tt hesolutio
nf o
rt h
ed esig
nv aria
b1eswil
lbet hesamca lth
ought h
e
While曲 i
slim
its山巴 h
ighersc
aldva
e 1ueto1，i
tdo
esnotse
t出el owersc
aledvalu
eto mu1ti
pli
erv a
1uesareexpecte
dt obed if
fere
n .
tFromt h
einform
ationin出eWorkspace
zer
o.F r出eexampleo
o f山issect
ion，th
erei
snon e
ces
sityforsca
lingthedesig
n windowt heoptimalvaluesforthed es
ignv ar
iabl
esarex =
i 0 .677
4a ndx =
i 0.6445.
var
iabl
essinc
ethei
rorde
J'ofm
agnitud sone，
ci whichi
sexa
ctlywhatsca
1in
ga t
lempt
s AI
lo f帥 c ons
trai
ntsa r
efeas
ible.Theo ptima
1v a
luesof白emu1ti
plier
sh avechang
ed.
toach
ieve. The問 isnol oogeraz e
rom ultipIie
r-ith astumedp osi
tive
.Th e
reiss t
il
lo ne
mu1tip
lie
rw ithan egativesigni mplyin
gt hep o
inthasn o
tmet白巴 Kuhn- T
u c
ker
Sca
lin
gt h
eC on
strai
nts:Sca
lingoft
hefun
cti
onsin出eprob
lemisu
sua
llycri
tic
al con
ditio
DS.Actually，i
tshouldha vebeenantici
pateds
incechang
ingo flh
es i
gl
lo ft
he
f
orasuc
cess
fulsol
uti
on.Nu
meric
altech
niq
ucsusedino
pti
miz
ati
onarei
ter
ati
ve.In mul
tipli
erisnotp o
ssiblewithscalin
g.
200 NONL
lNEARPROGRAMMING PROBLEMS 2
01

Th er
eiss il
tIt hematte
ro finconsisten
cyb et
w田 nthegra phic
a ls ol
utionandthe 4
.MATLAB
ーDemos S
ymb
oli
cTo
olB
ox-
Int
rod
uct
io.o
n n
lin
ere
sou
rcei
n MATLAB.
dis
sati
sfac
tionoftheKuhn- Tuckerconditi
ons.Explo
ringthisp a
rticularexamplehas M athWork sIn.，
c MA.
beenveryto r
turo
usbuthasp rovid
ed白eo ppor
tunit
ytoexplorei mpor ta
ntbutrela
ted 5
.B u
r den，R.L .andF a
irs，
e J.0.，Numerical刷 物' si
s
.4 t
he d
..PWS_KENTP ub
lish
ing
qua
ntit
iesI ikcs c
alin
g.A n otheri mporta
ntc ons
ider
ationi s 出e s co
pco fthe Company， Bost
on.( 1
989)
Kuhn-Tuckerc o
nditi
ons.Theseconditionsappかonlyatreglllarpoints. 6
.F ox，R.L..OptimiwtionMethodsforElg
I i
neerin
gD e
sig.A
n ddison-W
esley，R
eadig，
n
MA.( 1971)
RegularP oln
ts:Regularp o
ints[8]ari
sewhene q.
uali
tycon
str
ains，h
t (X)，ar
e 7
.V飢 d erpl
aats，G.N .，N/lmeri
calO p
timi w
t i
onT ec
hlli
quesforElIgin
eer
ingDes
igl
l.
P陀 s
ent泊 白eprob1e
m .百le
yar芭a1s
oe x
tende
dtoac
tivein
叫回Iitycons住必nts(
pseu
do McGmw- Hi11，NewY or
k.( 1
984)
equa
1itycon
s位剖 n
ts)
.Kuhn-Tuckcrcond
iti
onsar
cv a
lidon1yf
orregu
1arpo
ints
.百 l
e 8
.A ror
，J
a .S.，lntrod
ucti
ontoO p
timaIDes
ig .Mc
n Gmw- H
il， NewY o
rk.(19
89)
twocsscn
tia
1feat
uresofare
gularpo
intX.are .Kuhn，
9 H.W.a n dTuckc，
rA.W.， Nonlu
l earProgram
ming.P r
oceedin
gs01th
eS e
cond
Be
r k
el e
ySymposiumonM athem
aticalS t
atis
tic
sa l
ldProbabi/
i
.η，J.Ncyman( c
d.
)，
・
• ThcpointX i
sfe
asi
ble(
sat
isf
ie l
saIc
ons
tra
int
s). Un
i v
crsityofCalifo
rni
aP r
css，195
1.

. Th
cgr
adi
ent
soft
he叫 ua
1i
ty∞n
str
温in
t l
sぉ wcIa
sth
eac
tiv
ein
叫 回l
it
y
c
ons
tra
int
satX.mustf
ormal
in釘 i
e nde
pen
den
tse
tofv
ect
ors
. PROBLEMS

Int h
es ca1edproblemo fExamp1c4. 3t h
cc on
strain
tsgIand8 3a reactiv
e.The (
In many o
fth
epr
obl
ems be
1ow，you a
rer
equ
ire
dtoo
bta
int
hen
ume
ric
al
solutinx
o j=0 .6774andxi=0 .6445i sfeas
ible. The gradien
to fgI is Vg.= s
olu
tion
.)
[-37.631435.454司T.Thegradi
e ntofg2i =
sVg1 [ -34.3
11 930.47
86]T.lta p
pear
s
thatthetwog radi
cntsarca1mos
tp aral
1cltoeachoth巴r
.T hisisalsocvidentinth
e 4.
1 Defin
ctwon onli
nearfu
nct
ion
si ntwovari
abl
es.Findth
cirs
olut
iont
hrou
gh
graphic
als olutio
n. The gradi
e ntst h
erefo
rca ren otI ine
arly indepcndcnt- cont
ourplo
ts.
Kuhn-Tuckcrc o
nditio
nscannotb ca p
pliedatthi
sp oin.
tT hisdoesn otmeant h
e 4.
2 Forthcfunc
tion
si nPr
oblem4.
1o b
tainthegra
die
ntsofthefu
ncti
onandU
I巴
pointisnotal oca
lminimum.Th 巴r巴isgra
phicalevidencethati
tisi ndeedso. Jac
obian
.Confirmthemusi
ngtheSymb
o l
icMathT oo
lbox
.
Kuhn・Tuckera r
et heon1yav ail
ableforma1condit
ionsf orrecogni
tiono fth
e
4.
3 D
efineth
edes
ignspace(cho
osessi
deco
nst
rai
nts
)forat
wo-
var
iablep
roblc
m.
optimum v a1
ues.Iti sunivc
rsa1lya pp
liedw i
thoutr ega
r dtor egu
lariか Some
.
D
cfinetwonon1
in
earf u
ncti
onsintwovar
iab
lesth
atdonothav
eas ol
utio
n
addit
iona1con
sidcrat
ionssh
ouldb ckeptinmind[ 8
].
w
ith
inthi
sspa
ce.Gra
ph i
ca1l
yconf
irmth巴r
csu
l.
t
4
.4 D
efine ades
ignspa
cef o
rat wo
-var
iab1epro
blem.Def
inc two n
onli
nea
r
Ifequa
lityconstr
aint
sa represen
ta nda l
1o f白ei nequa
1it
yc ons釘'
ain
tsare f
unc
tionsi
ntwova
riab
les白紙 h
aveatle
asttwoso
lut
ion
swith
in白es pa
cc.
ina
ctie，出e
v nt hep oin
tss at
isfy
ing 白cKuhn- Tucker condi
tions may be
4.
5 Defin
ean onl
inea
rf u
nctio
no ftwovar
iab
les.Chooseacontourv
alueanddraw
minimum， maximum， orasadd1epont
i .High
cr-orderconditi
onsareneccss
ary
thcco
ntour.Id
cnt
ifyapointonthccont
our.Calc
ulatet
hev a
1ucoftheg
radi
ent
toidc
ntif
yt h
ct y
peofs o
lut
ion.
atth
atpoint
.Drawthegr温die
ntatth
epointusi
ngthecomputedval
ue・Ca
lcul
atc
I
ft hemu1ti
plie
rso ftheactiv
ei neq
u a
1it
yconstr剖ntsar eposi
tiv，t
e hep oi
nt
canno
tb ea10ca
lmaximum.I tmayn otbealocalminimume i
the
r.Ap oin
tmay
由巳 Hess
i回 鉱 山ca bovepoin.
t
bcamaximumi f出巴 mul
tipl
icrofana c
tivci
n叫u alit
yc o
n s
trai
ntiszer
o. 4
.6 U
singth
erel
nti
oninEqua
tion(4
.2)，
3 es
tab
lis
h伽 tthegr
adi
enti
sno
rma
ltot
he
t
ang
ent[ap
hysi
calin
ter
pret
ati
onforE
quatio
n(4
.23
)].
4
.7 D
efineano
nli
nearfu
ncti
onof伽 民 va
ria
ble
s.Chooseapoi
ntinth
ed e
sig
n
s
pac
e.Fid出eg
n rad
ientof出巴 f
unc
tionatthep
oin.
tCa1
cul
ateth
eH e
ssia
n
REFERENCES
m
atri
xatt
hesamcpont
i.
1
.Stcn，
i S.K .Calcu
lusandAna
lytic
a lGe
omet
ry.McGmw-H ，
I
i NewY or
k.(19
87) 4
.8 Exp
rcssth
eTayl
orser
iesexpan
sion(qu
adra
tic
)o fth
efunc
tionf
tx) (2-3x+=
2
.Hoste
tle
r ，G.H .，San
tin，M.S
a .，a ndMontnlvo，P.0.，Ana
lyti
cal
.N wn
eri
cal.and
x
2)sinxabou
t由巳 po
intx= 0.7
07.Confirmyourre
sul
tsthrou
ghtheS
y m
bol
ic
C
omputation
alMethodsforSci
enceandEngin
eering.Pre
ntiω-Ha
1I
.E n
glewoodCI
i飽
， MathToo
lbox.P
lottheor
igi
nalfun
ctio
nand出ea p
prox
imati
on.
N
J.(1991) 4.
9 Expandth
efu
nctionf
tx.y)=10(1-x22+(
) y-2
)2qu
adra
tia
c1l
yabou
ttep~int
h
3
.Molcr，C.andCosta.P
.J.，
SymbolicMathToolbox-forωewithMATUB-UsersGuide， (1，
1.Howwi
) l1youdisplaythein
for
mati
on?Drawthec
ont
ourso
ftheo
rig
ina1
Mat
hWor ksInc
..MA. fun
ctio
nandtheappr
oximati
on.
 5
202 NONL
lNE
ARPROGRAMMING

4
.10O
btainth
esolut
iongr
aph
ical
lyforthe
c a
sewhenEqu
atio
n(4
.10
)isad
dedto肱
p
roblemdefin
edb yEqua
tion
s( 4.
36)，(4.
39，and(
) 4.3
7).O
btain出esol
uti
on
u
sig白eS
n y
mbolicMathToolbo
x.
4
.11O
bta
in白cs
olu
tio
ntot
hco
pti
miz
ati
onp
rob
lemi
nSc
cti
on4.
4.
4us
ingMATLAB.
4
.121
nSe
cti
on4
.51，o
. bta
int
hec
oef
fic
ien
tsf
oraqua
合 凶Cf
i
tto出ep
rob
lem
.
4
.13 Useanexampletoshow白紙 optimumvalue
sfort
hedes
ignva
ria
ble
sdonot
cb甜 ge江 t
heobj
ecti
vef
unct
ionism
ult
ipl
iedbyaco
ns凶t.Prov
ethesamei
fa
co
nstanti
sa d
dedto出efun
ctio
n.
4
.14 Howd o
esscaIi
ngoftheo
bje
ctiv
efunc
tio
naffc
ctth
evalu
cof山em u
lti
plie
rs?
Usca
mu
lti
p
ncxamplct
li
ぽ s?
oi
Checkw
n
f
i
e
t
rt
h
ha
e陀 s
nex
a
u
m
lt
p
.Howd
le
.
oe
sscal
ingt
hecon
str
ain
taffe
ctthe
NUMERICALTECHNIQUE8-
THEONE-DIMENSIONAL
PROBLEM

τ'
heo ne-dim
ensionalu ncon
straincdo pti
mizationp ro
bl emisofteni ntr
o d
uced阻 d
sol
vedn umer
icallyinmostc o
u rse
s山a td eaIwithn ume
ri c
ala n
alysis
Jtechni
ques.It
app
earsi nd
irec
tly，notablyasfi n
dingt h
er ootofan online
are q
ua t
ion，whichi s山e
samea ssat
is今ing山eFOCf o
ra nu nconst
rainedoptimizatio
np roblem.Twoo fthe
pop叫art ech
niquesare白eNewton-Ra p h
sona nd出eb iscct
ionte c
hnique
.τ' e
h y釘 E
int
roducedi nS ect
ion5 .2t op rovide ac omparisonw itht h
em ethodsu sedi n
opt
imizati
on.I ne ngi
neeringd csign 山es i
ngle-v
ariab
leo ptimizati
onp roble mis
prob，l
曲 ya回 vialiy，b
t utone- dimensionaloptimizat
ioni sac r
itic
aIcomponento f
m凶t iva
riab
ledesi伊 a ndisd iscussedinS回凶on5. .M
3 eanwhilet hecIass
icalroot
fin
dingm ethodsi den
tifie
da bo vedon otp la
ya nys ignif
ican
tp artinn umerical
opt
imizatio
nt echniq
uesa stheya rec o
nsideredcomputationa
llye xpensiveandn ot
rob
ustenougho veralargecIas
so fproblems.Ani mportantcon
sidcratio
ninno n
Iinear
des
igno pt
imizat
ionisthatduringtheini
tia
litera
tion
s ，
whenyoua r
et yp
icall
yfaraway
合om白es olu
tion，accuracyc 皿 b c位置d edf orspeed.Int hes
ei tera
tion
sitisa lso
imp
ortanttomovet hr
oughto山cn cxlitcr
atin，
o instca
do ffal
teri
ngat白ec ur
rentone
.
These
.cri
teri
ah a
v e陀 q
ui悶 dthatthco ne
.dimensionaltechniq
uesb esimpleinconcept
asw ella se asil
yi mplem
cnta b
le. Two d iff
erentt echni
ques，t hep olynomial
approx凶lati
onand曲eg oldense c
tion，prov
idep opu
l a
rs upp
ortform ostoptimi
zation
soft
w 訂e.Veryo fte
nt hetwot echniquesarei mpl
em en
te dincombination.The yare
dis
cussedinSection5.2
.

203
204 NUME
円IC
ALT
ECH
NIO
UE5-T
HEO
NE.
OIM
ENS
ION
ALP
ROB
LEM 5
.2 SOLUnONTOT
HEP
ROB
LEM 205

5
.1 PROBLEMDEF
lNITION Thesecon
dsolut
ionisus
efulo
nlyifex
pressi
on(5.3
)isanac
tiv
ec o
nstra
intOth
erwise
th
esolu
tiont
oExample5 1wi
. l
1preva1
i.百lefin
alsolu
tio
nchosenensu
陀 sex
press
ions
I
nordertocon
nectw it
hthed i
scu
ssionslat
er，th
eone-
dime
nsio
n a
lv a
riab
lewil
lbe 5.
( 1
)ー(5.)a
3 resat
isf
ie.Ag
d ra
phic
a li
nves
tigat
ionin山enexts
ectionsho
uldil
lus
tra
te
i
den
tif
iednsαins
te a
do fX o
rXI・Inthefol
1owingch
apte
rs血isisa1s
or e
fer
redton
s th
isfe
atuec
r 1ea
rly
.
t
heonc-
dime
nsionalste
psi
zec o
mpu
t a
tion.

Ex
ample5
.1 Thi
sexamplei
ssi
mil
art
oonei
nCh
apt
er4
: 5
.2 SOLUT
lONTOTHEPROBLEM

Thesol
uti
ont
oExamples5.1佃 d5.1ai
sexaminedgr司p
hic
aII
y.Nex
tthec
1nssi
calr
oot
Minimize f
(α)=(α_1
)2(
α-2)(α-3
) (
5.1
) fi
ndin
gtec加iq
ucsofNewton-Raphsonand山ebisec
tio
nmethodar
epres
ente
d.These
M芭 f
ollow
edbythepoly
nomialapproxi
mati
ona nd山eg o
ldens
ect
ionmcth
od.
S
ubj
ect
to: 0SαS4 (
5.2
)
5
.2.
1 GraphlcalSolutlon
Theproblemdoesnotrepresentanyrealdesign.Itwasconstructedtohavemultiple
loc
al minimums w ithint hea reao finterst
e.E xpression(5.1
)r eprcsentsan Theexamplehasal
readymadei t
sappear
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einC ha
p t
er4.Figu閃 5
.1isapl
otofth
e
unconstrninedproblem.Thesideconstraintsac
c ompanyal
1problcmsinthisbookto ob
ject
ivefunct
ioninEx ample5 .I
.1 tals
oinclu
des出cs o
lut
ionωExample5 .1
a.I
f
conveytheideath
attherea r
enotruIyunconstr
ain edproblems
.Sideconstraints
also ex
press
ion( 5
.3)rep
resentsani nc
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-
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.S ect
ion5.2w i
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sq u
ited if
fer
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et w
o-vruia
bleproblem
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problemthroughthcvariousmethodsmentionedcari
Ier.

