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    Optimization

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    ShashwatSuny

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    of 46
    15 In thie Section We briefly fl feme. basic reoulls defined enparkant im umdenstand i convergence. Sf com wlatiGnal algori camlyatned amd Ee alrnined ol Hand for Which Aubbicient- ophmali ty Tee only fumcions for Which nescaran, ilfouk linewriSation, We Shall alse dma functions Which ave ©" Aubseb IE ianizati is a collec! Sia vebbeved fo ap UG compen! aefinition (8°). An nedimensienal rah Se poration £E Sm utat §P "mean 2 pevertor. FVULLLELELLE ALLEL EEG LLEEELEGbEG GOO? hoduce convex am |. eli ffoven anpecls Bans fer Sohial for umderstonding. he Z is am elemen' jos we Shall take Eikerwise Stated. J concawe functiens amd Maly Where veouls ave extrem ah ‘aplimizatien techmignes ,' the fring. ian, 6) 3 jteria cam be Cendiiens com be given — erralizations & topics | covered in Rid ee. ori timality fame gem cheptew. i 5 er ecley or Tedimenmional or se Bor omy Imlegval 7 Definikion (n-vecter). An n-vecker ™ Ge 1 nboes fo tak the veal number — tion (41% * %m) vector X Bf the clement 6 Jidiam. Apace 14 demBled by RM Thee ie RY amd henee % is @ te be am n-dimensional Column vector umleae | . _pa\ -@% mm) ER | ie = [% en { ( ‘| Xr /axt | we Ax 25 yen paid fo be positive definite IF | amatrix, A= (45) nen : lin din iamtelel So frall xR and i4 oid te be pas ve Bermi definite. | po fal xeR” m1 . a) fh anes ain e age ® “C Seis oen " Gham apy 212m o» ‘ = TD aj%% ase . tthe form LAX 18 aalled Quadratic form’ in RB SDLUGELEBEGEELELELELELEELEEGELEEG EEOC EEE Yhen Me partial derivative jectively Known. 07 idle * yet Definition Gradient of 0 function) Let F282". of F With yveopect fo each df the 71-Variablen ove coll Ihe gradient of f and is Hrillen «° OF Vex) = f a 2E 25 ze ax / nx! ~( i jiadives tai eck fo each. 5 Definition (Hessian Metrix) She Second partial derivatives WilK reepeck fe —— (ee e Bs R” is a malvix dendted by H(Z) 's called Hessian matrix 5 f ond is sive bY ge OF. at Hi) = Be Oye ‘Oxe% = sf 4F |... oe an “ae ox 2 a, FE BE on ens BF VnOX% BHM Oxf v 2 5 Exomples 51 Gy fe antes, = anfaoy t% ore positive definite apace forms im two amd Hivee Vorwiableo respectively? A 1, 2 Gi) Re arty 148 43% = Gy) ax 20 is a posihive Aen definite quadvalic form Aince epislily halds (Fay =% and Hae ‘ a WY tye cane? | = 7-4" ave negative clepinite in 4150 Varriablen Gv) Ke 4x 3% is om inde fine quadratic farm Since ibis positive for ome Valuen ha, Ms ty -1) and negative far same Eure Vekuer i 1,32 (ib: =o Hence a apadrabic farm xTAX fer all XER" iA Anid to be indefinite if Ie form {4 posihive for Some X ER” amd negabive for ome athur XER” " \ 3 } impertamk Reo A set J neceas ‘, ary amd Sublicien condilions for i form x74 x fo be poditive definile if reprincipad apis ants all positive ie a oie en a dy 2 ayo, | 50, fan an ag | do, ------ dek(A) 0 = oa 42 ' Again if x1Ax is negative definite len 2™GA)x (4 positive, debinitte - Furthermare We recall tRal- det(-A) = 1)" det(a). Shere He neceanory aud Aubicient Gmdilion fv xTAx fo be negative, hinite ov eqpivalently TCA) x te be positive dabirite: axe as a arco, [foo [BER on late oy 922 , oor O52 3) elements of A (Not of -A) here we Shovld vemember tak aj ore aye. mek ) Givem FOE) = 8x FART Here DAZ =(H oC 2)(3) since ay 2302 [6,28] = [22 [22 Berto Fe) is positive cebinite gpactrastic Form 3 pany tame tows TEER i) Given §(4) = setae se “ Here XAZ = (H%% m( 2 :) (:) 1 35 gow, (* ae 7 |g) ae ay ar On 4) Gr 3 93 932 3 §(z) by (9) o(2')4 20) aLC-z tax] G-ayaieaxtet plaich ineqpalily bdlds ame 6 Je Hol . ih foid to be convex anf, if iF 1 Cran, sheet ie Re. thik debinition convex function 16 ANN! ly sere: ° : i Sorry Ziptitien mE tevatuve im that (He do ee [rhe be a convex deb Gi) He debine convexity ato point bir . Genvexity on a deb, Bhid generalization ill allew un te hamclle a femeithak- igider claae SL. problems laler. Tt fellows famediately from Me above debinilion Kak-a numerical fucken @ defined om a Comix Bis Said to be Atvicily convex if the if and only if an cepaystanet wane rt > Gopotat) +n 0) 2 ol-n2'4az'] a . ® i Ob) toy 1 e =f I ~ or" Convex funchion » ..