5
.11 ConstralnedOne
. -DlmenslonalProblem

Theo n
lycons~raint t
hatExample5，1
. asin
gle-
vari
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eproblem，ca ∞
na，ommodateis ，
i
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h
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ustbecomesac
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g
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pro
blem.

{国}回，(司)-

内'h
Example5
.1a
c
ons
tra
lne
dminimum
Minimize f
(α.
)=α ー1
( )2(
α-2)(α-3
) (
5.1
)

S
ubj
ectt
o: g(α
):0
.75
α2-1
.5
αーIS0 5.
( 3
)

OSαS4 (
5.2
)
。
I
na c
tualappl
icat
ionsi
tismoreiI k
ely出atcxp
ress
ions(5.
1)ー(5.
3)e
sta
bli
shtwo fe絡iþI~ .r~砂舟"
ー1属 .
、
p
roblemsth
atprovid
edi
ffer
entsol
utio
nsto出cste
psiz
cα.Thefir
sti
s白esolu
tiont
o
-
、
.
e
xpre
ssion
s( 5
.1)and(5.
2)，whichisthesamcasExnmplc5.1
.Thesecondisth
e H J " ' l ι g l o b a l~Inlmum
s
olu
tionto
;
.
. 『ーーーーー unco
nstr
ainedminimum
-
2

g
(α.
):0
.75
α2-1
.5
α ー 1=0
。 0
.5 .6
1 2
a
3
.5 4
5.
( 3
)
OSαS4 (
5.2
) 円g
ure5
.1 G
rap
hic
als
ol
ul
io
n:E
xam
ple5
.1
.
 2
06 N
UME
AIC
ALT
ECH
NIQ
UEー
S T
HEO
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OIM
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ALP
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5
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ple
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ionbycalcu
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1α
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.The
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5 )issa
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e
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henthesolut
ionhasb eenfound.Ifconver
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ated
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=2.6484; f*=ー0
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5.4a
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alueprovid
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oceedwith出巴 n ex
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1a c
alcu
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a p
hsonisjustoneofthewaysωe stabl
ishthe
I c
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iable
.

α*=2
.52
75; f
.=-0.5815 j
l
費
(
5.4b
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eo ft he
v
ari
able
.Iti
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medtha
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2 Newton-RaphsonTechnique a
chieveconv
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t(α
dゆ
+似)=中(α)+25Aα=0 (
5.
6)

中(α)=0 (
5.
5)
Aα=一魁旦1=-'坐 c b
(o
、
，.
)I (
5.7
)
w
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百l
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alfea
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etricu
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. F
orEqua
tion(5
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cct
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igu
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2iIu
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ntα =3.

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niq
uea
ddr
css
ingE
qua
tio
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.5)c
anb
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riz
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s Example5.
1 TheNewt
on-
Rap
hso
ntc
chn
iqu
eisa
ppl
iedt
oth
efi
rst
-or
derc
ond
iti
ons
(FOC)o .1
fExample5.
G
enericAlg
oritl
rm(A5
.1)
St
ep1.Assum 巴α

S
tep2.C a
lcul
ate.
1α M
ini
miz
c α
f()=
(α ー1)2
(
α ー2)(α-3
) (
5.
1)
S
tep3.U pd
ata
e =α+. α
1
I
fconverge
d中(()=
δ :0)出e ne
xi
t S
ubj
ectt
o
: 0SαS4 (
5.
2)
I
fnotconver
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匂: :0
;
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十-
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(5
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 208 N
UME
RIC
ALT
ECH
NIQ
UES-T
HEO
NE.
OIM
ENS
ION
ALPROBLEM
5
.2S
OLUTlONTOTHEP
ROB
LEM 209
1
0
τ'
hec
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iveit
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st oco
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et h
ev a
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Ito
1
.0E心8(co
nsi
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rohe
re.T悩sva
) Iueof1.0E・08i
sterm
edthecon
verge
nce(
or
stopp
ing)c ri
terio
n.Thca ccc
lerationo fconvergenceo rrat
eo fconvergencet othc
8 solut
ionisf o
r m
allyd e
fincdinmanyd iffe
rentways.Oneo fthcwaysi stomonitorthe
ra
tioo fゆ (α+6α) 1
中( α).Ano thcrisωtrack6α.l na ppl
yinga ndu nders
tanding
numericaIt e
chniquesitisimporta nttodevelopa nins
tinc
ta ndfeelforthenumbers
6
correspondingtovariousfuncti
on s脳 血ei tera
tio
nsp ro
gres
s.Thes peedo r白e q
uality
ofc onvergencecanbeg augedby出es hi
ftint hedccimaIp oi
ntint hequanti
tyo f
int
erestt hr
ought heitera
tio
ns.C o nside
rt hevaIueo ft
Ithrought hef i
vei te
rati
ons
[4.0000，0.8750， 1040，
0. 0.0023， 0.00
00].Defin
itely白ec hangcsin中a ren on
linea
r.
TheNewton-Raphsont e
chniq uecanb edirecUyappliedtoE quat
ion( 5.3
)-after
a
I lth
emeUlodi sdesignedtoo p
era teonthesekindsofproblems.I
tislef
tasa nexe
rcise
for山巴 r 回 d
er.百l ereisav eryi mportantfea
tureo fmosti tcr
ati
vet echn
iquesthat
2 exp!ore m叫 tipl
es olutions-asi s 白ec aseo f Example 5 .1
. Rerun t hec ode
Sec5_Zι2.mw ithas tart
ingvaIueof0 .5f ra
o .
.Afters ixitera
tio
ns，αconvergest o
出ev aIueof1 .0，whichi salocaIminimum.Whe rewouldi terat
ion
sl eadifthesta
rt
。 v
t
a
Iuei
wo-va
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ri
a
.
b
l
5?Thesea
ep ro
blem.I
nsw
nat
e
y
r
p
sa
ica
r
Ie
e回 s
ngin
yt
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os
i
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田 g

gd e
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g
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Il
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igni
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erience
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tion
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-2 multi
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iven umericalt e
c hn
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0 0
.5 1
.
5 2 2
.5 3 3
.5 4 designedtoc onvergetosolu
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lgu
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.2D
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5
.2.
3 BisectlonTechnique

ηJeT echnlque:Twoi te
rat
ion
sareshownhere.Thec o
mpleteappli
cati
onisdone Thisisanotherpopulartcch
niquetof in
d曲 目 ∞t ofafuncti
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tisa lsoc a
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th
roughMA11ABcodesecs-2-2.m.Thecodeu sessym
boliccalc
ulatio
n.Inrumino searcho ri n
terva
Iha Ivingp roc
ed u
re.U nli
ket heNewton-Raphson method t h
is
悦 codethefig
urewindowd
ispla
ys印 刷r na
tionoftheit
er
ati削 rave
lω 曲 目 仰60; proceduredoesn ot民 qui
ret heevaIuati
ono f白eg r
adientof曲ef unctionwhoser o
ot
Al
soshowni sthec h
angein6αwithe achi t
era
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n. Thei t
era
tiveresu
ltsare i
sb eingsought.Oneo fthereasonsthemethodi sb e
ingi ncl
udedist ocomparei twith
summ
arizcdinat a
bl t山ec
e8 n
d.Theca1
cula
tionsreq
uircthegra
dientof中(α)
: thegoldens c
ctionmethodd iscuss
e dla
tcr
.Then umericaltec
hn i
q uei n山ismethodi s
basedonthe問 おo ning白紙 t her
l
∞t(orzero)ofafunctioni strappedo rboundb etween
ゆ'(α)=2市(α-2)ポ(α-3
)+4
*(αー1
)*
(α ー3
)+4
*(α ー 1)*(α-2
)+2
*(αー1
)^2 apositiveandan e
gativevaIueoft hefunction
.Th ea ctua
Is o
lutiona c
hievedby血E
methodisa nintcr
valinwhich出ez eroorthesolut
i o
nc anbelocat
e d
.Thcf ina
Iinte
r v
al
I
te
rat
ion1
: i
st yp
i回lIyd ctcrminedtobeav crysma Iv
l alu
e，callcdthctolerance， oftheordcrof
lOE-08.S 泊c e出i sisar ootf i
ndingp rocedur，whena
e ppliedtoo ptimi
zationitis
α=3; f(
α)=0.0; ゆ(
α)=4 t
I
'(α)=16 6α=-0.
25 applicdto恥 g ra
dientof批 o t訪問t iv
ewhichwei de
ntific
da sゆ (
α.)Eq u副o n(5.5
).
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hingtheminimumo ftheob j
ectiveisther
e b
yt ran
slat
cdtol ocating曲er ootof
t
I(α+L
1α
.)=0.875-notc
onv
erg
ed，
atl
eas
tan
oth
eri
ter
ati
onn
ecc
ssa
ry 出eg radientf un
ctio
n.I tisp os
siblct od evcl
opab isec
tiont cchniquef ordire
ctly
I
te
rat
ion2
: handlingtheminimizationproblem.
Themethodr 珂uirestwop ointstos t
art，sayαnandαb・Thev aIueo fItat由民E
point
s must b eo ppos
itei ns ig n.
τ' hescc an be t h
es idcc onstrai
ntso ft he
α=
2.7
5; f
(1α
.)=-
0.5
742
; 中
(α.
)=0
.08
75; 帆α
.)=
9.2
5; 却 = ーO
.ω4
6
。
one-dimensionaIoptimi
zationprob l
em.ltisassumed白紙 a tIcastones ol
utio
ne x
ists
in白 i
si n
iti
凶i nter
val.Duringe achitera
tion，出isinteva
r 1ishaIvedwith出emidpoint
(α+6α)=0.1040
ーno
tco
nve
rgd，
e a
tle
asta
not
hcri
ter
ati
onn
cce
ssa
ry
ofthei n
terv
alr epl
acingcit
her叫 orαb， whilek c
c pi
ngt hcrootst
illt rappc
db ctween
 210 N
UME
RIC
ALT
ECH
NIQ
UES-T
HEO
NE-
DIM
ENS
ION
ALP
ROB
LEM
5
.2S
OLU
TIO
NTOT
HEP
ROB
LEM 2
11

a
mct
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alu
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pos
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ign
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owi
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a
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ase
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edu
res白 紙 紅er
epe
ate
d). 5.
2.4 PolynomlalApproxlmatlon

A
lgo
rit
IJm
!orB
ise
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onM
etl
lod(
AS.
2) Theme 白odi ssimp
lcinc once pt
.Insteado fminimizingad iff
icu
ltf unc
tiono fone
vari
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matesthefunctio
n.Thco ptimalvaIueof
S
tep1
: Choose叫 a
nd叫 t
ost
artL
. et叫 〈 叫
曲ev ariab
l 巴白紙 m ini
mi z
e sthep olynomialist hcnconsidcredtoa pproximatcthe
S
tep2
:Se
tα=叫 + ( 叫 ー 叫)
12 optim
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Je
S
tep3
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)=0
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olu
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dratica pp
roximationiss t
a nd
ard
叩 les
s曲e曲i rddegr
eeisw釘 r ante
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tscriouserro
rsina pprox
imationare
日se If(αb-αn)<l
OE・04-t ol
era
ncemet-e
xit
expectedif出ep oly
nomialist osimulatet h
eb eh
aviorof出eo ri
ginalfuncti
ono vcra
E
lse Ifゆ(α.
)*中(叫)
>0.0;曲 en叫 ← α 釘.
l g
er angeo fvaIu
eso f山 v ar
iabl
e.M a the
maticalt1Jeoremse x
ist白紙 j ustif
ya
Elseαb←α quad
raticr ep
rese
nta
tiono ftJef
1 un
ction， wit
hap rescri
b e
dd egreeofe r
ror，witJi
Ina
got oS
tep2 smaJln eighbor
hoodo ftJem
1 inimum.What山 i sensuresi s 出att1Jepolynomial
approxima
t iongetsbette
ra s白 eminimum i sb ein
ga pproach
叫. E xample5 .
1.
Wec
ons
ide
rExample5
.1whichi
sre
pro
duc
edh
ere repf
吋u cedforconv
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o I1ustr
atio
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e.

Example5.1
Minimize f
{α)=(α_1
)2(
α-2)(α-3
) (
5.1
)
M
ini
miz
e f
(α.)=(α_1
)2(
α-2
)(
α ー3
) (
5.1
)
S
ubj
ectt
o: 0Sα 云4
(
5.2
)
ThcFOCis S
ubj
cctt
o: 0SαS4 (
5.2
)

Aquad
rati
cp o
lyn
om JP
ia (
α)i
sus
edf
ort
hea
ppr
oxi
mat
ion
.Th
isp
oly
nom
iali
s
中
仰α
(何
仲 e
xpr
essedas
(
5.
8)
P
(α)=bo+bρ+bα2 (
5.9
)
2

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: This地 孔ABc oder u
nsth
eb i
sec
tionmethodon臥 制p l
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…
NUMERICALTECHNIQUE5-
THEONE-DIMENSIONALPROBLEM 5
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220 N
UME
RIC
ALT
ECH
NIO
UE5--T
HEO
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DIM
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LEM 5
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DDI
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UME
RIC
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DIM
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dens
ecti
onmethodtothero
otfin
dingproblemi
simp
ort
ant
t
oaccommodatecq
uali
tyandin
equ
ali
tycons
trai
nts.Con
siderExample5.
4:
Example5_3.m: Thism-f
ilei Is
sl edtoimplementexpr
ession(5.
25)
.Itcall
st h
e
MATLABbui
lt-
infuncti
onode451 0uset h
eRunge ・Ku
tta4 /
5o rdermetho
d.The
(α
g )
:0.
75α，
2_1
.5
α ー 1=0 (
5.2
7)
fun
cti
onode45req
uire
st h
esta
teequati
onstob eav
aila
bleinanothe
rm-fi
le.Ita
1so
E叫uir
es出edef
ini
tionofth
eint
erva
lofinte
grat
ionaswel
lastheini
ti
alcon
diti
on.The 0$α$4 (
5.2
)
fol
lowi
ngli
nefromthecod巴dc
scrib
estheusage(曲ecodeiswelIcommentedtoo)
明i
sis白ei
neq
ual
ityc
ons
回 i
nto
fEx
arn
ple5
.lae
xce
pt伽 ti
tist
ran
sfo
rme
dtoa
n
[t y ] ode45('Ex5 3 state'，
tintval，
bcinit); e
qualit
yc onstm
i tI
n. n血i
sformt heαne
cessarytomakeitint
oana c
tiveco
nstr
ain
l
c
a nbeestabl
ishe
d.Th es
imple
stwaytoa cco
mplishth
isi
stoconv
erttheproble
mto
ti
sth
ein
dep
end
enlv
ari
abl
ean
dyt
hed
epe
nde
ntv
ect
or. am in
imizationp r
oblemforwhi 抽 出en umer
icaltech
niqu
esh av
ea lre
adyb ce
n
c
stabl
ishe
d.S qua
ringEquat
ion(5.2
7)ensu
rcstha
ttheminimumvalu
ewouldb ezer
o
(
ifitex
ist
s).There
foreth
esoluti
on10Equa
tion(5.2
7)ist
hesameas
Ex
5_3_state.m: Thes
tat
eeq
uat
ion
sin(
5.2
6)a
rea
vai
lab
lei
n出i
sfi
le
.
M出m
iz: 月α
e ):[
0.7
5a2- 1
.5α-1]2 (
5.2
8)
stst [ y(
2) ，y(3) ー0.5*y(1)*y(3)]';
whichcanbehandldbyGoldSection_1Var.m.Wh
e il
e山iswasquickandpain
les
s
R
efe
rt ol
hecod
eford
eta
ils
.GoldSectlon_1Var.mi
sus
edf
romt
hecommandl
ine there
ar官 someatte
nda
ntp ro
blemsusi
ngthisapp
roach
.目隠し t h
en o
nlin回 r
it
yh a
s
f
or白isprob
lemas inc
reas
ed.Thisisusua
llynotencou
ragedinnumer
icalin
vcs
tig
ati
ons
.S econd，th
e
numberofsolu
tio
nshassat
isfy
ingFOCincr
ease
d.Figu
re5.
5rep陀sen
tsthefunc
tion
s
inEquat
ions(5.
27)and(5
.28)
.
U岨 g
e: GoldSection_1Var('Example5_3'，
0.001，
0，0.1，
10)
Sol
utlonUslngGoldSection_1Var.m:Thef ollowi
ngd is
cussi
onisb asedo n
S
tar
tit
era
tio
n: t
heexperi
enceofa tt
emptingtor u
nt h
cg o
ldens e
ctionmethodw i
ththelowerbound
a
tthev a
lueo f0，白ec asewi t
h出eo thc
re xamp
l e
s.The 問 isap roblemsincethe
start s
olu
tioncannotbef ou
nd.Th ep roblemapp回 r
st obeint h
ec a
1cul
atio
no fth
eu pper
alphal(low) alpha(工) alpha(2) alpha(up) 司
' b
ound.lnmanyo ft h
enu m
e r
icalt e
chniqu
est h
ereisana s
sumption白attheobjec
tive
o 0.1528 0.2472 0.4000 f
unct
ionbeingdea1twithis山首modal，出a tis，hasas in
gleminimumi ntheregionof
1.0000 0.1904 0.0378 0.0161 i
ate
res.F
t ort h
ist ohappen.itisassumed白a t血ef u
nctionbeingminimizedwi1l
a
lwaysdecrea
sef romthel owerbound
.Takeal ookat山ef unct
ionfinFigur
e5 .
5.It
Thef
ina
lit
era
tio
n: si
i ncre
asingatthcva1ueofz e
ro.UpperBound_1Var.ma ssumestha
t白ei n
iia
t1
i
nte
rva
1ist o
ol a
rgeandc onti
n u
estobisec
tittofinda釦n ctionva
1ue白紙 isless曲a n
iteration 12 "
4 t
heoneatthel o
wcrb ound.Thisdrive
st h
ei n
terva
Itoz e
roandt h
ef un
ctio
nise x
ited
alphal(low) alpha(l) alpha(2) alpha(up) w
iththelowerbounda ndw ithnosolut
ion
.
0.3359 0.3364 0.3367 0.3371
0.0000 0.0000 0.0000 0.0000 Remedy1: Theeas
ies
twayouto
fthedi
ffi
cul
tyi
stocha
ngctheva
lueofth
el o
wer
bounda
ndt
ryagai
n.Iti
sus
efu
ltound
crs
tandth
at山巴 p
roble
miswi
ththeca
lcu
lati
on
 P
ROB
LEM
S 225
224 N
UME
RIC
ALT
ECH
NIQ
UE T
5- H
EON
E-D
IME
NSI
ONA
LPR
OBL
EM

1
8 U岨 g
e:GoldSection_1Var('Example5_4'，0.001，0，.
1，20)

-
E
--
-e
-
start

-a・
1
6 alpha(l) alpha(2) alpha(up)
。
alphal(low)

・
'
2.6000

a
1.6069

-
0.9931

-a・
0.0289

・
1
4 2.1720

・
3.0624

・a
1.0000

-
-
iteration 16

'
-'
o
alpha(up)

-
alpha(2)

J-Mhe-e
1
2 alphal(low) alpha(l)
2.5270 2.5273 2.5278

a
2.5266

--
0.0000 0.0000

v
1
0 0.0000 0.0000
(
δ

，
}て

.••

s'p-
t
(HM)

'--e
REFERENCES
旬

ゐふ，ふ
1
.Burd
en， R
.L，a
. ndF
air
es，J
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umer
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ysi
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lis
hin
g
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989
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olu
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n 2
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yti
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inee
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ー
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1
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pli
l仰 1
101T
1 e
clm
iq附 f
orE
ngi
nee
rin
gDe
sig
ll，
M cGr
aw-Hill，NewY ork
.1 98
4.
4
.H u
ntlc
y.H .E.
， T heD l
vIl
leP r
opo
rli
on:A Slud
yi nMut
hem
ali
:
ralBea
ut.D
y o
ver
Publ
icau
ons，NewY or
k.1 9
70.
0
.5 2
.
5 3 3
.5 4 5
.S ch
lich
ung.H.，Boundaη-LayrThe
e or
y，McGraw-Hi
U.NcwYo氏1 9
79.

F
lgu
re5
.5E
xam
pl自5
.4
.
PROBLEMS
o
ft h
eu pp
erbound( bra
cket
ingtheminimum)ra山ert h
anw it
h出巴 g old
ens e
cti
on 5
.1 E
xte
ndExample5.
1toi
ncl
udctwoi
neq
ual
ityc
ons
tra
int
sfo
rwh
ichas
olu
tio
n
m
ethod.Changingthelowerboundto1andr erun
ningth巴goldensect
ionme 出od ex
ists-D
ispla
y白 f ω
鵬ul(
p
rovid
esas u
cce
ssfu
l陀 sul
twhichmatch
es出eg rap
hicalsol
uti
on.Whilesucc
esswas 5.
2 ExtendExample丘5
引.
1toi nc
Iudetwo加
in叫 u
al
叫it
ycon
stra
intsf
orwhich由
t
her
l巴1
凶sno
r
eal
ize
d.suchapr田 edur
en ee
dsuserin
tcr
venti
onωwella ssomeknowledgea bo
ut
so
luti
on.Displa
yt h
ef unctio
ngrap
hica
11y
.
t
h巴problcm-inthi
sc a
sether
ewas出eg raph
icalsol
utio
n_Thesearenotacce
ptab
le
q
ualiti
ωforanauto
maticpro低l
c ur
e.
5.
3 Reprogram白ec odeSec5_2_2.mωobtain出ev alueso，
ff，
中 andc
't
t hr
o u
gh
MA
'τ1.ABfun
ctionprogra m
s回 dapplytoExample5.1
.
Remedy2
problem
.i
:S
tsh
i
o
o
u
c
l
et
db
h
ep
epos
o
s
i
s
b
i
t
l
iv
et
es
os
l
e
o
n
p
s
ea
eth
tt
i
sp
h
o
el
sit
o
i
v
we
es
rbouodi
ig
n01t h
si
es l
o
n
p
d
ic
ea
ati
veo ft
ndmovet
h
h
e
e
5・
4 間2
2J;
;二1
3記念品2
22
:l
::
:Z
34
7tユ設計 t

lowerboundt ot h
ep ointwheret heslope isn eg
ativ. Such ap
e ointcanbe 5
.5 Id
entif
yt hevalueofαwhere山ec on
str泊nt(5.)b巴comesa
3 c
tiv
eusin
g由巳
disc
overedbyt h
esam 巴scanningproced
ure.Thcs lopecomputationi
sn umer
ical Ncwton-Raphsootechni
que.
andisbasedonforwardfi
rs
td i
ffere
nce.Onccmorc出i schangeinthelowerbound 5
.6 Implemcntab is
ectio
np rocedu
reforth
er n
inimi
zati
ono f山ef
unc
tio
nofo n
c
i
so nlyneededfortheuppcrboundc a
lculat
ion.UpperBound_m1Var.mi sthe var
iabl
e.Applyittos ol
veExample5.1
.
modifiedupperboundcalcul
ationwhichr elo
catesthelow~r boundtot h
ep oi
nt 5.
7 Forthepolynor
nia1appr d
Ol m
ationimp
lementa
tion，cxt
end出ccod
etodis
play
where theslopeisn ega
tive. The usage and informa
tion from runningthe 出eo ri
gina
lf un
c凶o n加 d出ea pp
rox
imati
ngp o
lynomial
.
GoldSectlon_1Var.mi nco
rporat
ingt hechaogedu pperboundc al
culat
iooare
shownb elow
.Thesamcu sagewitht hcoldUpperBound_1Var.md oesoot
5
.8 F
or出cg o
lde
ns e
cti
oni
mplcm
ent
ati
on，ex
tendt
hecodct
odi
spl
ayt
heo
rig
ina
l
produceanyusef
ulrcsu
lts
. f
unc
tio
nandthcana
lex
ter
nalbo
undsonth
evar
iab
le.
226 NUMERICALTECHNIQUE5-
THEONE.DIMENSIONALPROBLEM

6
5
.9 Veriちr出a
t白eb
oun
dsont
hev
ari
abl
ear
ede
cre
asi
ngby曲esamer
at
io
.Wh
yis
t
hi
sbe
tte
r白a
nth
ebi
sec
tio
nmethod?
5
.10 Howwouldyous
etupthegolde
nse
cti
onmethodt
ode
t巴r
min
etez
h e
roof出巴
fu
nct
ioni
nst
eado
ftheminimum.
5
.11 Combine出eg
old
ens e
cti
on叩 d由ep
oly
nom
iala
ppr
oxi
mat
iont
ofi
ndt
he
mmimumof出efu
nct
ion
.
5
.12 Imp
rov
巴thea
ccu
rac
yoft
hes
olu
tio
ntot
heB
I蹴 i
us叫 蜘1o
vert
hatp
res
ent
ed
i
nthet
ex.
t
5
.13O
bta
in th
es o
luti
ont ot
heB
las
siu
s 巴q
uat
lOn usmg t
hep
oly
nom
ial
NUMERICALTECHNIQUES
a
ppr
oxi
mat
ionme
thod.
FORUNCONSTRAINED
OPTIMIZATION

Thischapterilu
I s住atesmanyn umerica
1t echnique
sf o
rm uJt
ivariableu n
co n
straine
d
opti
mizat
ion.Whileu ncon s
trainedop 出 血a tio
ni sn otacommono c
cu r
renc巴in
engi
neeringdesign，neve
rth e
lessthenumeri ca
1techniquesincIudedh eredemonstrat
e
in
tere
s駐屯 i de
asanda lsoca p
turesomeo ftheearl
yi ntens
iveworki n出ea reaofdesig
n
opti
mi四 tio
n[1].Th eyaIsoprovidethemeanst osolveconstrainedproblemsa f
terthe
y
havebeent ransf
o r
medi n
toa nu n
constrai
ne done(indirec
tm巴出o d
sーC hapter7).
Thisbooki su niquefort hepres
entati
ono fno n
gra die
ntt echniques(Section6.2
)
which canb eempowered by t heu biq
ui to
usa vailab
ilityo fi n
cr芭dibled eskto
p
computingp o
wer.U ntilv eryrecen
tly.applicat
iono fd esignop t
imizationr e
quire
d
mainframec o
m pu
t er
st hatrelie
donl argep rogramsw r
itteninFORTRAN.T oday'
s
deskt
opc anrunpr ograms白 atreq凶reonlyIimitedprogrammings k
ills
.Thed e
sirefor
globa
Io pt
i m
izationh asb roughtintof o
cu snumeri ca
It echniques也a ta rel ar
gel
y
heu
rist
ic，havelimitednee dforsoph
istic
atedg r
adient-basedmeth ods，requ
i r
elimite
d
programming skiHs. and r eq
uirel i
mited programming r esource
s.U suallys uc
h
tech
niquesr e
quire白紙 t h esoluti
ons paceb es can nedu s
in gal a
rgenumbero f
it
erat
ion
s.Th esemeth odsc anide
allyberunonp ersona
Id esktopsforunlimitedtime
.
Thep r
essぼ巴 ofl im
itedc omputingresourc
e sisnol o n
geras ignif
icantconstra
inton
the
set e
chnique
s.Whilet heymaycompromiseone l eg
anceands oph
isticati
on，iti
s
impor
tantt or ecog
nize出巴 o pportun
ityt oe ngaged es
kt o
pr e s
ourcesf org re
ate
r
use
fulne
ss.

6
.1 PROBLEMDEF1NITION

Theunco
ns町ain
edo
pti
miza
tio
nprob
lemre
qui
reson
l ytheo
bje
cti
vefun
cti
on.The
bookh
aschos
entoe
mphas
izeana
ccomp
anyin
gsetofsi
deco
nst
rai
ntst
ores
tr
ict出巴
227
 228 AlTECHNIQUESFOAUNCONSTRAINEDOPTIMIZATION
NUMERIC
6
.
1 PAOBLEMOE円NI
lON 2
T 29
sol
utio
nt o祖 acceptab
leぬ i伊 叩a ce
l隠gi
on.Mostn ume
rica
l附 加i qu白 in出 S
chap
tEragpo白 血e副 ?∞ns回 intsinI叩 ngout恥 method.I t包isu
削s
釦u拘
剖I
d勿y白恥
附 P
仰on
附s凶
討i
bJi
日
i
町t
yぱ0f
th
恥
恥1
e由
砲 de叩町 t ω
ov町的
er 恥t
h
恥e討d
也cc
副 o
匂
叩n
附lIIn
tsaspa
rto
fhisexpl
orat
io
e
n
of出巴 op
timum.百 ischeck
ingof白csi
de∞n s甘副ntcanbeea
sil
yprog
r a
mm e
dinthe
c
ode.Thus，t
heprob l
emfor出isch
apt
ercanbedefin
edas

'j﹄
引J刊川川目﹄円阿川巾TIl!ll 冶
M
ini
miz
e f(X); 医]"
(
6.
1)

，
'lli
・
ι唯44whHM山川川印川仰l'I削
S
ubj
ect
to: x
f$;XI$;x
r
; i
=1，
2，• • • ，
n
(
6.
2)

t
a
-
-
6
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1 Examp'e6
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巴r
;;2312::zz;222Z2;2JZem p
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ica
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scr
ipt
ior

M
ini
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.52
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6.3
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ubj
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(
6.4
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6
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c
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dow.百le

6
.1.
3 Elementso
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21=2(Xt-15
ら)=0 (
6.5
a)
τ
'
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sofat
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niq
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gor
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m，c
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ま叩糾 1句)+2
(X )=
2-2 0 (
6.5
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g
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匂o
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234 N
UME
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236 N
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62 N
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242 N
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RIC
AlT
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re6
.5C
oni
uga
teg
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len
tme
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xam
ple6
.1
. GoToS
tep2
 寸Hjil--J41JHAHill-Jハ ー
248 N
UME
RIC
ALT
ECH
NIO
UESF
ORU
NCO
NST
RAI
NEDO
PTI
MIZ
ATI
ON 6
.3N
UME
RIC
ALT
ECH
NIQ
UEふベ3
RAD
IEN
T.B
ASE
DMETHODS 249

I
nthea
bov
e白 em a
tri
cesar
ee n
clos
edb
ys qu
areb
rac
ket
s.Thein
it
ialch
oic
eoft
he iteration number: 1
m
etr
ici
sapos
iti
vedef
ini
tema
trix
.Thei
den
tiym
t at
rixi
sasafec
hoi
ce. s
0.4990 2.2467
DFP.m: TheDFPa lgo
rith
m(A6.
7)iscode
din山ism-f
ile
.Simil
ar10thepr
evio
us delx =
0.0996
programs，fo
rtwovar
iab
les山edesi
gncha
ngesar
etrac
kedonab a
ckgro
un dc
onto
ur
0.4483
pl
o，t F
igure6.6.Thedef
aul
tin
it
ialme
tri
cisIheid
ent
itymat
rixgen
eratedus
inga y
MATLABb ui
lt-
infu
nct
ion
.
-1.1458
2.6153
U
sag
e:DFP('Example6_1'，[0.5 0.51，
4，0.0001，
0，1， 6.
20); (12) z
-1.1458
Output: The ou
tputfromtheabov
ei nvoc
atio
n( c
o p
iedf r
omt he Command 2.6153
window)canbeob
tain
edbyrem
ovi
ngthcscm
i-col
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terthes
tatem
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tThevari
abl
e B
de
fini
tio
nsm a
tchtho
sede
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dinth
ealgo
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0.0422 0.1899
=
A

c
01
ー
ム

開 0.1610 0.3676
nU

0.3676 -0.8390
A
0.8483 0.4097
0.4097 0.3509
iteration number: 2
s
1.2443 0.5446
The problem: Example6_1
The design vector，function value and KT value
during the iteど ations
0.5000 0.5000 5.3125 5.2969
0.5996 0.9483 4.7832 2.8411
2.9996 1.9987 3.0000 0.0000

6
.3.
4 Broydon-Fletcher-Goldfart
トShannoMethod

Ifyou weretoprogramo nl
yoneg rad
ient-bas
cdm巴t hod
.t hent hcBroydon-
Fletcher-Goldfarb-Shanno(BFGS)181method would be t he one.It isa
quasi-Nc
wtonmethodandc u
rren
tlyist h
emostp opu
larofth巴V aria
bleMctric
method
s.Itenjoyslhepropcr
lyo fquud
raticconvcrgenccandh a
sr obu
stnes
sb y
car
ryingforwa
rdinformat
ionfromI13
Epreviou
si ter
ation
s.Th
ed iffe
rencEb
Etween
由巳 DFPa ndBFGSi sthewayt hemelri
cisu p
d a
led.Thef orme
rc onver
gestothe
4 4
.5 5
inve
rseoftheHessia
n.w hi
lethelatt
erconvergestotheHessianit
sel
f.Inas e
nse
山eBFGS i s morc dir
ect
. The BFGS h asr eplace
dt heC onju
gateG radi
enl
F
Jgu
re6
.6 DFPM
elh
od:E
xam
ple6
.1
. techn
iquesasaw o
rkhorseinsolvin
gn on
linearequat
ions
.
250 N
UME
RIC
ALT
ECH
NIQ
UESFORU
NCO
NST
RAI
NEDOP
TlM
IZAT
lON 6.
4 N
UME
RIC
ALT
ECH
NIQ
UEs-5ECONDORDER 2
51

制州一附

山
Forc onve
rgencetheme
tricmustb ep
osi
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ini
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ti
alc h
oic
eo f

一
p
ositi
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rthemetr
icisus
ual
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ert
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地
RU
f
orquadr
aticprob
lems
.Theide
nti
tymat
rixi
susu
allyadef
aultc
hoi
ce.