§ on Wp, Bibsel Se RMR canvex function @ a ee Definitim (Concave Jumenon, A fumeki 0 debi; 7 . Concave of HET {gtr @ Achmed ana teh CR” 14 stata be er osael S G-n 0Cz!) +20(27) < OLe-anz'+ Ax? ] Gar) zie aver 6 is Aaid jo be Strictly comeave If the Atrict ineyality hélds and @ iS Aaid te be concave an J” if ibis cmeawe at each XEL LULLED DELEKBDDBEULYUBUOW YY pet L is Convex anf CTULLLOLLECLLEE tt ) TUTTTT UT tT v1 wa 3 ae Obviowly Gis concave at XEL (cmcave aml’) if and omly iF —0 is Comer at 2€1 (convex anl')- Rerulks obtained for Convex Functions cam be changed inko concave functions by He appropriate mulkiplicahin by (—1) ond vice versa. Hence it follows teaniealiately fram the above definition _ Hala mwmerical Function @ debined on a Zemver Bet P18 Cancawe on Sif ond only if 2, es G-ayo(z') + aa(z?) < o[G-az'+az?] oxnel R oft-adz's327] SOP) ae y+a ee) ' Concave Function @ on Aubsel- h KR Concave Function 9 on [= [2.1] Example 15:I-3 shew that the linear fenclion f(z)= SX +a is bSIR convex end concave om R’ Séution Lek xe€R" and HER then [axe (-22i] n( laa ta) + (r9)(ER 44) fee) + (A) F(A) For al 2 “Some IMPORTANT THEOREDIS ancdimensional vector function cefined ae be am Theorem — Lek § (fee ene mm-negative lineancmbinralin per". aff is convex oF EL, of ile Components fpr th% “™ , OE) Hb ICE), 420 18 Comen ah 2 Proof, ber 2el, ” then ofir-mz' 4 > J eae! amd tah Geayzi4 ax” ef = pfferaa'4ax"] < plo-wsala aia yaa) bECEID FART -ayo(z!) +2027) by coverily of a) Peon pre Hence 6(x') iS Convex oF x! i) Ba Fe(Ha) Corollaery he qpadvabie. function f(2) = x44 XAx is convex on RY if amd only iF Furliew, if A is posilivedsbnvte, Hen $(z) Proof the pref a thre Cerrollary Blase Pee Sheorem4 since, im (fi diol ie the Hessiam amatvix, Aié positive semicebinite is dbrichly eamven. Eacaale A7 delerctine heer the fotoaringy fumalions ave Conver ov Concave A) Fis 1.79) = Meaty 24 SW) 40) =-B2* Cea) $e, %) SB aye 24K 421% ~671- He Se ped tony 4% 3H 2 TIT 6 2 -2 SOution (i) Hesstam metric H (1%. 73) = (2 4 :) ab 2 wow, Ihe leading principal fy = 161 =6 > Hy = [6 -2 -2[=16 >0 ve HG %.%) 1 © poditivedabimite matrix. Shur Fls.%,3) stricHy convex fumeHon in R? fl) =-32> 49 =E'6*) {H| =|-16l=46 o toe [Be|stre wr}e s ‘ i. silt>0 we Fle a4 3a) 1 Abrvetly convex function Im RP OUUUUUUUUUUUT CUTE CULE LLL b ee)’ (4 FNM YU YVUYYYVEVEUELULULUUVUUEOULUOECCOHECE EE Tn tRe previous Section, We dercribe Several minimization poster imization , Hakune any functional evaluations duvxing He Gourde SL oF t We nem dideusy Same meleds Hat wae erivativen in determining Me Search directions he gemewal uncansirained minimization prdblem is ; RoblemUMP): Minimize (2) fr zer Let ws comider Some campulational melfiods for Sdlving Problemd - By- the compubational meHiod We mean a procedure fer obbalning a Feqpence_ wy Me, B3,0 Ple a Suki | Peebles , Aucceanive approximations fe it et ad by he reeurence velabion He. approximation being gem tenting, Foes wn Wilial-opprosienatten Lys Tor Woe ewrment pote Zs Gn is Called Re dircetion Jj. Wnear search ond CR (real umber) is the step lenstt Definition (Order 5 Convergence) Lek He Seqomee ef Convengeo to a pint — veg” and ef XE for all Sipticientiy lnge Kk» Uhe quembity zi | is Colled the evror & ths Kt approximation % - Suppose oe (2a 7 2 tah member pond vito Sushil lim Wena Pee Tae Them fi i called fe order S convergence fehk @ if Bel omd 7-1 The vobe Sf Convergence if inca a) ig B=2, the vale Convergence i& qpocratic;s omd if pst the vale df Convergence is Auperlinear , Definition (Descent or Stoble meted. Any meltod, ndt neceanarily Herative. Desiition (> generates gerne ealy the Sequence fxx} S} approximations Fok (21) > $(22) > PBI is Collea a dlencent (or Stable) method Jor Probleml. We Ahall now clidewss fame meltods for Sélving Problems (ume) EHO TT V VU U ULV TUT TTT TI IT ITT 772 Sts P30 Steepest Descent Melhod / ‘and iteratively move tovard In IRis melfod, we Stark from am initial point 2 the optianum poink according to the rule BPE) tofere af id te optimal Alep length along He fo be evaluated by Wie Forenulo in (te ~ re THER)» Fete >o B(aK- 9K ve(e)) = i . on peat chen for —9C2) dives e_ that in Steepest descent "mm Med the vec! anes pon oe whieh feos ial vale Gh deorenne of $id greatest provided g(t) fe Feanch diveebon de = ~B4C%) 2 7 oa Example 15°23 Minimize Ce) = my tote tm Te 1 xe Gusek lanting frem 2 = (20) ng fran tee, ssn vo=()=(Qm aon =- eC) terctins ve(2=(t) s oa Bed te ephinal atep To find = BM Hl inimize length eng die we ee ae 2 ge M) = te sal ee af ot, He optimal AF aA 4) = cy) 2G) co yield >=! length along 3 Lae BA" ig nate option = ho 0), x is nik wele) = é)} #(2) eration vgs wa HE) eB +2 Bae 7 2 - a aa dn) 2 (4 d> ayrl= 8% Now gerne) ‘i ae ee db cg 7S? “DF lark an ay Nae g 4 z jemgth along ch) noted Coptionwn alept ac 2ryes) Ce vote) = (53) 7G)» ® ie snatrerifete Hewation+ Shié process han fo be ealinued 2) (utere 0402") 20,0) ) 6 found we hove to proceed Ip Ihe mex wall Ifie optimumpoink x" = ( ae Example 152-48 Minimize f(z) = (iat (a anys ee Gm) ER ; c Alarling with [he point (0, 3) 2% < Steepeot-deocemt— SSwhiom We <élve this problem using ee ae oie ee Bhanling wih i = (3) se anny ins, Re poink Ze =(226 M5)" im the fal te. Abler seve ie Aral recs & i Eo ee gata 2.01 4 oa he pe salnea ta ‘Bhoton. in Re figure. below iite:that- the for (hid problem iA (Em pe] Me | ee Wy |ae2 [(are, Teevelio on [y(n] al 1 [eer 3) (era, 24)/C4, “si 2 [erorispfers tall 673, 128) 0-24 [lasa, 12 3 Iesz,reCa9- +20, °48)}0-N |G-ta, 129) 4 | 43,125) ig,-28)) (18 ,~"28)] 0° 31 (2-37, 1-16) F lea97,1)¢a -29] (20, -2¢)] 0-12 [a.33, 113)} 6 |@33,119)G0a,-12) C708, -*12)] 0-36 lfr-30, 1-14) 7 eeaerap(as-ayy C15, "080° 18 (2-28, 115)" @ |(2-28,11S}(05,-08) Cos, ~108)| Table: Corpputians far Steepent Descenk Meelhod « Figure : IIluotration of Steepeat descent meliiod tthe melfed of Steepeat deacent anay appear fo be le beat unconstrained aninimization tech nie Since och one ‘dimemsional search Atarts inthe beat— divection- However, faa. mead 16 ndt really ebeclive in moat J He problem due to the fect that the eC Scent itn iva ‘ee heey and the Gavergence iS very Slow Summ He Steepest Descemt Mtgoritfimn the Steepent dencemb algeritfim proceeds by porbeorming. Gvien « print iver Pein oe ane cation ~Up(E): A Summeny Sf IR method @ line Seach along he ib given belond Triftalizotion Slop Let €>0 be He leirminatian Acalan. chooks a Starting poink xr, Ter ko! ‘amd go to Ihe. matin Alep 4 [I vHlzal]o k by kt! and vepeat Jha main Alep P-33 E ; , sample 15:25 Mininnlze cht) = 34% 42% rkAyrs Sterling from % = (o0)" eR? SSlution he Punction 14 a positive ce Pinte, padvotic funelien ve(e) = saat" = na 448 “She resulke we obtain fir Hs feat fas Herabions one hewn im {Ro fellewing table “rx [a ls T) 0) fener 1% 4,0) |¢o,-%) 1% 3 }C4,-%) |84, 0) 4 |64,-%) |(o, —lea) S |@lol9,-'la) |Cie/a, 0) 6 7 G34f21, 2h) (0, ~Z) 25/57, -24hr) (-22 , 0.) SNR Fable: Computation of Steepeot Dercemb-mettiod . eanily Seen Hal the globel minimum 5} b is @2,-2)" Discussion: Ot i, Wi f= 2. Nébe a lew convergence 4 Ikt_opproximatians fo He aminimwm point C22)” Ihis i beraune the Aearch clvechms im the Ateepesk dencent melfad are orlfoqonal oud in owr exemple iene divections ave He two Govcinale axea. his partialay example tells wr \Ro+ Steepert dercemh melfied doer nd possess He qpasratic termination a ~—= ther ok clencemb lireal the method d Newkon is ceeuure Ih nee tr. a prece: ral deflects Re Stee by promulliplying ik by to house 4 The Heaoian se eid Toera tian ia mébivabed by Finding Ysuitable. direction for Me qadvatie. approxiznaticn fe He fumehien. yalhor Ham by finding a linear cpproxi mation to Re Han «To métivale fia procedure, Cemidew the following approxiznation drat a given point 2x a qe) = denyaly ee) & -x)+$ (2-29) Hlex) (2+) fare H(Zx) iS Re Heaslam amatrix endihien : S cninntynumn dL. Ha qpacratic OFF Snclutie’y web(tx) + Ya) (£24) = 2" sw exists, he success 7 Por” Zee he above eqpation giver the veewrsive form [Ro points gene vated by— Newhen'érelfiod Sr Hee mulbidimensianal Sct festering tar TP tak H(x*)is paitive definite aka lecal minimum xt amd Kal is a teusuoly biice-cif ferembiable, i follews Hak H (ax) positive aebinite al- points Llose to at ands hemce, the Sueceanor poink Zee! iS Well defined. Wealso Comment hure lek, (05-2.2 b) com be