A
lgorit
hm:Bro附加・F倒 的er-Goldfarb-Shanno(BFGS)Method(
A6.却
S
tep1
. ChoωeX"[
Atl(
in
it
ia
lme
tri)，
c N
2・
E"E E
3:(
tol
era
ncef
ors
top
pin
gcr
ite
ria
)
S
cti=1(
ini
tia
liz
eit
era
tio
nco
unt
er)
S
tep2
. These
arc
hdir
ect
ioni
sob
tai
neda
sas
olu
tio
nto
[A;
]S=-Vf(X)
， ，

S
tep3
.I
x川=~・+
α
ii
sd
fV
e
t
f(X
en
n
川)
i
n
TV
e
，
l
CS;
，dJ(=α，
dbyMin
f(X川)三 E
3
S，
旬並 z
ing
f(X川)
・converged
i立ぷ
ふ E cl=￨2m-3例 21
-3
.04
29 6
.50
95

fr
II(Xi
+l)ーf(X) ，I・sωp (
1~ E fun
cti
onn
otc
hun
gin
g)
I
f!1
T
X dJ(~ E
2; s
top (de
signn
otc
han
gin
g) 削 S24221; 町 =1お 4
4; X3=[H 胸 =
3.; 帆 )
0 =[g]
fi+1=N，s
I t
op(i
ter
ati
onl
imi
t)
Converged
E
lse
Y= Vf(Xi
+l)- Vf(X，
) Thet ra
nsla
tionoftheBFGSa lg
oril
hmi n
tocodci sle
ftasa ne xe
rciseforthe
yyT stud
ent
.Itisrecommcndedt h
atUlecalc
ulat
ionofthesear
chd i
rect
ioninStcp2be
[
B ーτ一
)= accompli
shedasasol
utiontoasetofli
nea
requat
ions(asl
ist
ed)raU
lerthanin
vert
ing
y
'dJ( th
em atri
xA .Oneo th
ert hin
gt onoteforExample6.1ist h
atift h
ep oly
nomial
appro
ximationwasu se
df ort h
eo ne
-dimen
sionulproce
ss，thec a
lcula
tionofα -
)
Vf(X，Vf(X，
? wouldhaveb ecne
xuc
t( why
?).
[C]=中
Vf
(X;
)'Sj
[A
j d=
+ [A
;]+[
B)+[
c]
if
ーi
- +1 6
.4 NUMERICALTECHNIQUES-
SECONDORDER
GoToS
tep2
S巴cond-
ordermethodsforuncons
traine
do pt
imizat
iona r
enotu sc
db巴c aus巴v
巴 al
ualio
n

A
p
c
s
p
s
l
i
e
n
c
t
沼t
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a
lo
lc
om
'
0
n BFGSMethod:Themethodi
p
uta
tio
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res
how
n.
sap
pli
cdt
oExample6
.1.Only
o
c
c
ft
o
o
m
p
n
h

v
eH
u
t
e
a
r
t
g
e
e
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i
n
s
o
c
i
n
a
a
l
ei
nm
l
sv
a
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r
r
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e
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i
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n

i
ge
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ve
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n
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-
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a
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r
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a
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e
a
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v
r
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sc
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n
r

ei
e
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a
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r
a
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a
t
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c
n
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c
pI XI=lsl; 川 )=5
1 .31お =[~ ~l
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Asm

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a
n

t
t
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e， n
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o
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r
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n
a
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r
. Moreovcr， U
e
s
t
l
e
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onm ethodso f由巳 las
ttwos ec
tionsarea b
let oeffcct
ivel
yf unct
ionas

WSl=lzl; 叫 =0.19耽 X2=ltzzl;Vf叶協'~] s

e
e
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c
t
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-ordermethodi sp
h
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o
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h
e
h
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I n
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lyo neb as
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d
step3Y=12Jri;m=ltml opt
imizat
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ti nthi
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x
 よ軍部慰霊3 33
252 N
UME
RIC
ALT
ECH
NIQ
UESF
O円U
NCO
NST
RAI
NEOO
PTI
MlZ
ATI
ON 6
.5A
DDI
TIO
NALE
XAM
PLE
S 253

d
ire
ctext
ens
ionre
castin出ege
nera
la l
gorit
hmics釘u
ct町巴 (
A6.1)i
spr
ese
nte
d.Once fi+1= N
I ，st
op (
ite
rat
ioni
Im
it)
a
gaint
hegen
eralpro
b l
e ma
ndsp
eci
ficexamplear
easfol
1ows.
E
lse
←

準3
M
ini
mie f
z (X)
; [X]n (
6
.1) i i +1
GoToSt
巴p2
S
ubj
ectt
o: x
l三Xi三xjt ，
i=12，
...，
11 (
6.2
)

33却損41131411ffits?hititi--1
M
ini
rni
ze f
(X)=
f(
XI'X
2)=3+(
XI-1
.5x
2)2+(
X2-2
)2 (
6.3
) ApplicationofModifiedNewtonMethod: A
lgori
thm(
A6.
9)i
sus
edt
oso
lve
Example6.1.Onlye
sse
nti
alcom
put
ati
onsarei
ncl
ude
d:
S
ubj
ectt
o: O
::
;;
XI
:豆5
;0:
:;
;x
2:
:;
;5 (
6.4
)
Step1431; f(Xt
)=5.
312
5

∞
﹁トート

∞
抑 協i
z
l

0
-EEE E -E
・
一

弓
ModifledNewton'sMethod:TheNewton-Raphsonmethod，u

nU 今
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se
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・
QU

M
5
va
riab
le，sol
vestheproblm中(
e )=O
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atio
ncan問 p
resen
t白eFOCforan

今&
ム

﹂
unc
onstr
ainedproble
mi nonevar
iab
le( Ch
apte
r5).Theiter
ati
vecha
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va
riab
leiscomputedthr
ough
s
，一
¥
=
11~.;~~~
7'~~;;;;
1.5000 ;¥
:
1
l α
' ，
u1
t=
=1
-
Uo
.0
;
: ヮ
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J.v ー
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2¥
1 f(X
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onv
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6.1
3)
d
x=ー単王L
=ーと主主 Asexpectedon
l yasi
nglei
tera
tionwasnecessarytoo
btaint
hes
olut
ion
.Tr
ans
lat
ion
ゆ'
(
X) f
"(x
)
ofthealgor
ithmintoMATLABcodeisonceagainle
ftasanex
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ise
.
wherefisth
巴 si
ngl
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aria
bleo
bje
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ef u
nct
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.Them
ult
iva
ria
blee
xte
nsi
onl
o
comput
ingasi
mil
archan
gein出evar
iabl
evecl
oris
6
.5 ADDITIONALEXAMPLES
ÅX= ー[問ー '~f(X) (
6.1
4)
Threeaddi
tiona
le xamplesa r
ep re
sentedin出 issec
tion
.Withmanyo fthenumerical
tec
hniquesalready programmed，o btaini
ngt hesolutionisam a
ttero fj ud
ic i
ous
Theo ri
gina
INewton-Raphsonisn otknown foritsr o
bus
tnessors ta
bil
itya n
d
app
licat
ionoft h
en umerica
Ip roc
edur
es.T hissecti
onalsop rese
ntssomec re
ativ
eu se
Equat
ion( 6
.14)sh
arest
hesamedi
s a
dvanta
g e
.Tocont
rolthedes
ignvaria
blechange
s
oft h
e methods a nde x
p l
oresn onq
uad r
aticp roble
ms.百l ef rrs
l examplei s 出e
andtobringitunder由eschem巴ofa1g
orit m(A6.
h l
)theleft
-han
ds i
deisdefin
ed邸
Rosenbrockproblem[ 9]
.百lIsexamplewasamongt hosec re
atedtoc ha
11eng
巴 白e
thesearc
hd i
rec
tionv巴ct
orS followed by ast
andar
do ne-dim
ensiona
Is te
psiz
e
numeri
caltechniquesfo
ru nconst
rainedminimiza
tion.Itisalsosometi mesref
err芭dto
comp
utation.Thi
sister
rne
dthemo
d i
fiedNewtonmethod.Thecompletealgo
rithmi
s
asthebanana
f u
nction.Ifyouhaveacopyo fth巴Optim
i<.ationToolboxfromMATLAB，
asfol
lows.
youwi 1
ls e
e山i sa sparto f出巴 toolboxdemo.Youwi 1a
J lsonote山a tthetoolbox
現i

cont
ainsmanyo f出巴 technique
sd ev
el opedinthi
ss e
ction.Thes ec
on dexamplei sa
Algori的m :ModlfledNewtonMe的 od{A6.9) yva¥u
iftJ

sol
utio
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lineartwo
- p
o i
ntboundar eproblemthati
sd ue10由eN avier-
St o
kes
Step1. ChooseX，JN 叫u at
ionsdescr
ibingflowd uet oas p
i nn
ingd i
sk.百1 巴lastisa nunus ua
¥d at
afi凶ng
E"E2'E
3:(tol
eran
cef o
rs t
oppin
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eri
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rves.Oncea ga
i ntheOp t
irn
iza
tionT o
o lboxpresent
sit
sv ersi
on
Seti=1(ini
ti
ali
7.
ei te
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nt巴r
) ofthedat
afitt
ingexamplewhenr unnigo
n ptdemoattheMA T LABprompt
Step2.Thes ear
chdirec
tio
ni sobtai
nedasasolut
iont
o
[H(X
j)]
Si=-Vf(X 1; [
) 町i s出eH e
ssian 6
.51 Example6.2-RosenbrockProblem
.
Xi叶 =Xi+α，
/Si; ，
AX=α.SI
αi
"isd
ete
rrn
inedbyM
ini
miz
ingJ(
Xi )
+l
TheR
ose
nbr
ockproblemi
s
S
te .I
p3 fVf(X
川 )TVf(Xi
+I)三E
3' c
onv
erg
ed
r
I
f (X
I )ーf
仲 1 (Xi
)1:
;EI
' s top (func
tionn otcha
ngi
ng) Minimize f
(xl・
X2
)=1
00(
x2-x
T2+(
) 1-X
I)2 (
6.1
5)
TsX:
IfAX :
;
;E
2・SlOp (designnotchanging) ; -
2:
:;
;X
2:
:;
;5
S
ubj
ectt
o: -
2::
;;x
l::
;
;5
254 N
UME
RIC
ALT
ECH
NIQ
UESFORU
NCO
NST
RAI
NEDO
PTI
MIZ
ATI
ON 6
.5A
ODI
TIO
NALE
XAM
PLE
S 255

Thes
idec
ons
tra
int
sar
eus
edf
ord
raw
ingc
ont
our
s.Thes
olu
tio
ntot
hisp
rob
lemi
s
> RandomWalk('Example6_2'，[
> 32 ]，200，l
.Oe-08， 0，l，20)
;
x=1.0; ;
x=1.0; I=0
.0
The problem: Example6_2
ans
2.0000e+002 1.0000e+000 1.0000e+000 1.2327e-007
Thcp rob
lemisnotoriousfr犯 q
o uiri
ngal ar
genumbero filer
ati
onsforconverg叩 c
es.
Changesindesignares mal
la sthesolu
tionisb e
inga pp
roache
d.Heret h
eRandom Sin
cet h巴r
ea r
enos topp
ingc ri
ter
iabui1
tintothemethod( wa
ss ug
gest
edasan
Walka ndConjugateGradienlmethodsareuse dtoexaminethesolu
tion.Botht h
ese ex
erci
se)，th
emethodranfor200iler
ati
ons(
fi
rs
tvalu
e).明 t
efi
nalval
uefort
hed
esi
gn
methodsarec hang
e d10drawa pprop
rialeconlourleve
ls.Toa voidc1utt
er，dis
able V削 orand山eo bj
ect
ivefuncti
onareveryimp
ress
ive:
pri
ntingle
xlinforma
tionon批 l ine
sr e
presen
tingdesignchang
es.A lso，si
nc沼山e se
methodsa
avoi
ded
rer
.Thetr
u
nf
ac
o
巴o
r200i
fthede
t
s
e
i
r
a
g
ti
o
nv
n
a
s，t
r
iab
h
l
e
efma
sont
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h
r
ec
i
n
o
t
n
i
t
n
o
u
g1
rp
0t
lo
heCommandwindowi
ti
sp r
ovidedastheoutpu
s
l
randomwalk:;
x=1.0; ;
x=1.0; I=1.23e-07
fromlheprogram，alongwlthIh巴lin
alvalu
es.Ast hefigu
rcisbeingdrawn，i sc
ti 1ear
th
attheprogr
esstot h
es ol
utioni
ss l
ow. Sol
utio
nUslngCo 呼ugateGradlentMethod:Thei
nvo
cat
ionando
utp
utfrom
t
heCommandwindowi
s

Solu
tlonUsingRandomWalkMethod: Fi
gur
e6 .7pre
senl
st heres
ullo f
ex
ecu
tigRandomWalk
n .m f
ort
hl
sex
amp
le.T
h巴p r
ogr
amin
voca
tiona
ndou
tputfr
om
》
∞njugateGradient('Example6_2'，口 )，
2 200，
1.Oe 08，
0，
四 1，
20)
The problem: Example6_2
曲eCommandwindowi
s
No. of iterations: 200
ans
9.6B07e-001 9.3700e-001 1.0222e-003

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258 N
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NEOO
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260 NUMERICALTECHNIQUESFORUNCONSTRAINEDOPTIMIZATION 6
.5 ADDITIONALEXAMPLES 2
61

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262 NUMERICALTECHNIQUESFORUNCONSTRAINEDOPTIMIZATION PROBLEMS 263

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蜘附一
OB-

aEF--
4

n"au-
ー

hv--

t
f
l7， 0，

:
.Vo pp.1 4
9 -18 19
64.

o
Compute rJoumal .

d
一

Ed-
-
一
u
au-
圃一
6.Davidon，W.C .，V ar
iableM e
tricM ethodsf orMinimizalion，U.S.A lomicE nergy
Commissi onR e
searcha ndD evelopmentR e
p o
rlN o.ANL-5 990，ArgonneN ati
onal
5
1且
Labor
atory，1 95
9.
7.Huang，H .Y .，Unif
iedApproachωQua 命凶caJlyC onv
ergen tA1gorit
hmsforFu nct
ion
Min回国. ti
onJoumalo
， fOp 肋 uw ton刀'
I aor
yandA pp
lica
tio/
ls，Vo.5
l ，p
p.405-4 23，19
70.
{SEEE幅 窃 帽 巴)S咽司・‘
a
a守 句

8.Vand
erp1aa t
s，G .N .，Nl/lneri
calO ptim
izatio
/l Te
chniquesf orE n
gineer
ingD esi
gn，
McGraw-Hi ， NewY
l
1 or k，1 9
84.
ゐ
9.Hock W.
， ，andSchittk
ow ski，K
.
，T estExamplesforNonL inearProgrammilgCodes
! ，
Lect
ureN o t
esI nEconom ica ndM at
hematicalS y
stems，18 7，Spri
nger-V
erlag，Berli
n，
、
aq

‘ 1980
.
h、 1
0.Sch
lich
t ing，H.，BoundaηILa yerTheory，McGraw-H ， NewY
i
l
I ork，1979.

。 1
1.Rogers
， G.F.，andAdams， J.A.，MathematicalElemen
tsforComputerG raphic
s ，2nded
.，
﹄
，同

h、 McGraw-H ， NewY
i
l
I ork ，1 9
90.
、 、
弘 、
1
1- α、o、o PROBLEMS
唱
。‘
・ 4

e
..
._
σ-e.
.
旬
。
可)o. 0 6
.1 Applyt
heRandomWalkmethodt
oExample5
.2.