viewed an am applicahon Q- Ve Newkon —Raphsen melfied fo He ZSluhion df Mie & tem Sf equahan y4(%) =2 - Given a pell-dateymvined ayer & ° Zach iterakion Sf this ametiod adopts a” bivst ap dimmation to this bypstem ab Ihe current veoulking. (ener ae to hin bo Sige apiek VP (2") = 9 ak am Mera! approximakion- te ve( x) is given by Ue tis cape! fo Eero oud sawing, producer given by (15-2 2b) "d 4x2 Slorting from Example 15°2-6 VMinimize (4) = wy nmy tH 2% 4 = 00,0)" Solution gate) ~ (stan 204) H(z) . *)-G5) px 42% . vl Agen _ Moralins — ve(2")= (*) ju] = Sma” G ’) he a -[nedl 40) =(2)- QC) vvuvuvve vvvuvoews vu vuvvye nas Te see Uhelfer av ndk aa is ophmun paint; We evaluale yo(e)= (3) wedge (a) ia the optimum point. Note thal, Necoton melod need only ame Mbevabien A} cash Re optimality For « Paratic function Important Result Newton Method Sind the minimum of a qpoodratic function in one iWeration only. Prof ck He qmadratic function be given by lz) = oF TH +4 0A tor alt Z€R" now vt) = +42 Far minionum of V(E), YE) =9 pb btAz > x Hessian matrix A SY is nen-Singulow, ‘From Newhom melked prenemed corliev, =H -[heoy'4@) an Al (AK +b) ew aan ate = -Atb e Capelucion Sf He Again _... @sa2d) yeoulke immediately Fille, Fram (15:2:2¢) amd (5-724) th Abrtey Tus Convergence of the melfed of Newten TinkA generated by the, metfiod Meiten may néb Grverge 6 ote HiCiK) may be cet a Tak eat iS 2dt— fF [aG@er! exitts, p(xet) is ndb neccesary] the Atarting point 16 clese enough Io a Fink Ut awh Hal GCS = 2 amd HEY) id Sfp full vomk , them {fe metRod df Newton ie Welldebined ovnd cenvemgen zt. jhis is ved in the follow: These Re clescemt Function 2 (4 given ty a(z)ole-2il In general the p the veonan fer Hid Hell defined. Ever i lesottam (2K). However, if VYUBBYUBLELELELLLEVULUYULDUVDUBDEUBYUVUUEYYUY ww P36 Sheers Lek cf: BD pR” be conti nuoualy Mrice- differentiable Coviden eaten’ algoritfm defined by Re map M(x) = % - [He v4(z)- Lek xt be such IKab vet) =9 ond [HCH] exists. Let fe Atanting point 21 be pukbiciently close to 2% Auch Hak Ham oxide ey, ky Fo WIR Kite zi ~ Zt ag i eee giz-zl function omd Convergence Me re te€X, the new itewabe Y= zee) foltakies Uf Zev 21S Bi Mae 241? at Wehave, atleaot= 07 ordev-two rae ig adescent lehich Lhows thal (2) te xf, Moreover, Pr any froduecd by tha algorid ‘from obove’, Since {ref ae 4, Convergence, del? Example 15-2" Minimize the funchan due tp He Hs Rosen brock $(Z) = loom xp)? Cr SAution, Bh endear (a 28) 20-) 5 Bh = 200(s-27) a. - ey Bh. 4eom, » BA = 200, TH = ~ henley ai )t2 arm, 2 “aur e expe 4 G34) Toke ° [Heo] m= Now 2 W'() meh ceckuve tewmi in feck, a global Exaumple 18°" sSlabion in He Table Ager Aix iteval pornt- Hl ub(ey) Il 3 by the deereane? cove, Bo He Kave, alvead we aker| 1 weak q Hc) ve) =(re)) (2) = (40, -200) Connider the fellewing She Summary SF below. At In the example, each. Eamndt be. wed a7 my ° ( ga cey= ney, HOD 200 0 ol g 2)’ deve (oo ‘200 400 ( — HC VG) = makes al the optim Leninimiem of f. a = Boqes (Ae 1202 + Li, Since problem: Minimize (2) = C12) 6G tha Computations wing each iteration, K+ Lona, He porn 20-04 aud Hie fp omathed ave he qe observe tral Me mation. However, the, value see. frak- Newdkon!A ae point close enous! J van point 3 = Ch Newton Ky = (1-83, 0-91) poceduve 16 terminal ram. in figure below this will o. clezceml-fumebian « eliod ducal Converge ho to Ie optiznal. point ° ) deo ~4o0 gen r pice t(#) = (41,0) ) ) teats) =O y y(as) = (0,0), He 2 2%) Zk - is veosh fed. the points furchion. He objective be eo a gemerall ian. In dheeverm 7 povided 1) oF $2), Wich 1g method is given alan)! wee) ed, Ab hia 7 Lteralion] dio] xe wen) | AG) | (H(zxJT 1 10, 3) 2 | (o67, 0-33) 3 |G, 0-56) (vat, 0-70) (1-61, 0-80) lina, o] Ca, 2a) | (752 0 Ca )(-2-39,-0-04) @ 23 4-0 (2°34, --04) 2 ~40 aro sea (F jt toae4 50 4.0 618 40 (022, -004)} (3-89 Ao Coo}, ove) (40 “4-0 L-o-Bo, -0°04) 1 (3 (23,0531) (oc, -94) 8: fre 23:23 a fee 40 7 (4-0 150 0 4:0) E) 0 40 Coat, 022)|(vu, (0-20, 0-14) (0-20, on9)} (ons, 007) VUovsG Vv vuuvuUuVvUuUVvYUeVvUuUuUuYVOUY vuvuvuruww~ Sable: Computions by Nedkon?s Melhod vey vurv vuyvuvuvuvvwvvuve vuvwee p38 ° a By 3 25 7 3 Figure llustration of Newton's ™elfiod. NeleMape smelted 8, Newton ja mst very useful, in, prostics due Fe He “fellating veadins Cao obvious frm eet 8) vetoring of tRe Hessian atria comrute & Jt veppiver Me 4 ; () Qt became Very diffiaulk oud fame times tmpessi The elements a thie Healem ‘matrix H Gi), GE repre the inversion Sf H in each ikeration Ww) Ob veqpiver He evaluation oF Hie i every itemation These features make Me imetfod impractical for Re lem invdlvi a complecared objective functien 06 he erge 0 27 provelected toleramcen, Olfexwise, goto Step2, vepleee ke by Ktl amd vepeak He process, Exaanple 15+ 2-' 2 2 emp 29 imine $(z) = y- BFP HIB 4x2 by DFP algorition. 