。
。 三三土9 6
.2 S
olv
eus
ingt
heRandomWalkm
eth
od:
0
.5
x・d
ata(
rea
dfromf
ll
e)
1
.5 2 2
.5
Minimize !
(X.，
x2
) x
=1-2み2+ x1+~-2x. +4
6
.3 Applyt
heP
att
emS
ear
chmethodt 巴5
oExampl .
2.
F
lgu
re6
.10O
rlg
lna
lda
taa
ndB
ezl
erc
urv
e.
6
.4 S
olv
eus
ingt
hePattemS
ear
chm巴白 o
d:
Minimize !
(.
x.
，x)=x
2 1-2
x
1X2+x
i +
.
q-2
x..4
6
.5 Modi，
均t heP atemS
も e
archs otha
tprogramcon
tro
lp紅 白ne
tersforconto
ur

怖い)
i
pl
otti
ng，go
l dens e
cti
on，andupperboundcal
cul
ati
oncanbesetby由 巳 国er
.
Inc
lude曲巴 promptanda llo
wf o
rdefa
ultv
alue
sincaset
heuse
rd e
cide
snotto
ta
kea d
vantageofi.
t
6
.6 Tra
nslatet
hePowe1methodi
l ntoworkingMATLABc
ode.Ver
ifyt
heso
luti
onto
Examples6.
1and5.2
.StartfTomsevera
lpoin
tsandve
rif
yt h
att
henumberof
andwhicharebes
tcomputednu
meric
aly，
l somesp
ecif
ica
tio
nsar
eneededreg
ardi
ng cyc
lestoconve
rgei
s出esame.
der
iva
tivec
om p
utati
onsifth
eyaret
obeusedfo
renfo
rcin
gthen
eces
saryco
ndit
ion
s. 6
.7 V
eri
fy白紙曲es ea
rchdi
rec
tio
nsa
rec
onj
uga
tew
ith児 s
pec
ttot
heH
ess
ianm
atr
ix
f
orExa
rnp
les6
.1加 d5
.2.
6
.8 So
l v
eu singPow
ell'sm巴山od叩 d白a
tveri
fyanytwosear
chd
ire
cti
onsa
re
REFERENCES co吋ugatewi白 r
esp
ecttot
heHe
ssi
anm
atr
ixatt
heso
lut
ion
:

.F
1 e
ltc
her
.R P
rac
tic
alM
etl
lOds
forO
叫pti
miw
tin，
o Vo1
，W
.
1 i
ley，
NewYork
，19
80.
Minimize !
(.
x.
，x)=x
2 1-2
x
1X2+x
i +
.
q-2
x.+4
2
.Bren
t，R .P
.，A l
gor
ithmsfo
rMi
lli
miz
ati
onw
ith
outD
eri
vat
ive
s，加 問t
ice
-Ha
ll， 6
.9 So
lveExample5.
2us
ingt
heS
tee
pes
tDe
sce
nt，C
onj
uga
teG
rad
ien
t，DFP
，and
E
ng1ew
oodC
lif
fs，
NJ，19
73. BFGSme 曲ods
.

3
.Powel
.M.J
J .D.，
NOl
lli
nea
rOp
tim
iWl
io，A
n c
ade
micP
res
s，NewY
ork
.19
81. 6
.10Solv巴 us
ingt heS t
eep
es ，
t Conjugate Gradient，DFP，and BFGS
t Descen
methods自己 problem
4
.Fox，R.L.
.Op
tim
iza
tio
llMethodsforElgi
nee
rin
gDe
sig
n.A
ddi
son
-We
sle
y.R
ead
ing，
i+
.q-
!
MA.1971
. 附 凶 凶z
e f
(x
.OX
2)=x
1-2
x
1X2+x 2x
.+4
 7
264 N
UME
RIC
ALT
ECH
NIO
UESF
ORU
NCO
NST
RAI
NEDO
PTI
MIZ
ATI
ON

6
.11Ve
rif
yt h
ev a
lue
sinS巴c
tio
n6.
3.3us
ingac
alc
ula
tor
.Ve
rif
yift
hem
atr
ixAa
t
出esol
utio
nis山einv
ers
eofth
eHes
sian
.
6
.12Ve
rif
yifthem
atr
ixAa
tth
eso
lut
ioni
sth
ein
ver
seo
fth
eHe
ssi
anf
orDFP
me出odfo
r
Minimize f(I，
X x)=
2 x1-2xtx2+xJ+x~ -2x1+4
6
.13 Develop山eBFGSmethodi ntoMATLABc odeandveri
fythecaJcu
lati
onsin

6
.1
Sect
ion6.
4 Developt
3.
4
h
.
eM odi
fiedNewtonmcthodi ntoMATLABc odeanda pplyitto
NUMERICALTECHNIQUES
Example5.2. FORCONSTRAINED
6
.15 Howw illyouinc
orpor
ate白es id
econs
tra
intsint
othecod巴f
oraJloft
hevari
ous
methodsinthi
ssecti
on?Implemcnttheminthcnum
erica
lproced
ures. OPTIMIZATION
6
.16S
olv
eExamples6
.2，
6.3
.ad6.
n 4byoneo
the
rm巴t
hodo
fth
ese
cti
on.
6
.17I
den
tif
yands
olv
eas
yst
emdynamicsproblemu
sin
gan
ymethodo
fth
iss
ect
ion
.
6
.18I
den
tif
yan
dso
lvcy
ourownc
urv
efi
tpr
obl
cm.

百li
sc h
apt
erex
plo
resaJg
ori
thms/me
thodstha
thand
le 出eg c
ner
alopt
imi
zat
ion
pr
oble
m.Bothe
qu叫it
yandineq
uaJi
tyco
nstr
ain
tsa
reinc
lud
ed.Forane
ngin
eer
ing
prob
l 巴m thiswil
li nvolveb r
ingingsevera
ln onlinearr e
latio
n sintot h
ed esi
gns pa
ce.
Thisisc erta
intoi 即 応a s
et hedegreeo fdif
ficultyino btaining出cs ol
ution
.F orthe
designer山e reisa nadditi
onalb urde
no fb e
ingmorea tt
entivetot hedesignchanges
andt hecor r
espondingnumberst oc oaxthesolutionifthem athemat i
cald e
finit
ionof
thep roblemisparli
cularl
ys e
vere.InaJloflhes
ep roble mslherearetwoo u tcomesth
at
出巴 a lgorith
mss eekt oaccomp i
¥sh
.百 l efi
rstist oens ur
e曲a tthed esignisf e
asib
le
(s
atis自由aJlc o
nstrain
ts)andt hesecond伽 ti tiso ptimal(satisf
iest h
eKuhn 吊l ck
er
cond
i tio
ns).Wh i
lethef o
cusisond eterminin
g曲es olution，int i
me sofdiff
icul
ty，i
tis
esse
ntial10r ememberI hatf
easib
ili砂ismorei m portant出a toptima
l it
y.Alsou nsta
ted
in出巴 r estof白ec hapteris山a t出eo ptimalsolu t
ionmustbef easib
le.Twod i
stin
ct
approa c
he swi1
1beusedt oh and
let heconstrainedop ti
miza t
ionp r
oblem.Th efirs
t
appr oachistermed出ei ndire
cta pproachands olves山巴 problembyt ransformin
git
intoa nu nconst
rain e
dp roblem.Thes econda pproachi s10h andle出ec ons凶 in
ts
withoul回 n sforma tion-thedirec
ta ppro
ach.
Thei ndir
ectap proachisane xp
ressionofi ncremen
t aldev elopmento fthesubje
ct
tota keadvantageo f出 ecurren
tm ethods.Fore x創 nple，i
tl everagestheDFPmethod
toh andlec onst
rainedo ptima
lp roblems.Twoi nd
irectmethodsa represe
nted.th巴
ExteriorP ena
ltyF unction( EPF)method， and出巴 AugmentedLa grangeM u
ltipli
er
(ALM)m etho.Th
d ed ir
ectapproachhandlesthec o
nstraint
sandt h
eo bje
ctivetogeth
er
wi山outany凶 n s
for m
ation.Fourmethods蹴 p陀 s ented.百 lemethodsi n出i sbookare
SequentiaJL ine
arProgramming( SLP)，SequentialQu adraticP rogramming(SQP)，
GeneralizedReducedG radientMethod(GRG)， andS equentiaJGra d
ientRestorat
ion
Algo rithm(SGRA).

265
2
66 N
UME
RIC
ALT
ECH
NIQ
UESF
ORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 7
.
1PR
OBL
EMD
EFI
NIT
ION 267

7
.1 PROBLEMDEFINπION F
口信

Thes
tand
ardfor
mato
fth
eno
nli
nea
rpr
ogr
amm
ingp
rob
lem(
NLP
)isr
epr
odu
cedh
e陀

fo
rcon
venie
nce
:

M
ini
miz
e f
(x 2，• • • • Xn)
"X (
7.
1)
S
ubj
配 tt
o
: h
k(x
"X2 n)=O
'...• X . k=1
，2，• • • .
1 (
7.2
)

g
j(X
"X2
.・・
..X
n)~ 0，j 1 = m
.2，• • • . (
7.3
) 9<0

XISXj~xll i=I.2.....1
t 7.
( 4
)

nv
I e
cto
rno
tat
ion

M
ini
miz
e f
(X. [
) Xl" (
7.5
)
S
ubj
ectt
o
: [
b(X
)]f=0 (
7.6
)

[
g(X
)]"， S0 (
7.
7)
X
1nw
SX:
;;X
"1' (
7.8
)
3 4
F
orthi
schapte
rthefollow
ingind
icesar
er c
serv
ed:I.n
t umberofva
riab
lω;.n
1 umb
er
o
fequa
litycon
str
ain
ls;m.n umbe
ro fine
qua
litycon
stra
int
s.Manyo fIh
ealgor
ithm
s
a
ndm et
hod spre
sen
tar eason
ablelev
elofd i
ffi
cul
ty.A two-
var
iableprob
1em(fo
r 1g
F u
re7
.1G
rap
hic
剖so
lu
1i
onf
o
rEx
amp
le7
.1
.
g
rap
hicli
a 1
lus
tra
tio
n).withas in
gleequa
lityandi ne
qua
lit
yc o
nst
rainti
su s
edto
i
ll
ust
ra
tet h
ev ar
iousalg
ori出ms.Al1o fthefunct
ionsarenonl
ineara1t
houg
ht h
e Fi
gure7.1displa
yst h
egrap
hica
ls o
lut
ionto出巴 prob
lem.Itisc le
arfromthefi
gur
e
c
ons
tra
intfunc
tion
sh av
es i
mplegeome
tricshap
es. t
hatthesolu
tionisatxT=1.xi=1(why?).Thevalueoft hefunct
ionis3
.A simpl
e
a即roachtoth
es o
lut
i o
nofth
ep ro
blemi
s10u印 刷u a
tion(7.lO)1
a 0elimi
nat
eoneof曲e
7
.1.
1 ProblemFormuJatlon-Example7
.1 va
ria
bles針。m山ep roble
m由e re
byredu
cingi
ttoasin
glev
・ a
riab
leconstr
ain
edpro
ble
m.
百li
sisnotdonehe陀 buti
ti
sag oode
xer
cis
e.FIg7_l.m1willcrea
tethefi
gu
re.
Example7 .1i s as i
mplemathemat
icalf orm
ulat
ion.Itdoesnot陀 pr
esen
ta n
y
eng
ineeringprob1em.I
tiscons凶 cte
dtoh a
v easolu
tiono j=1叩 dx
fx i=1f o
r恥 7
.1.
2 NecessaryCondltions
∞nstrainedprob1emandxj=0.8520a dx
n i=0.8520f o
rtheunc
ons回 i
nedprob
1em
.
Thet woc on
str
aintfunct
ion
sh av
es impl
eno n
1ine
ari
ty.The叫 ua
lit
ycon
stra
inti
sa
引l
e n
eces
saryc on
dition
-ort he Kuhn-T
ucker(KT
)c o
ndit
ionsf o
r 由e
ci
四lew hiletheineq
uali
tycon
stra
intisane¥
lips
e.
problem-wasdevcl
opedinChapte
r4.Itisb a
sedonth
emin
imiza
tio
no f出E
Lagra
ngia
nf u
nct
ion(円.Theco
ndi
lion
sare
M
ini
miz
e f(x"X
2: x1-2x ~X2 +x
) Ix~ -2x1
r+X +4 (
7.9
)
Min
imi
ze
S
ubj
ecl
lo: h
(X"
X2: xr+xi-2=0
) (
7.¥
Oa)
F
(xl.'
Xn'A
I..
.A's
f I.
.
.sm)=fxp …xn)+λIhl+…+
( λ内+
g
(x"X
2:0
) .
25x
T+0
.75x~ -1S0 (
7.l
Ob)
P
ぱ1+・ +sg "
， "
， (
7.1
1)
5x
O: l:
55; 0:
5x 55
2: (
7.¥
Oc) 1
F
t田1
! 0bed
own
loa
dedf
rom白 ew
ebs
i旬 a
r
ein
di
ca
le
dbyb
ol
df
ac
esa
nss
e
ri
fIy
pe
.
 7
.1 PROBLEMD
EFN汀'
I ON 269
268 N
UME
RIC
ALT
ECH
NIO
UESF
O円C
ONS
TRA
'NE
DOP
TlM
IZA
TIO
N

﹁
ぞ A4
L/
sub
j配 tto山econs汀aint
s.百le陀 aen+1+munknownsi
r ntheL a
grang
ian.Thesame xi+xi-2=0 (
7.l
7c)
numbero fe
quati
onsisreq
uII
吋 tos o
lve出巴 pr
oble
m.Thes
ea r
ep ro
videdbyt
heFOC
orKuhn-Tuckercon
ditio
ns.Here
'le q
uati
onsareo
bta
ine
da s E
qua
tio
ns 7.
巴t( 17
)iss
olv
eds
ymb
oli
cal
lyi
nMATLAB.T
hcr
ear
etwos
olu
tio
nst
ha!
s
ati
sfyt
hes
idcc
on回 i
s nt 7.
s( l0
c)
dF d
r • d
h. .• d
h ，
• d81.
=~J +λ 」+ー・ + L - 4 1」+ー・ +P，
.11 d
8m j=1
.2.
...n
.
x
;=1.4142; λ・=0
0

一
a
xi axaIaxttaxi ta x
i
JS7=0;
dx
t X
;=0;
(
7.1
2)
;
x=0.9275; x
;=1.0676;λ・=-0.1217
1e
qua
tio
nsa
reo
bta
ine
ddi
rec
tlyt
1l
fOugh由ee
qua
lit
yco
nst
rai
nls
80t
ho fthesevio
lae出ei
t n
equ
ali
lycons
tra
int
.InF ig
ure7 .
1.thefi
rs
ts o
luti
on
x・
hi X
2.，
.
...xn)=O; k=1
.2.
...
.1 7.
( 1
3) d
e
d
o
f
c
in
i
sn
te
l
o
ydo
tpro
v
凶 b

id
u
tl
easo
h
es
lut
i
e
o
c
o
n
n
.
disali
lt
led
iff
icu
lt10s
ee.Zoomingsh
ouldhe
lp.Casea

m
mc
qua
tio
nsa
rea
ppl
icdt
hro
ught
he2 c
ase
s
Caseb
: g=O 百l
i
ses
tab
lis
hesf
oure
qua
tio
nsa
s

s
jj=O→i
8 f鳥=0 t
hen 8j<0
4xt-4x内 +2x ， -2+x~+2 λ x ， +0.
5sX1=0 (
7.1
8a)
島>0 7.
( 14
)
f8j=0 l
i hen
， .5ß~=O
-2xf+2xx2+2入X2+1 (
7.1
8b)
TheKTc
ond
iti
onsa
ppl
yon
lyi
fth
epo
int
saer
r e
gul
ar(
seeExample4
.3)
.
xi+x~ -2=0 (
7.1
8c)
A
ppl
lca
tio
n0't
heKTC
ond
iti
ons
:百 eLagrangian
0
.25x~+O万 x~ -1=0 (
7.1
8d)
F(x"x2• λß): x~ -2xTx2+xT+x，x~ -
2x
， +4+
Equ
ati
ons(7.
18)脱 s
olv叫 s
ymb
oli
cal
lyandl
heo
nlys
olu
tio
nsa
tis
fyi
ngI
hes
ide
λ(ヰ +~-2)+ 戸(0.25 x
i+0.75~ -1) (
7.15
) c
ons
tr剖nt
ss，

; t i -a-
r
Theee
qua
tio
nsa
res
etupt
hro
ugh
x
i=1
.; 弓=1
0 .0
; i
.
.
"=-0.
500
0; s"=O

dF (
7.1
6a)
E;=44-4xtX2+2XI+xi-2+2hi+05PXl=0 whichwase x
pected(fo
rthedes
ignv a
riab
lcsnotlh
em u
lti
pli
crs
).Thevalu
co fs"=0
i
sn o
te x
pecledaslhi
sisanact
iveconst
raint
.TheKTc ond
ition
scanbeconsi
dered10
bew e
aklysalis
fie
da ssisnotst
rct
i 1yposit
ive
.Asi nChapt
er6.where
verp o
ssib
le.
(
7.1
6b)
dF
ァ = ー2xT+2xx2+2i
C
1X2
.x
・ ，
2+1
.5sX2=0
出eKTc on
ditio
nsareusedtocheckforconver
gen
ce.

h=xi+x~ -2 。= (
7.16
c)
7
.1.
3 ElementsofaNumericalTechnlque

T
hereisad ist
inc
Idi仔e renceinthenumer
icaltechniqu
esw it
hi ncor
porati
ono ft
he.
Thef
our
lhe
qua
tio
ni e
sdev10pedt
hro
ugh c
onst
rain
lS.eveniflheideaofusi
ngas e
archdir
ectio
nv e
clori
ssti
llusefu.
lThemajor
d
iffer
encesi
nt ea
h 1gorithmsofth
ep r
eviou
schapterwas山巴 wayt hesearc
hdirec
tio
ns
Casea
: s=O Witht
hi
sin
for
mat
ionEqu
ati
ons(
7.16
)become wer
ee sta
bli
shed.Tou nders
tandthenecess
aryc han
ges.theg e
ne r
ala pproa
chfor
u
nconstr
ainedoptim
izationasseeninthepre
viouschapte
rw a
s:
，
4x1-4Xx2+2x 1 十 x~-2+2 λ x， =O 7.
( 17
a)
GeneralAlgorlthm伺6
.1)
-2xT+2x x2+2，
λx2=0 (
7.1
7b) Ste
p1. ChooseXo
270 N
UME
RIC
ALT
ECH
NIO
UESFORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 7
.21
NDI
REC
TMETHODSFORC
ONS
TRA
INE
DOP
TIM
IZA
TlON 2
71

S
tep2
.Fo
rea
chi
ter
ati
oni it
era
tio
n.百l eu nc ons
住a in
eda lgorith
mi t
selfexecutesmanyi t
era
tion
s.T hiswould
叫u
r i陀 ar obustu nc
onstraine
dm inimizert oha n
dleal a
rgeclassofp robems.Th e
D
ete
nni
nes
ear
chd
ire
cti
onv
ect
orS
j
BFGSmethodi sr ob
ustandi mpressi
veo veral ar
geclassofproblems.
(
I
twouldb
eni
cei
fth
eob
jec
tiv
ede
cre
ase
dal
ongt
hisd
ire
cti
on) Ap repr
ocessingl aski n
volvest 叩 f
r ormi n
gt h
ec onstrai
ned problem intoa n
S
tep3
.C alcu
lateAXj=α Sj ， unco
nstraine
dp ro bl
em.T hisisl ar
gelyacc omplishe
dbya ugmentingtheo bje
ctive
Note:AXj i
snowafunct
ionofth
escal
ar(Xj
asSji
sknownfromS
tep2 fun
ctionwitha dditi
onalf u
nctions白紙 r ef
lect白 ev iol
ationoft e∞n
h st
rain
tsv ery
j
(X i
scal
led白este
psizeasi
test
abli
she
s白el en
gthofAXj si
gnif
ican
tly.These釦 n c
tionsa r
er efe
rredt oas由ep e n
al，f
η 附 ctio
ns.百l e印 Wお

si
gnifi
cantacti
vityin山i s紅 白 a tonet imewhichl e
dt oenti
refarni
lie
so fdiffe
rent
a
;isde
ter
rni
nedbyM
ini
miz
ing
f(X
;+I
)'where
typ
eso fpenallyf unc
tionmethods[ 2).Thef irs
lo fthesewast heE x
1eriorPenalty
X
j+ ，
1=X +AXj Funct
ion( EPF)m et
hod. Th ef ir
stv ersiono f ANSYS [ ] 白紙 i
3 ncor
pora1ed
opt
imizati
oni nitsfin
iteelemenlprogramr eliedont h
eEP F
.TheEPF( p
resente
din
Asthea bovesteps釘 er eviewed，inS tep2adilemman 民 dstober e
solved:Sh ou
ld 白en extsection
)hads evera
ls hortcomi
ngs.Toa d
dresst h
ose出 eI nte
riorPenalt
y
thesearchdirect
ionS jd ecr
e ae出eo
s bjectivefunction0's ho ul
di tattempttosa t
isf
y Funct
ion( IPF
)methodswered eve
lopedl eading10t h
eV ariabl
eP enal
tyF unctio
n
theconst
raints
?(Itisassumed出a titcann otdob otht houghv eryoftenitwill)S
. inc
e

r
(VPF)m ethods.I n白 istex
，to
. nlyt h
eEPFi sa d
dressedl a
rgel
yduet oa cademic

t古若干抱沼44j532
fea
sibi
lityismorei mp orta
n t出a no pti
ma l
ity，itis回 s iertoi denti
fyt helatt
era sa in
tere
s.
tI nviewo f白ee xcel
lentp erform
an ceof出巴 d ir
ectmethods，thesemethods
sign
ific
antinfluenceind eterrn
iningthedirectio
n.Th isismored ifficuI
tthanitsounds wi
llp robabl
yn otbeu s
cdt odayf orcontinuousp roblems.Theya rconcea gai
n
ase achconstr
aintc a nh avei t
sownf avori
ted ir
e c
tiona tt hec urre
ntp oin.
tSuch impor
tanting lobalo p
timi
zatior
lt echni
quesf orconstrai
nedp rob
lems.Thes econ
d
occasio
nsc a
llforat r ade
-offandt os e
ei fi
ti spossibleton egot
iatead ecreaseint h
e me白odp 民s entedinthi
ss e
ction，leAugmentedLa
h gra
ngeMethod(ALM)， islhebesl
objec
tivefunctionasw ell.I
ti scle
art ha
tS tep2w il
li nvolvei nvestmentofe ff
ortand oftheSUMT.l tsexceedingl
ys impleimplementation，it
squalit
yo fsolu
tion，andit
s
somes oph
istic
ation. ab
ili
tyt og e
neratei nfonn
ationont heL agrangem ulti1
pie
rsa llowittos eri
ousl
y
Stp3i
e snotfarb ehindi nthe児 qui回 mentf orsp田 ia
lh andling.On cethed i
rectio
n chal
lenge由巳 directtechn
iques.
i
se sta
blished(Step2 )，whatk i
ndo fstepsizewillbea c
c ep
ta bl
e1S everalresul
tsa re
poss
iblc.Fir
st，thco bjcctivefunctionca nb 巴decreaseda longt hedirec
tion.Second，
curre
nta ct
ivec o
nstraints( incl
uding由巳 e qu
alityc o
nstrain
ts )canbecomei nact
ive， 7
.2.
1 E
xte
rlo 町 Method
rPenaltyFunctlon(EP
viola
ted，orc a
ns t
il
lp 陀 ser
v e白 eactivcstate
.T hird，currentinactiveconst
raintsc a
n
undergoas imil
arc ha nge0"1st
ate
.F ourth， prob
ablymosti mp or
tan ，
t c
urrentviolate
d Thet ran
sform
ati
ono fthcopt
imiz
ati
onproblem(7
.1ー(
) 7.4
)10anu n
cons
tra
ine
d
cons釘aint
sc anbecomea ctiveorinactiv
e.Iti sdi
fficu
ltt oencapsulatethisdiscussio
n problemismadepossi
bleth
roughapena
ltyf
unct
ionfonn
u l
atio
n.Thetra
nsfo
nne
d
inag eneri
ca lgori
thm .Somca l
gorithmscombineS teps2and3i ntoas inglestep
. uncons
train
edproblemis
:
Somed ividethei t
erationintoaf e
asibi
litycomponenlanda noptimalitycomponen .
t
Inessencetheg e
nerica 1gorithmfor白 isc hapte
r，whichi sn otparticul
arly凶 eful，i
s:
Minimize F(X，'
1
1''
g)=f
(X)+p
(X，'
1，
1 '
，
) (
7.1
9)

GenerlcAlgorlthm(
A7.
1) X::
S
;X/:
S
; ヰ i=1
，2，•• •，
1/ 7.
( 4
)
S
tep1
. Ch∞seXo
S
tep2
.F o
re ac
hite
rat
ioni whereP(X，'h，'
g)isth
epen
alt
yf u
nct
ion
.'1a
1 n
d'ga
rep
ena
ltyc
ons
tan
ts(
als
oca
lle
d
Dete
nninese
archd
ire
cti
onv
ect
orS
j mult与J
li，
es.)
Thep en
altyfu
ncti
onise
xpre
ssedぉ
S
tep3
.Calc
ula
teAX;=αjSj
Xj
+1=Xj+AXj
(X，
p 'h''
，
，)='h1 "
1
"'
1
k
(L
.
X)
21+'
81 (m阻 {
lt
1
O・ ヱ
め(X)}
)21 (
7.2
0)
7
.2 INDIRECTMETHODSFORCONSTRAINEDOPTIMIZAT10N

Thesemc出o dswered ev
e l
opedt
ot ak
ea dva
ntageofcode
s白 atso
lveuncon
strain
ed nEq
I uatio
n( 7
.2)，
0 if白eequal
itycons回 i
ntsar
en o
tzero，
the
irva
luegetssqu
aredand
opt
imiza
tionp r
oblems. They a
rea ls
or efe
rredtoa sSeq
uent
ialU n
constrai
ned m
ult
iplie
dbyt hepena
ltymult
ipli
erandt heng
etsaddedto白 eo
bjec
tivefunc
tion
.I f
Minim
izatio
nT ec
hni q
ues(SUMT)( 1)
.Thei de
abehind山eappro
achistorepe
ated
ly t
h巴ine
qual
itycons
trai
ntisinvio
lati
on，i
tt o
ogetssqua
redandadde
d1 0出巴 obj
ectiv
e
ca
lltheu n
consta，
i/e
1 do pt
imi
zati
o1/algo
rithmu s
ingthesol
uti
ono ftheprevio
us f
unc
tionaft
erbeingamp
lifi
cdby出巴 p ena
ltymul
tipl
ier
s.Inasen
se，i
ft hec
onst
raint
s
2
72 N
UME
RIC
ALT
ECH
NIQ
UESF
ORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 7
.
2IN
DIR
ECTM
ETH
ODSF
ORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 2
73

ar
eno1sat
isf
ied，then由e yarepen必iz
ed，hencethefun
cti
on'sn創ne.Itcanbesh own白紙 TheEPFi sv erysens
itivetot h
estarti
ngv al
ueoft hem u
ltipli
ersa ndtoth巴sc a
ling
th
c四 l sfo
nncdu n ∞ns凶 n吋 problemsolves出eoriginal∞m凶 nedproblema sthe fa
cto
rsa sw e
ll.D iffe
rentp ro b
lemsr espondf av
orablyt od iffe
rentv a
lu e
so ft he
mu
ltip
lie
rsr"， ga
r pproach∞.I no r
derf o
rPt or emai
nf in
il
ea t山ωev alu
eso f山e mu
ltip
li巴rs
.Itisrecommendedt h
atthei n
iti
alvalue
so ft hemu l
tiplie
rsb echos enas
mu
ltip
lie
rs(1即 dcdf orav a
lidsol
uti
on)，出ec o
nstr
aint
sm ustbes a
tis
ti
ed.Inc o
mputer th
erati
oo ftheobject
ivefu n
clIontothec orre
spondingt ennin山 p en
altyf u
nctiona1
imp
lement
ation血i sl im
itis陀 pla
cedb yal ar
gevalueins飽ado f∞.Ano th
erf a
cetof th
einit
ia
ld e
sign.T h
ise ns
ures出a tb o
tht heobje
ctiv
ef unctiona ndtheconstr
aintsare
∞mputerimplementationofthi
smethodis白紙 al a
rgeva
lueofthemult
ipli
ersatth
e白百t eq
uallyi mp
ortanti nd e
teロn iningthec h
angesi nt hed esignf o
r白巴 s ucceeding
il
era
tio
nisboundt ocreat
enumeric
aldi
ffi印 l
ti
es
.百l esem叫tip
lie
r百aresta
rte
dwithsma l
1 lt
era
tio
n.
val
ues田 du凶a 凶 gωme 凶 回l
ly明 白 回c hite
rati
on
.百 eu n
conslr
aIn吋 飽chnique，f
or Oner eas
onf orthetennExt eri
orPenaltyistha
tatt hee ndofe achSUMTi terati
on
ex胴 体 DFP，wi 1
¥s o
lveE qua
tion(7.1
9)f o
raknownv alueo f恥 m ul
tip
licr
s.The 出巴 desig
nw illb ei
l砕a sible( u
nti
lt h
es o
luti
oniso btained)
.T hisi mpl
iest hat出c
so
lut
ion剛 山n cdf romtheDFPc anbeconside
r凶 asaf u
nctio
no fth
cm u
ltip
lie
ra ndcan
潤1 methodd e
tenninesd e
signv alues白紙 a rea pp
roaching白 ef easibl
er egionfro mthe
bethou
ghtofas
ou
tsid
e.Thisisas erio
usd rawb a
ckifthem ethodfa
ilsp 陀 matu
r e
ly， a
sitwilloftendo.
Thcinformat
i o
ng enera
teds of a
risv a
luelessasthed esignsw ercneverfeasi
ble.As
X.=X
.(r
"・r) (
7.21
)
8 see
nint h
ee xampleb e
low.t h
eEPFs ev
e r
e l
yi n
crea
ses出en onlinea
rityofthep roblem
TheSUMTi
ter
ati
oni
nvo
lve
sup
dat
ingt
hem
ult
ipl
ier
san
d出ei
ni
ti
ald
esi
gnv
ect
or cre
atin
gc onditionsfort heme 出o dt ofai.
lIli se xp e
cted 白紙 t hei nc
reasei n
an
dcall
ing白eunc
onst
rain
edmin
imiz
eraga
in.In出巴 al
gori
thmi
tisas
sumedt
hat山e non
line
arityisb alance
db yac ¥ose
rs tart
ingvaluef orthed esign，ase achSUMT
DFPmethodi
su se
d( a
lth
oug
ha nymet
hodf r
omC ha
pter6c a
nb eus
ed，BFOSis it
erat
ionsta
rtsc¥ose
rtot hesolutio
nt h
an出cp revi
ouso ne.
巴c
r om
mended). lnthefollowingtheEPFi sa pp
liedtoE xar
nple7.1t hroughas er
iesofcalculat
ions
ra
ther出 anth roug
ht hetrans
l at
ionof山ea lgori
thmi ntoMA TlABcode.The rea r
ea
Algorlthm:Exte
rlo
rPenaltyFunction(EP丹， Method伺又2) coupl
eo fchangesw it
hr espe
c ttoAlgorithm(A7.1)
.Tor esolvet h
ep en
altyfun c
tion
Step1.ChooseXI，N.(
no.o
fSUMTi t
era
tio
ns)，
Nu(no
.ofDFPi
ter
ati
ons
) withrespe
ctt o白ei n
equali
tyc onst
raintt
， hecons
traintisa ssu medtoa lwaysb ein
E;
' S(f o
rc o
n vergenceandsto pping ) vio
lati
on80出a t出er e
turnf romthemllxfuncti
onis白 ec ons
traintfuncti
oni t
se
lf.This
r~， r
!( in
it
ialp ena
ltymulti
pli
e r s
) wild
1 r
ivethei nequ
alityconstrai
nttobea cti
vew hichweknowt ob etruefort h
is
examp
le.N um ericali mplementat
iona so utlin
edi nt h
ea l g
orithms houlda llow
Ch.c I(
/ scal
ingv alueformul
tip li
e rs)
dete
nninati
ono finac
tivec o
nstrai
nts
.I n s
teadofn umericali mplementationo fthe
q=1(SUMTi te
rati
oncount
e r)
q uncon
straine
dp ro
blem，ana naly
tica
ls olut
ionisdetermi n
edu singMATLABs ymbolic
S
tep2
.C allDFPt om i
n i
mizeF(X， r% ，r~) compu
tation.Example7 .1isr eprodu
cedf orconve
nience .
Ou tpUl:xq.
S
tep3
.C on ve r
genc eforEPF
fhk=
I 0，fork= 1，2....，1
; M
ini
miz
e f
(Xj
oX2
): x1-2xTx2+xT+XIX~-2xl +4 (
7.9
Ifgj:5O.f o
rj=1 .2.. ..• m; S
ubj
ect
ω: h(x(， X
2): xT+x~-2=0 (
7.l
Oa)
I
fallsideconstr
ain
tsa res ati
sfi
ed
T h
e nC onverged，Sto p g
(x( x沙
， O. 25x r+ O万 x~-1 :
50 (
7.L
Ob)
Slo ppingCriter
ia:
o: 55; 0: 55 (
7.
l0c
)
d.F= Fq F
Q -• q
- 0
-
"
-I dX= Xq* -X(q-I)*
5Xl: 5X2:

I
f( d.F l:5EI
:S t o
p( fu
ncti
onn otc h a
nging
) Figu
re7.2isthccont
o u
rplotofthetrans
forme
du n
constrai
ncdfun
c t
ionforv al
uesof
Els eIfd.XTd.X:5EI:Stop(des ignn o
tc h
angi
ng) rh= 1andら =1.Thei nc
reas
einn o
nlin
ear
ityi
sr ca
d1
iya pp
ar宅ntF
. igure7.3isthepl
ot
日s elfq= N.:S lOp(maximumi t era
tio
nsreac
hed
) fo h=
rr 5a ndrg=5.H an
dling山e sefun
ctio
nsnumerical
1ye v
enwitht h
eBFOSw il
1
Con tinue beac o
nside
rablecha
11enge
.B oththefig
ure
ss u
ggests巴ver
alpoin
ts出 ats a
tisf
yfirs
t
q←q+l orde
rcondi
tion
s.Theirclos
enessm池 田 i
tdif
fic
ultfo
ra nynumer
icaltechniquetofi
nd
rg ← r~'Ch; :←r
r 1・
Cg
theopt
imum
Sec7_2_1-
.ltisc
lear白紙 theEPFs
plolmcontainst heco
e
v
d
ere
lyi
e伽 tg
nc
e
n
r
e
e
a
r
s
a
e
st
t
e
h
st
en
h
o
n
ep
l
l
i
o
n
ea
tS
.
r
i
i
t
n
yo
cet
f
t
h
hep
ec o
r
d
ob
eu
l
em
s
e
.
s
x
q←x
q
.
symbol
icm ani
pula
tion.a c
tual
lyd raw
ingtll
ep l
ott a
kest i
me.Evaluati
ngt hed a
ta
00t
oSt
ep2 Dume
ricall
yw i
llmakeab igdiffer
enc
e.
274 N
UME
RIC
ALT
ECH
NIQ
UESFORC
ONS
TRA
INE
DOP
TIM
IZA
nON 7.
2 I
NDI
REC
TMETHODSFORC
ONS
TRA
INE
DOP
TIM
IZA
TIN 275
O

v
$eer
cno
nll
nea
rlt
ywl
thm
anyl
oc
olm
lnl
mum
s
4卜 ーャ 九
.
.
7;
..
;
..
: 4 ヨ
3 4
1

ヨl
.
.・-
-暗唱 、
、 ..ー曹、 .'" 道 3・ ~ーー-cτ ，.
.