10 aa pec Jake Zi 20,0) ond wens Buti ga(eye (1295 0% ay = oh vate) =~ C28) A) =C1) Ltevations —ga(zi) = (21) ep length Af" along Search divection lh, Do find the minimizing We compute : (zit adi)= pm, %)= An 2M1 yield af = mG = mtn dis (3)#1(1) =(4) we have te tent Wheliu 2 is optimum» Since At ihis Alage vo(2) = (2!) ee (3) » 23 Is ma optimum, ‘) Pol Ltevatin2 2 Z4(2) - 2 (51) = Gi) Ce) ® hat ia) 2 wax dO) 4604) wy (49 )C8) °C) Tam = G20)(2)°4 yt g = - eed. (48) ere) aya (48) ee aine, = (68) "Gs ayes =[? ~% “ho ae da = - 1, ¥(®) = 4)E) 0) yh ext bo find Hu aminimizing Step lengik % along si a (et hed) a PCL Hm) = PHEW OR = ay 4: eet (3) G5) ‘demti be be opt Since vt(s) «(2), of = (7's) cam be tdemtified to be optimum , g he Himmel blow funehion Bxomple 15-2-10 4 1 ae conininize h(t) = (@bRmN) (FR 7)* Subion amidigeuasion he inverse Sf te Heariam matyix ab Hie aninimumn point (2, 2)" 14 Sound to be H* (2!) =(S0% “9 80 Succenrive iterations Sf ihe DEP melfod tramiorm am inihal idenbity matrix. imto He above matrix, shis Auggest that DFP became von Aizmilar fo the melRod Sf Neston after a few ikeration. Yhe_ advambage df tRié Tmlfed over Newhm (A method 1 tol the Inverse & Hessian mabrix eed nét- be Golewlahed, Yhevetore only with. r6t order devivativen the algeFitfim iA achieved Re Second-ardey SBearel. 53 _ConstRAINED OPTIMIZATION _ Combvained non linear Pregromanlr oie lanl toi Hh Pha problem eee ality amd Pieri Draken Yn. objective function in ee fr heme e GE all The fumetione ave aan, We 6 tas, ewa a Wnean- + SRumwia ap bah UE pciemt—od suber fF ihe hte, Ba monzWncar program » 9 Ji develeperneml yobuat algorithms far linear the adVemk highs ced da Ha eautcation Sf een Cad pee area ts Erente Te the adage ng and amalys 14, hawe. masta aud profitab gb anaitenbatitat ‘mo del Wie = ettamt +00) for siving- Prulera tn diverse. re preg an fry field. Manarer ES a weabiatic problems, cam nd be ented or appelimated aa a limes preg tam cel mabure ie "nenli if! Pea jor (he cin i pot Abwe safe non-| i icae pelea te bles & the cority af wototly hewe ‘made. for Ie civring ta past Hvee decaden. his Jechion Op hid “segleer preent4 Hine ldlevelapemenbs Im « logtcat_ Jind Self-contained Ferm Weginition ne general maltumatical programy! problem 1 dabined lem Sb deterenining Z =, ming. xn)" Se ao to er minimize) the objestive funetton. z-$() | | Babjyect Fe Fhe Constraints da oe DY 2 Bsr haem, Wmre fF and Ji ore yeal valued functions a amd b (= hiZ problem i+ a Linear preyromaning. poble if §@) ae Conatamts « Giherwise I is Called o amd 9;(%) ove all linear. optivnization poblem. ABLE OPTIMIZATION WITH EQUALITY CONSTRAINTS 15-3-1W/M ULTI VAR hall be concerned wilh finding the extrema S F We Al subject to the expality conobreutntS by (2) 9, dnb lature each hj 14 debined om the danatn Dek F- 4Lagramges metkod he Lagrangian fumetion aanociated f(z ays FG 14 Sa ) bofere 9g (aches scovm) ewe Lostenne enlipliors have the foitewing reoubts ith this problem is Now We ~eoeree Ros Sheorem WV , Theorem ™ Let £ amd hy (se¥-~ m) be the continuowaly défferentiabl le functions. Si Lyk i @ local anini 7 pen age We ay ioe Aatiafre [Re in oe e pak (21 2") ve &(%-3) = vFlz)+ Sy Lhe) =a nose _ pCa ees , be th, ten lst (HERE) i Ban eqsal to min(m,m) ay 7m o-- 053-1b) Now, Buppese thak mem tree lokin m £7 ? in . For Convenience, Proof She teaver iA obviously Then, Hee rank S Hae nem Jacobian motrin is let Ha Jacobiam BChi. ha. hn) nde Vamiak at Ha local oninimum =) A), Gahan ore BC By xt, shié means Ba tie, vectors hl \ finearly independenl, amd fue form 2 bonis