制 N
民 M

。 z 3 4 5
xt
5
xt

F
lgu
re7
.2 E刈 阿o
rPe
nal
tyF
unc
llo
nMe
lho
d:E
xam
ple7
.1(
n.=，rg=
1 1
)
. F
lgu
re7
.3E
xte
rio
rPe
nal
tyF
unc
tio
nMe
tho
d:E
xam
ple7
.1(
n.=5
.fg=5
)
.

A
p
t
i
p
o
l
lc
nf
o
a
tio
r白i
spr
obl
emi
s
'
0
n EPFA句orlthm(
A7.
2):Thec
orr
esp
ond
ingu
nco
nst
rai
nedf
unc
- enter value for rg [default 1
] 25
ans
-1.4125 -0.1015
F(X I .X2 • 九. 'g)=(x~-2x1X2+xf+X1X~-2xl +4)+ -0.8692 1.0980
-0.6263 -1.2107
日(x~ +xi-2
)2+'
8(0 万三一 1)2
お xf+O (
7.2
2) -0.0278 -1.3266
-0.0124 1.3267
Sec7 _2_1_calc.misa nm-fi
Iet ha
tw i
llcalculat
e出esoh 瓜ona ndth evalu
eso f白e -0.0090 -0.0000
func
tion
.f o
rExample7.1.forapre d
e t
erminedsetofvalue
so fthepenaltymul
tipl
ier
s. 0.7893 -1.1267
I
tr e
quire
stwoi n
puts台。mt heu seratdif
fere
ntstages
.Thef ir
sti n
putisthevaluesfo
r 0.9775 1.0165
白 emult
ipli
ersforwhich出es ol
utions h
ouldb eobtain
ed.百 leiIs
to fsoluti
on(ther
e 1.4184 -0.1318
arenineforth
isproblem)i
sd isplayedin由巳 Commandwindow.Theu serfind
s白e Input the design vector chosen for evaluation
solu
tiontha
tsati
sfi
esthesideconstrai
nts(usua
llyo n
e)whichmustb eentere
dut白e [0.9775 1.01651
prompt(not
e:itmustbee n
tereda sav e
ctor
).Theprogramt henprin
tso ut白ev alu
es The design vector [0.9775 1.0165 1
of山ev ariou
sf u
nctio
nsi n
vo lv
edi n白ee xa
mple.Thef ol
lowingisp ostedfromthe objective function: 2.9810
Commandwindowf orbotho fthepenaltymul
tiplie
r百setto25. equality constraint: ー0.0112
inequality constraint: 0.0138
持 Sec7 2 1 calc
enter value for rh [default 1
] 25
 7
.2 INDIRECTMETHODSFORCONSTRAINEDOPTIMIZATION 277
276 NUMERICALTECHNIOUESFORCONSTRAINEDOPTIMIZATION

Int h
ea boverun，theequa
lityandt h
ei n
equ
aliy∞n
t s
tr包ntar
芭 notsa
tis
fie
d(箇 Here).i
st hemul
tipli
ervect
ortiedtot
he珂 ual
itycon
s町aints，pisthemul
tipli
er
ex
pected
).T a
ble7.1d ocumentstheres
ult
so ft
heapplic
ationof白 eEPFmethodto vect
ora ss
ocia
tedw il
ht h
ei ne
quali
tycon
str
ains，andr
t handr sa r
et hepena
lty
Example7.1throu
ghSec7 _2_1_calc.m.百l esc
alin
gf a
ctori
s5forbothm
ult
ipl
ier
s. mul
tipli
ersu s
eds imi
lartol h
eEPFm e
thod.F issolveda sanu nco
nstrai
ned
Ag la
ncealTable7.1clea
rlyi1
Ius
tra
testhech
ara
cte
rist
icsoftheEPFmethod.Asthe func
tionforpredeter
minedvalue
so fλp ，r
"，andr
g.Therefore，th
es o
luti
onf o
r
val
uesofthemult
iplie
rsinc陀 as
e: eachSUMTi te
rati
onis

. Thed
esi
gna
ppr
oac
hes出eo
pti
malv
alu
e. ・
X.=X(λp，
rh，
rg)
• Thec
ons
tra
intv
iol
ati
onsd
ecr
eas
e.
• Thes
olu
tio
nisb
ein
gap
pro
ach
edf
romo
uls
idet
hef
eas
ibl
ere
gio
n. At山ee ndofth
eSUMTi l
era
tio
nlh
evalu
eso ft
hemult
ipli
ersandp巴n
alt
ycon
stant
s
ar
eupdat
ed.Thela
tte
rareus
uall
yge
ome
trica
llysca
ledbutunl
ikeEPFdonothav
eto
Ani mpor
tantnote日 間d
st obemad巴.百leana
lyt
icalcom
p u
tatio
nu si
ngsymb
olic be合 i
vento∞ f
orconve
rge
nce.
com
pu t
ationappe
ar吋 伺sy.Thesameca
nnotbesai
df o
rthenum
erica
lc o
mpu
tati
on.
es
pecia
1lylook
ingatFig
ure7.
3. Al
gorlthm:AugmentedLsgrangeMu
附i pl
ler伺LM)Method伺 7
.3)
S
tep1 N
.ChooseX1，.(n
o.ofSUMTit
era
tio
ns)，

“∞
7
.2.
2 AugmentedLagrangeM
ult
ipl
ier(ALM)Method Nu(
no.o
fDFPi~巴rations)
匂
Ej
'叫
S(
fo
ir
刊co
叩nv
刊巴r
g
唱 e
叩n
c
印ea
nds
top
pin
g)
T
hisist h
em ostrobu
stof白ep ena1tyfunct
ionm et
hods
.Morei mpor
tantl ta
yi 1so ぺ
;
r.r
4
;(O
in副
凶i
t凶
a
i1pen
叩叫a
叫I
ty剛
mI
削l
u
l
凶
Il
t切
匂
i
i
Pμ
li
e
託隠
p
rovide
si nf
ormat
ionon白 eLa g
r a
ng emul
tipl
iersat山esolut
ion.Thisi
sa c
hievedby
c
Ch， sc
g( a
1ingv
alu
efo
rmu
lti
pli
ers
)
n
otsolvingforthemu
lti
plier
sb utm erel
yu pda
tingthemd ur
ings u
ccess
iveSUMT
v
r~O"， r~阻 (maximumal
u eformul
tip
lie
r百)
i
ter
ati
ons[2，4
).Itovercom巴sm anyo ft h
ed i
ffic
ult
iesass
ociate
dw i曲 thepena1t
y
f
uncti
onformula
tionwit
houtanys igni
fic
antoverhe
nd. ν，.
J
I(initi
almult
ipli
erve
c tor
s)
q=1(SUMTi ter
atio
ncounter)
Trans
如r matlontotheUnconstralnedProblem:The gen
era
1o pti
miz
ati
on S
te . Ca
p2 11DFPt ominimizeF(X q，)
.
.q，p r
Zr
"， ，:)
pro
blem(
7.1)
ー(7.
4)i
s凶 lsfor
m吋 ωin山 間 山o do fL
agr
ang
em u
lti
pli
ers Output
:xq.
S
tep3
.C onver
ge nceforALM
Minimize

ト
ト∞剖
)+
Ifhk=0， frk=1
o ，2
....， 1
;
府 川 r: f
8) (X) や dX)zd lfg
j 三
: 0，f
orj =1.
(百島 >Oforめ=0)
2，.• .
，m;

ト吋鳥ト 剖)
ト hk (
X) (
7.2
3)
(IfVf+kλ'
I
fal
lsid巴co
k
n
s
V
h
t
k+ 却~Vめ =0)
r
ThenConverged，
a
int
S
sa
to
r
p
esa
tis
fiω

x
l
s巧 Sx!， i=1
.2.
...
.n (
7.4
) S
toppingCri
teria
:
M'=Fq-F q-1・aJ(=x q*-X<q-I
)・

f(M')2SE
l :S
J top(fun
ctionnotchang
ing)
T
abl
e71E
. x
ler
iorP
ena
llyF
unc
tio
nMe
lho
d:Exa
mpl
e7.
1
日seIfaJ(Td.XSEI:S t
o p(de
signnotchan
ging)
I
te
rat
ion r
h r X1 X2 f s El
seIfq=N .:S top(maximumi ter
ati
onsrea
che
d)
8
C
ont
inu
e
'aq，

.0
1 1
.0 .03
91 2
.957
8 ー0.0
687 0
.0227
0
.92
28 1
q←q+l
5
.0 5
.0 0
.94
64 1.
036
4 2
.96
51 -0.
0302 0
.0295
-弓 JA--εJ

2
5.0 25.0 0
.97
75 .0
1 16
5 2
.981
0 -0.
0112 0
.0138 日 ← 日 +2r
hh(X
"O)
1
25 1
25 0
.99
42 1
.0044 2
.99
判 -. 2
0 7 ∞ 0
.0037 q←p
p q+2rl(max也(xq*).-pqI2r8])
6
25 6
25 0
.99
88 1
.00
09 2
.99
88 -
5.9775e-
004 7
.5097
e・004
1
r.
← rrCh;r:←rfCg
278 N
UME
RIC
ALT
ECH
NIO
UESF
ORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 7.
2 I
NDI
REC
TME
THO
DSF
ORC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 279

xq←xq* o
fva
lue
sfora1
1of
theSUMTite
rat
ion
satthet
erm
ina
tio
nof
thep
rog
ram
.Thei
ni
ti
al
00t
oSt
ep2 d
esi
gnvec
tori
s[32].I
ni
ti
alλ=1a nd~ =1.

TheALMa lg
ori出m( A 7.
3)isavail
ableasastand-
alon
ep rogr
aminALM.m.百l e 持 ALM
progra
mislongwhichisnotune
xpecte
d.Th e
sea1g
orit
hrn
sa r
enot凶 v
ial
.Tot r
ans
lat
e 1nput the starting design vector
alg
orith
m(A7.3)int
ow orkingcodeisa佐官mendousa cc
omplishme
n，tpa
rtic
ula
rlyif This is mandatory as there is no default vector setup
yourexpo制限t oMATI.Bo
A cc
urr
edt hr
ough出isbook
.Ther ea
dersho
uldwalkthroug
h The length of your vector indicates the number of
th
ec odel in
eb ylin
e. 百 eo r g
aniz
atio
na nds tru
ctur
ea rek e
pts impl
ea nd unknowns (n)
str
aigh
tfor
wal
'd
.C onunenlsh av巴 beenlibe
ral
lyu sedasa nc ncoura
gementto Please enter it now and hit return for example [1 2
und
erst
.1n
dthec o
de. 3 ...]
[3 2]

ALM.m:Thec od
eg a由e
rsinp
utfromt
heus
ert
hroug
hsev
era
lp r
omp
tsint
he
The initial design vector:
Conunandwind
ow.Th epro
mptsan
d由巳 fi
na
lit
era
tio
nar
芭 cop
iedbe
low
.The 誼t
3 2
si
gnif
ica
ntf
eat
ure
so ft
hec
odear
e:
1nput the minimum values for the design vector. .
• Thes t
artin
gd esignvect
o ri
sthefirs
tinputto山己 progr創n.Thenumbero fdes
ign These are input as a vector. The default values are
varia
blesisautomatical
l yext
ractedfr o
mt h
isi nfo
rmati
o n
. 3 *start value below the start value unless it is zero.
・ 百l elow erandu pperb oun
dson血巴 d esignv 回a bl
es( si
dec o
ns紅白n t
s)釘巴 1n that case it is -5:
obtain
e d出r oughu se
rp rompts(though曲e ya renotusedin山ep ro
grar
n). [
00]
• Numbero fequ a
lityc o
nstra
intsa ndc orr
es po
n d
ingi n
iti
almult
ipli
ers(λ)ぽ巴
promptcd. The minimumvalues for the design variables are 00
• Numbero finequaJit
y叩 n st
rain
tsa ndc o
rrespondinginit
ia
lmulti
plie
rs(日)脱
1nput the maximum values for the design vector.
promptcd.
These are input as a vector. The default values are
• Valuesatc ac
hSUMTi t
crat
ion加 古 pr
intc
di ntheCommandw indow.Wamings 3 *start value above the start value.

-
genera
te dbyMATLAB紅巴 s w
itchedo ff
. 1f start value is 0 then it is +5:

“ 1!
• The DFP.m i su sedf oru ncons回 inedo ptim
izatio
n.T hisp rogramuses
c
[
55 1
GoldSecti on一nV町ar i--
• τ
百oep rograme x
却ε
P氏ct
匂sthefollowi
n g臼e伐st
ωob eavail
able加
in出e伊pa止:
白 The maximum values for the design variables are 55
O
b jec
tivef unct
ion Of un.m
Number of equality constraints [
0] 1
Equali
tyc o
nstrai
nts Hfun.m 1nitial values for lambda 1
I
nequali
tyc onstr
aints Gfun.m
U
n cons
tra i
ne dfunct
Ion FALM.m Number of inequality constraints [
0] 1
• Thep rogramu sesgloba
ls tatem
entst ocommuni catemult
ipli
ervalu
es. 1nitial values for beta 1
・ Thei n
iti
alpenaltym ul
tipli
ersarec omputcda u
t o
matic
ally.
ALM iteration number: 0
• Sever
alp arametersarec od
edi n
to出ep rogram.e s
pecialyt
I hos
en ee
dedforthe Design Vector (X) 32
goldens ec
tionan dtheu ppe
rb oun dcalc
ulatio
n.T hesecanbec hang
edb y出巴 Objective function 64
us巴r
.ifn ec
essary
. Square Error in constraints(h，g ) 1.2100e+002
1.8063e+001
App
licationtoExample7.1
:Thc fo l
lowin
gr ep
res
ent
st hein
iti
alp r
ompts Lagrange Multipliers (lambda beta): 1 1
s
ecnint h
eCommandwindowa n
dt h
ev alu
esf o
rthcsta
rti
ngite
rat
ion
s.O t
her Penalty Multipliers (rh rg): 5.2893e-001 3.5433e+000
i
ter
ati
onsares
im1
iar
lydi
spl
aye
d.Als
oi nc
1udedbelowi
sac on
sol
idate
dp r
inti
ng
 週
3
280 N
UME
AIC
ALT
ECH
NIQ
UESFOAC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 7
.3D
IAE
CTMETHODSFOAC
ONS
TRA
INE
DOP
TIM
IZA
TIO
N 281

(other iteration omitted) . Thes

tar
tin
gde
sig
nca
nbef
eas
ibl
eori
nfe
asi
ble
.
• Thei
ni
ti
alc
hoi
cesf
ort
h巴m
ult
ipl
ier
s田 nber
ela
xed
.
X not changing O.OOOE+OOO reached in 5 iterations
・Thereisonlyamodestincreaseinthecalculations.
The values for x and f and 9 and h are • Atconver
gen
cet h
eLagrangemul
tipl
ierswi1
lbedriv
en10t
ll
ei
roptimumva
lue
s.
3.0000e+000 2.OOOOe+OOO 6 .4000e+001 1.8063e+001 Thi
sa lowsv
J er
ific
ati
ono fKTc ond
itionsthrou
ghthesi
gnofthemul
tip
lie
rs
1.2100e+002 as
soci
ate 白 血ea
dwi cti
vei n
equ
alit
yc o
n s位a
int
s.
7.9603e-001 7.1223e-001 2.9443e+000 0 7.379ge-001
9.9937e-001 1.0092e+000 2.9995e+000 1.8223e-004
2.9434e-004 7
.3 DIRECTMETHODSFORCONSTRAINEDOPT
lMIZAT
lON
9.9607e-001 1.0013e+000 2.9962e+000 0 2.731ge-005
9.9940e-001 1.0002e+000 2.9994e+000 2.5872e-011 Thedire
ctmethodsi nc
1udeboththeobj
ectiv
e叩 d出.econs
tr凶ntstosear
chf orthe
6.2772e-007 op
timalsol
utio
n.While白emethodsdon o
ti n
volveco
nve
rsiontoadif
fer
entc1assof
:
剖1
9.9940e-001 1.0002e+000 2.9994e+000 2.5872e-011 probl
ems(lik
eS ec
tion7.)，
2 mostofthemareb鎚 edonli
nea
riza
tionofth
ef u
n c
lions
6.2772e-007 abo
utt h
ecurrenldes
i 伊 poi
nl.L
inear
izati
onisbasedonexpan
s i
onofthefu n
ction
a
bou
tth
ecu
rre
ntv
ari
abl
eva
lue
sus
ingt
heT
ayl
ors
eri
ω(C
hap
ter4
).
The values for lamda and beta are
1.0000e+000 1.0000e+000
-9.0876e-001 0 Une
sr l
zatlon
:Th eTayl
ors e
rie
sforalWo.
var
iab
leexpandedf
unc
tio
njx
{，y)，
-1.6493e・001 9.5663e-001 q
uadr
atic
all
yabou
til
iec
urren
tpoin
t(x
p'Y
p)i
sexpr
ess
eda
s:
9.1192e-002 9.5616e-001
ー7.6430e-002 9.9221e-001

巴p
Th rogramt
ookf
ivei
ter
ati
ons(
lif
thwasn
otn
ece
ssa
ry)t
ofi
ndt
hes
olu
tio
nas
:
的1 [￨
ま J
13
創 刊 )￨
{J+
=f(x
f"y
/，
)-
1-

x
;
=O
.卯9
4 x=1.0002; r
;; =2.9994; h.=0.0000; g.=0.0007 (7.24) I
!割 削 蒜￨叫+劉州側)
L_
.
.I(
x，.
J
I，
)
+2
-
--
-"I
(x
pJ'
，
) -
"I(
弘司
ト J

r司調咽 宮高崎i一
whichi
sve
ryc
10set
oth
eac
tua
lso
lut
io.Th
n ev
alu
esf
or山em
ult
ipl
ier
s釘巴 If白edisp
lacem
ensa
t reorg
anize
dω acolumnv 郎防 [ ax 8
y].山 e
T xpa
nsi
oni
n

J
Equa
tio
n(7.2
6)canbeex
press
edinacondensedmannerω
y
cJ
'= "=0.9922 u
A
. -
0.0
763
; s (
7.2
5)
ud町
三

Th
iss ati
sfi
est h
e KTc onditi
ons. However，i nSection7 .1
.2 thev al
ueso ft he
f f
汽(円山)ド吋=ザ吻
.I
ti
m
e
x
u
l
p
t
l
i
a
p
l
i
ie
nt
r
h
s，
ed
o
b
i
t
s
a
c
r
i
e
ne
p
a
du
nc
si
ye
n
x
gs
ce
y
p
mb
tt
ol
os
i
a
ccomp
y白紙 t
ut
h
at
i
es
o
y
n，
mb
a
o
r
l
eq
i
u
cc
i
t
al
ed
cu
i
l
f
a
t
f
i
e
r
o
ent
nfai
le
sd
dt
if
od
f
i
i
c
s
u
c
l
tt
ov
e
o
r L
片[釘
ι
勾
制
A刈T[
y] 凹仇
H(;
Xn
.
υ
.
Y
凡I
J
n]
川I
]
， I
， .
釘刊(7
sYI
.2
7)
、 ，
t
hisparti
cula
rs olut
ionwhichi si ndeedpossi
ble.百 lev aluesin( 7
.25)ar芭 mo 問
a
cceptab
le山ant hoseinS ec
tion7.1.2consi
dering白eKTc onditi
ons. ForI
tva
ria
ble
s.w
ithXpt
hec
urr
entp
oitand8xt
n hed
isp
lac
eme
ntv
ect
or，
TheALMme 山od ，a
sd em
onstraledabove，i
s釦 effec
liveandu se
fulmethodinsDi
t e
o
fb e
longingtothecla
ssofi n
dire
ctme 山ods.I
th ass
evera
ls igni
fica
ntadvanta
gesove r
t
heotherpena
llyfunctio
nf orm
ulati
ons[2].Som 巴ofthema relis
ledbelo
w: ー 仲 必 )=
f f(X
p)+V
flぽp
) 叩成
T8X+tdXTH 問)

• Themethodi
sno
tse
nsi
tiv
etot
hei
ni
ti
alp
ena
ltym
ult
ipl
ier
sort
hei
rsc
ali
ng Eq
uat
ion(
7.2
8)c
佃 bew
ril
teni
nte
rmso
f白ed
iff
ere
ncei
nfu
nct
ionv
alu
esぉ
st
rat
egy
.
・Themethoddoesn
v
alu
es1
0ωt
abl
ishc
o
o
n
t陀 q
v
erg
e
u
n
i
c
e
r
e山ep
.
ena
ltym
ult
ipl
ier
stobed
riv
ent
oex
tre
me
ザ =f(X
p+尚 一f(X
p)=V
f(X
p) T
TdX+ dX t
町Xp)組 問 )
・ Thee
qua
lit
yanda
cti
vec
ons
tra
intc
anbes
ati
sfi
edp
r
l田 i
sel
y. 2
df=Of+of
 7
.3 DIRECTMETHODSFORCONSTRAINEDOPTIMIZATION 283
282 NUMERICALTECHNIQUESFORCONSTRAINEDOPTIMIZATION

whereof=VjTaXi stennd白巴J
e i
rs
tv a
ria
tio
n.o2ji
stes
h eco
ndv a
ria
lionandi
sgive
n 5
by白 es田o ndten
ni ntheabove叫 ua
tio
n.Inlin
ear
iza
tionofthefunct
ionfab
outth
e
curr
entva
lueofdesignXp'onlythef
i附 vari
ati
onisus
ed.Th 巴neig
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4
thefun
cti
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3
Alloft h
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e M

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民主4Af
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2
84 N
UME
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TRA
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DOP
TIM
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N 7
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TRA
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5国百子宮
， M
ini
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; f(X
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7.3
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，， 十
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4
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 酒温調掴
2
86 N
UME
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TIM
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N 7
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5
C
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ep2

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7(zoomed
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4ax
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.23
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te .L
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0.2
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I
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21
-

l品 "
'
21
FromFigure7.6(zoomed)thesolutionis~ =ax =ー1.3
35，
&2=ax
2=-O.
75.
For

…
l
t
henex
tite
rat
ionX2=[1.665，1
.2
5].R
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12
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the
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288 NUMEAICALTECHNIQUESFORCONSTRAINEDOPTIMIZATION 7
.3 DIAECTMETHODSFOACONSTRAINEDOPTIMlZATION 289

5 5

4 4

3 3

>
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4 -4

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e
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lhe same as 出e number o fd es

ignv ariables-af ul
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ecuted
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rn
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emovel imi
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rni
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rain
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.3.
2 SequentlalQuadratlcProgrammlng(SQP)
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n 回riz
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， JThemovelimitsi nlhefigu陀 (box)repr
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stne
ssin由eSLPdueto出en eedformoveli
rni
tscanbecount
el吋 by
lim
its in
cludi
nga neleme
ntofn o
nlin回 r
ityi
n白ep rob
lem.The陀 arcse
vera
lwaysl hi
scan
beachi
eved.Onewayi s10requir
elhal山巴 se
archdir
ect
ions(rememberinacωa1
impl
ement
a ti
onsXi sS nE
)i quati
on 7.
s( 31ー
)(7.
34)beli
mite
dbyt h
eunitci
rcl
ewhich
-2~ Lttl 三 2; -2~ÂA1 S2
canbedescri
bed白巴 co
nstr
ain
l:
l
tisc l
earfro
mF i
gure7.9I
hatw
ilho
ulI h
emovelim
itst
hcs
olu
tio
nisunbounded，
whichisno
tveryhel
pf.
lUsingl
u h
esolu
tiono
bta
ine
dinlh
efi
gue，
r lh
ene
xtitera
tio
n STSS
:1 7.
( 35
)
290 N
UME
AIC
ALT
ECH
NIC
UESF
OAC
ONS
TAA
INE
DOP
TlM
IZA
TIO
N 7
.3 D
IAE
CTMETHODSFOAC
ONS
TAA
INE
DOPT
lMI
ZAT
ION 2
91

5 optimum 白紙 MATLAB i mple

ments(aso fthi
sw rit
ing
). Having a
cces
st ot h
e
Opti
mizatio
nToolboxa llow
sNLPt obes o
lvedusin
gSQP.A d et
ail
eddiscu
ssiono
f
th
es o
lutio
nt e
chniquei
sa l
soavai
lab
le[11
].
百l eQPs ubpro
bl e
memployedi nthi
ss ubse
ctio
ni sbasedone xpandin
gt h
c
3 obj
ectiv
ef unct
ionq uad
rati
call
ya bou
tt hec u
rren
td esi
gn. 百lec o
nst
rain
tsa r
e
expandedlin
earl
ya sinSLP[ 8]
.百 isiscall
edsequen
tialquad
rati
cprogramming
2 (SQP)
.

Minimω 1
(d
.X)=
f' r
叫 )+Vf(XidX+
. 伊TV2fl附 dX 間)

zo
宏
、.
S
ubj田 l
to: 九(以):h
k(X
j)+VhI(X，)ほ=0
; k=1
.2.
...
.1(
7.32
)

-1 ~J{ð.X): g
j(X
j)+V {Xj
gJ )Td
.XS0
; j=1.2.....m (
7.33
)
s
x}o j
wSsxSðx~P; i=1
.2，.
・.
.n (
7.3
4)
-
2

nE
I qua ti
o n(7.36)Vす(X， )ist heH e
ssianma t
rix.Ina ctua
li mplementationt h
er e
al
-
3
Hess
i anwilln otb eused.Insteadam etr
ic開]白紙 i supda 飽 dw i出e achi te
rati
onis
us
ed.百世 si sbase don出巴 s ucce
sso ftheV aria
bleMe 凶 cM ethods(V 恥
仏.f)o fthe
-
4
pre
vio uschapte
r.S ever
alr esearc
hers[6.9
]h aveshown出鉱山巴 BFGSu pdateforthe
Hes8
i anp rovid
esa ne 仔icien
ti mplementat
io noftheSQPm ethod.T hisQPi sw e
ll
-
5
; -4 -3 -2 o poseda ndc onvexands houl
dy ieldas o
luti
on.S ol
utiont othissub p
r oblemisat由巳
6x
唱 he
arto f山eSQPm ethod.A c o
nsidera
bleamounto fre se
archh asb eeninvestedin
deve
l opinge f
ficien
t t echniques toh andle 出i s s ubproblem. I n a f ormal
F
lgu
問 7
. Iu
9 lstr
atl
ono
fmoveI
Im
lt
s. impl
e mentationo f恥 SQP山d.Xi nE quations(7.36
)加 d( 7.32)ー(7.34
)m uslbe
回placedbyt h
es earc
hd i
rectionS.TheQPf o
rSa l80modifiest h
ec o
nstrain
te qua
tions
百】巴 ste
psizedetermin
ations h
ouldthena c
countf orthea ctu叫 c hangeinth edesign 80thataf easi
bledirect
ionc anbef oundwi白 r e
spectto白ec u
rrentactivecons
traint
s.
vec
tor. The p robleme xpre
ssed by Eq岡山田 ( 7.31)一( 7.
35)i saq uadmtic Fig
ur e7 .10illu
s岡 鉱S白ec oncema boutmovingl ine
a r
lyt oap ointona na cti
ve
programming( QP)s ubp
r ob
lem.Ani temti
ves o
lutiono fthi
ss ubproblemc血 b eone con8佐ai .XO，
nt thec u
rrentdesignisona na c
t i
veconstra
i ntI
. fthese a
r c
hd ire
ctionSI
formo f恥 SQPme 出o d.This脱 出odi sp opul
arandi suse dw id
ely.Whilet h
eQP fol
low s出巴 l in
earizedfunctionatXO( thetangenttot h
ef unctio
na tt h
atpoint)
.a ny
subprogrami s as imp
len online
arp roblemw ithl inearc o n
s位置ints
.i tiss ti
lla st
epsize.a log自己 E
n 問 見 hd i
rectio
n.howevers mal，w
l i
llc auset h
ec onstr
ainttob e
multi
variablcn o
nlinearp roblem
.F o
rtunate
ly，QP p rob lemsa pp
eari n many vi
olated.Ino r
dertod et
er mi
nean eighborin
gp oi
ntthatwillsti
¥
ls at
isfytheconstm
ints.
disc
iplin
esa n
dt h
ereareeffi
cien
tprocedur
esanda lgorithmstoa ddre
s sthe
sep rob
lerns asearc hdirecti
ons lig
htlylessth朗 自et angentisu se
d.Thi si ntroduc
esal ac
ko f
[6-10
].Oneo fth巴sem ethodsisa nextens
iono ft heS im plexmethodo fLinear con
siste n
cya sthedeviat
i o
nfromt ang
encybecomesam atterofindividua
le xper
ience
Programming. and
pr acti田 .Experimentshaves ug
g e
sted白a t90-95%o fthetangentisausefulfigu
re
百lesoluti
onto白 eQPi swelldocumente
d.Itwouldl r叫u iremuchd isc
us si
ona nd alth
o ughmakingi tascloseto100%i srecommended[ 2].τbes ea
rchd ir
ectio
nf in
ding
ther
eforeisnotintroducedhcr
e.R ea
dersarer e
ferredtot hev ario
usr ef
erences
.T his QPs ub problemis
isalso白 ep rimaryr ea
s o
nwhyt heQPmethodi sa v
ailablei nt heOptimization
Toolboxi nMATLAs.Thef o
rmalmethodsforQPp roblemsa reb asedone f
ficiencyin M
ini
miz
e 7
(S)=f(X)+V
f(X
j)TS
T[H]S (
7.3
7)
1
thevarioussta
gesoft h
ei mpl
ementat
ion.Ani nef
ficientbuts ucces
sfulsolution10the
problemc anbeo btai
nedbyu singIheALMo ft hepre v
iouss e
ctio
nt osolvet heQP S
ubj
ecl
ω: 九(S):cMXi)+VhI(X，
)S=O; k=1
.2.
...，
1 (
7.3
8)
subproblem.Afte
rall
.c omputingres
ource
sa r
en o
tac onstrai
n ttoday
.I nlie
uo fformal
discu
ssion.ani n
tuit
iveunderstan
dingof白en umericalmethodi sa ttemp低 dint h
is あ(
S:c
) i
g<X メ
)+V8
i . x，
)
'
fSS0 .2ぃ
; j=1 ..，m 7.
( 39
)
book.Th etra
nsla
tionofSQPi ntocodei
sn o
ttriv
iala ndthemethodi su su
allyt h
eb a
sis
ofc ommercialsoftwar
e.F ore xampl，SQPi
e stheo n lyal gorith
mf orcon str
ained s
} r
OWSSjSS"
; i=I.2.....n (
7.4
0)
292 円 CONSTRA1NEDOPT1M
NUMERICALTECHN1QUESFO TION
lZA 7
.3 DIRECTMεTHODSFORCONSTRAINEDOPTIMIZATION 293

x
j=x
;'1+αS 聞

7.
( 41
)

mTL-H mでム一円
ーす臼制
一
r

x
，''E、
一

句
，
X

+
+

m
nu
AV

内
n

，
4
κ

.
r

協
ι
J

e
Mi
nim
ize
: 。.4
2)

x
Jす血制

・
・
ぽ
は

+
X

+
=

nu
，

め
AV

FJ

Rur
A
Jr

蹴
内
M
ini
miz
e: 7.
( 4
3)

J
Equ
ation(7.42)or(7.4
3)canbeusedtoobtain白 evaluegs t
epsiz
eα.Th efuncti
onin
>
<"1 Equa
t i
on( 7.
43)requi
resani m
porta
nto b
servat
ion.S h
o