Lor RY. Hence, vFz) ambimation df te vectors Why (*), Com be &*P’ ed an a linear & wipdy = hs Thebkié, tere eeieh Conskambs A*7 Mo? dn, > Zero Auch Ral y “ gilt) = COSINE) Defining Xt ger be me mt we See Hak (2% 2°) faki shir (15-344) and (rath _ Hemee. the yenulk hélds fora local minimum x Op the problem Since a local -maxtravm 5 § th 4 local minimum ah -F Hee veoulk—i4 true else fin fecal anaximum df, the problean . Note oh Each fecal maximum omd leeal mini: minimum we om MeES ON ditions to eppalion (19°3°1 =) en ae ee heel et Mare global rmaximunn amd amirnirnuan macunsieeg thel~ Hane aove finste. Further (13:3-14) emt (133.18) ee the Sbetionany pointe Oy Ihe Cagrangiom of, 2), dmb (1a-3-18) amd (12-818) ave He quceonary Call FP mabjecl to hjC#)=2 he eerie extrema Leb f amd hj (s243 Sheover Id Hable fumetionn. $F Mure exist xt hae . ut x" amd AS Aatisgying Re cee i Ghigo OE [ym Be hrm it follows that PHEEDP >? safere HOE 2) = LCE) | te Me Hesston HS ae OG mobiteof GOES) see" at (at) them 2° a ea et Oe eS pubes Fe hy (3) =% fetes ccm + Agen if Pa(e x)P < ke hava lecal maximum ab 2°. the Aubhcient Condi ns S] heovew!0 repre examina tian the Bign spear Pan Bubjeck to liner cansaints. In Fae fpllecring vent thak follow, we give a condi hem. tho TA easy to check. Sinha Rell Defining Hs ele) ) He Heariom matrix gS be) evaluated ob (x4 %) A) oe Thal!) = (gh(@, wh H-KE Gi =o 7 Q Shen x” (8 2 local minimum oF local anaximuun of F&F fubjeck to ie, Canobraunts hj (2) =9" geuee™ according 2 cork robt a ther eqpation p(M) =? is positive or negative P() = Proof Without loss ge genera lity y tha piso unit Vectors WE frall 00 raw thal fre Gndihion 5 Reoulk! 1 equivalent te Hak df Sheeremlo- sym) be te teiee = Continuously de ffevem: -—w ewww P60 For a local minimum 2° i eqylvalemb to He the Condilim &- Theevemio due PHB Aubjeck to the Cmobraints Jetakemonl- thal He minimum val Ld b=! eee Ceo) [x IIE =e Oreo) is Merietly, positive. Define He Lagrang tam Sniahion = fit L (bom 2) THE vader > alee oa ‘ vr apt ean there de omd D=(%% Liq) OMe Hhe Lagrange mulkipliens. She nesemary cendibions fox ominous —* e < = -' yh, = 2b ?%t + 5 oleh (J =o ote 14) Premuliplying b&TA Aiden by PT omd wing (is-acte) , We obtain « HRS Shure bere, wc the cembrained rninisaurn veut. 5 BIH Subject wa Dnrge: hte canine fea me mot here % > 6 Eqpalten Gs:3-1¢) and (is-a-4) cam be Written (a- eae Aa S* 8 \ coe (tsa-te) wlth), nd Kuvebere & exists & domly if H-vL & | =o Charocteniahe ~ + Epation g Q : _ ja-Bt @\=0 erin, Be vf ond aly TF 7 18 «oh nes gz 0 she requirement Hak Ha minima S Po = = Foula” be podsitive imply ee every ont a ate bys eee frictly positive. Ihis proves We expivalence Re amok be Ae Reel}. We Gm alse examine the ndth' Thesremlo ond csaattern 4o limear Conabraumts by waing ign Bh. He Gasbrotre fem Aubjec- He. fplowing yea P61 Peau s” Cet th ved heantam matrix H, theoeh Atal; mt culate He bordered fan trix He enomry oy amd by the mature dj fe matrix” Hy ard ual ft oueng criteria, find Me nature S, each Atakronary Qo ¢ H = He ¢ H | Where = 4 oY (Rit @ = (gh, gh, + ® (x6 2) Is @ maximum peink order Gti) fhe laok (nm) principal minors Sf Hp Ferman alternating Aign patern starting wit te Sgn Sf en Pf Atarking Wie principal miner 5 — SL Hp have the Same -1 Thm) if Starting wilh principal miner S— W (ZE 21) 14 «minimum petty order (27+), the laok (a~m) Principal amin (ign on that & the Algr S- G1)™ (Whore om is the rumber Sf eqpeality conatrainbs amd 714 Re umber Sp Variables in the objective yank. “Benrks Gp. reaubks ik Ahold be méte thal citfer all roots of PA=0 Sr re positive or all Toohs ave negative. VF Aome roots ave positive oud ome voord are NEY live them Cx% at) is nSt— am extveme point Exoumple 153°! a Minimize $(%,%,%3) = ay 44g sy Aubjeck bo mt t%3 =O solubt t i SAWwHM — he Lagramgion asnceiated With is problem is fb (% a) = axed Ay + 9 GRRRD Co teetg 0) Selling Uxh =2 (necesrary condibins) We get vvuveuevvvvvuvuvee OL. aq 0D SHtAZ0 Qk =36 a BS BAIA 2E 0 DS weyth=e and BF 295 mtn try 10 The Sutton Sf above eyckons ts = 220 = iso = 20 = — 1208 Mp e BEST ae * 47 Yo apply He teat Sf Reoullt, We obtain. ' H=(53 2) e=(! o o to}? A [6A ¢@ 0 '| 2 ~sheaah-lee A) = = PA) = |* oe et eo 0 Al 1 ot 10 ao ave positive Me point is a Since boli the vooks 6 P(A) Wen Hak He global minionm Atrick local minimum. Mereove f(x) 20 Impl ib finite. Hence te mininum point is eo ate 2, y* ae 42, ees BAe fs i % 2 xarnple 18°3° 2 Se Maximize Z bei % Aubjek le xt ag = PP SSution — f(m,%.4) = Bes na (m4 % 128) Nezewsary Conditions fer mexirmum of EZ: BL 2 iy 2a AAO Oy ae = @xr-4* “@) OH” @ Ob mex 4% % 128 =O @r From (1) wed (2) md (8) We get— a He Ay aake®) Vvevvvvvuvvvuvuvvvvvyvy P63 To see that [Ris Solubt My Cove tom 7 ‘Bufbieleney cmattion onenpondés te tha, meximmum SZ, ie apply Th Pad = ae 28 8 2 0 pli) =0 shows Ret all vols ove negative (verify yoursel¥ ) 2 (Hatt) Cs 1) Fs. moximaan poink ond Zan Example 15:2°33¢/optimize Z= axe ant rg -471% Bubject to Cenokraints %tHty =I 2a + Em)42= 20° SBution Fhe Lagrangian function Ll %, 3.4%) = arn g ta OO Neceasany Conditions te have extrema? ae gz, -aqo aad =o 2H) =o- 7° ® 0, 2 aes axy-ante =° ° Oa woe WD aye me TE oa. oe meds BE se me ® yE Frem (2) 3 = ange Fram Wank) % = 32 Aye 4 yeh = From) uning the value Sh %2 = au nes ee f Subptitubing Ihe value 4 4, %y x3 In W ond () we sel TA + 5h, —60 = 9 A. Me a yy tery “I6 =O J 42 = i 40 acre ay =a ee 7 (at at) = ted dae (ae ic the Atationary point ##) a, 215) 2420088 : PR. 64 Subbiciemey Cendi bin — (using IRe Reoulk2) AGI) Hs 2 ID ' Im, Ix ° 1 He=/°o e212 12 g 40 ’ ° ' 2 “1-44 Be 5x5 Here in this problem, number Corobraints ™m=2 number df Naniablen nnd eed erly fo meme} amd amt 25, this meoms Hak we ™ d enly cheek the minor 1¢, the determinant He . Noo |He|= 72 20 YAlch have Ife Game Sign an that $6) <7 ident ‘ini: cin} — 2 eG BS xf = 3,228) identified an a mntnimuem ps 4 = 26 SX wit Lintn = 257 Exe le 155; Solve the problem: Minimize £(%) = Aubject to t Whe H>o and Ais px” malyix han Full row yank. SAution pe define tie Lagrangian Lis r= Fea xh -a(az~$) ond apply the candibien viele) = (> Nn Req \5.3.2 MULTIVARIABLE OPTIMIZATION WITH INEQUALITY CONSTRAT We have Acen in (15:31) Rak, if he cambraints of 2 non-linear programm problem ave expressed inlenns + eqpality fhe problem canbe Aélved mainly ‘4 ty wing [Re method 4 Lagrange multiplier. the non-Uineaw programms Bbwed ina Aimilan os blem with in LY cawlraints com also be rm Alightly modefied Lama = Consider the Follewing problem PrablemA 1 Maximize £(#) fubject to 9, (2) <9 7 Gelacrm x %e form . An equivalent praia 55 Problem 1S Problem A’: — Maximize f(2) . ; Aubjectto hy @s q,-S fo, fanare™ x27 imeqpalily canobraints mad be converted to eqpsibiann by wai menngelne. “Aloe Variables = C4, %, vn Sm)te Leb Sf be HR Ale added to Ha jth cenobralrt hj (Z) $2 geyaow™ and eppesy an its ere fo an to ermure Hal Re Variables bei spon negative. his, feet outed om additonal Constraint $ ya%. By te ad Hon 5 Variable YRe problem becamner ", Maximize $(*) Aubjectto hy 6 am 2 - x)FS =O, TR zx 22 he Lagrangian funchion aucciated bath Problem A” 2. 2 Lo te i Bm ay, dacs dm) = $C," vn) as [oe yS wv Let) OBL yrs] ture = (M09, 1777 Am) vey a) » Ps] » » x » ~~ > > = nd 2 2 2 2 ? 2 2 2 s 2 Pd 2? 2 ? a 2 2 2 Mow, baking He partial derivatives QC uit veaperk to 2, $ amd 2 Wwe ge bata nym (16-B24) gate ty cor m5 8-28) grb cee 08-328) gp Seba OF sj =0 for wm bo Hak (15-326) ond (i5-3-2¢) states Hak either Aj=0 OF 3 all =12,-,m (183.28) implies bj(z)=0, d=+% (i5caze) togelfier Implica ag hj CE) =O, Tabor ™ ws (sa2d) tun ve for all j at,2,--m Whe Variables (5, 81,51 Sm) Wan. merely inbroduced fe Convert the inedppality corobrainks nko am eqpality cmstrainté and Hive ere may be discarded. Moreover Since gf zo fer all febacce™ (15:3-2)) giver h(z) SO rr (88 26) Again lofunever hz) o we have hj(#)=0, Hence We Will have The fpllawing Conditions Kowa — an KUHN-TUCKER meceaory condihiens For tha ye maximizalon een < ‘ problem with hj(%) 20 (anvex type Consbrainbés) + OF 5.9j DHL, iebaer me bob ax “2% oar njhj (2) 07 ty gord 22! gua: Yo Above eondilions can be lied Ke minimi . Ihe “eneepliom tak 2 muck ie Tlaccasttive, Eubte EAR meeunca en amintanifalion, Yea Lapomge mmullipliers Cenveponding to eqpuality couslvad aunt be. umveatricled Im Aign ng vs reat Sf LL is concave in the cone bf maxtmization prob in Ie Gane G, minimization problem, tha cliff ferent po, Fitlities Sh ay ewe given in th table below y MVM VV VV VY VV ENE EV UV EOVN VET ONS SE OREO Type of optimization | typeof Grabraints Lagrage mulbiplions f(x) hy Cz) ay é >| Maximi zation > es warertriched in IN ja In |g Minimization Vv 2 Unvenkricted fm sign I Sable — L VE x $Preiency of He Kubn—Tucker Gnditions YE uf Piciency of fre Kuhn Tucker Gnelitins x) and the SSlutien Aakisby cevtain af eh oot, 2d coreaui ty, Ham Ifa Ruly-Tueker Seeae ed, ove A el Atfhiciemk. fe un Qummarized ture conditions in the following table Type of- opeickon | Required Condition Object rely i isfive Recto | Satin spoce Concove Convex Set Minimization Convex “Convex Set | Problem Table 2 CECCSH WOVYOHVVULVULUL UUUL UYU VEBUE We noes give a lishsh Gendittam Hiakae easier to apply in praches in the, Meroe as the. Gnnreditg Sh the Aoubian pace Con sere cdthed divectiy= fe Cnverity ar Concawiby & fie Conskralns, Let us define the gemeralized non-linear programe aa Problems optimize f(z), % éR” Kho hy (z f0,492b% aT aetna by (2) wos dt Pee . | ae sp] 5 Dil) SI Sah ol, (#83) =5(2)-2, a Tuorst]-20 2 lahore (in m) He tagrange upton amociated with BoblemB. KUEN TUCKER candi am are fammeri zed below: Type of- GondiHians veqpived lophirnization Problem $e) hj) x Mextmizabion Sees Problem | Concave Coneawe £0 Ydajsp Linear Unvestricled ptigy2™ Mrrimizabia Sanwa <0 tsieF Comex | -apage-]}--- | Froblemn Caneane yo aye She above Condikions yield a concave Lagrangian function C0 tn Cone maximization amd Cenvex tn Coat Sf minimization. Furtkur more ig @ hy (Z) i4 Gower, Hem ‘Ajhj (2) 18 Convex if Aj 0 and Concave if XO é —Tucker Conditions ks @ Mind alin obtarniny, Ike above Khawn-Te Remenes. Cee "lite Gempitely Grorant tewere = | We epee countde the Genabratinhs xy, ond We have +0 ‘clelele | er bamelime rkinall Such! AStukioné, thal vislate % 792 AVVO V4 VVVORLVOELLLULLULLUULULOUECE BEBE EC CRG Cae Example 15°3°6" gain if Ife Secon oe Candie become axy-t4 t= arn R73 WD She condilions im Jable3 vepresenk-a pubsel df the G enka pubsel Sf te Gndibiaws (m Sable SSlution pace. Mey be Calvex wilfeut—askit4: my igs calihen ee YH /; VY solve Re Gmbuined minim zation problean Minimize $(£) 2 ara 14%) 6%, abject to hy(z)= 2-41 ZO hy (£) = 3-%41-2%%0 SSulion he (k-T) Candilions ave 2x14 tate 2x6 +2) 4299, a (2-74-73) 2 G42) Ay 2 Ona way. to bind the ASlutian 74 te comviden all poAsible carer leith seaerite Tey ee” cenalvatnka amd veriby te men-negectivity Sp the A574 obtained Carel No active combraints OF Veuve ave no achive Cond fete (Z), ie et violates b: tainks, wehove W= 2g <0 Which leads Ccrsbrad nts, amd itis néba sdlukon 2222 Ope. Coralraiint- active % g omly tha fivat Connbradnk, 14 active, Hum =O amd pact +A =o gn +A 0 Dat, 3% 80* +2 Sdlving the Aystem Sf epations , we obtain ie Seeand Gorabraint, 2% eater 2 tee Since z* alse patibbien He fe 222, o)% AabsEY UT) eondilions a Cerstraink 1A active, a =0 amd (k-T) - 9%, 64292 = he pounz =e te, qiee x62 (I -E)P and wap cle bak x vidales $ Ihe fivet eomniraint; Wen above 2° ome Bx do mat caliaty (kD) Bol Cormbvoint achive oy 44 th thy FO > aa 6 + Ay #229 2-m-% =o 3-%—3m = yield g*2(1,1)7 md B= is nd 0 ASukion- e Cored (20 -a)" Since ay by(z) ove conve’ gels in % RE shang will be ie meceanary amd ubfieient érndibiena fax sthue Kuhn Tuckey Condi Tucker candiham ave given by a maximums She kuhn ~amtd =n 42% - 2%, +6 -2%3 = on (4 ty) £9 a (2443471220 ys 7° a. Which vielolen i 22, %=3, 4° ay zo the above epiation yield 172, 279, 3 Suet > Tyr go wd amtax-i2 £0 , = wa, ro ond BE paies: qyzo, taro, Te WAY pouce 7G BT" % 4 2 th>o pub Heh ABWattem vidiater ay t%-2 £0 amjeay oi gives 276), 25° aud whidis net— capes nyo, % Fo them TM akions JV 73 Shur a “LooMen. Sy rhe problem 3, % =68, M=PE

    ar (mith — 8) =O Mem 2° oy Mi, M2, 22 atisy MIM, 28» Hees he ‘amd meg ellt Suppose 2,20 thon ph=2, M50 aft mae, M50 ORM ce ele “5 ag 2208 ty Tede So Mito sud Air yon of 2 abo ond NaF? ab Scns an) =e ond Me (4M MH) £0 imply f amy ote ane’ oo Aha Me =a, <0 He Adlution S-uhich yield Mres, My = » WAZ sotiskies all He (k-1) emdiiens since ME amd ME are integer’ Ris amimal minimal ASlation ' vA wns a7 Well on az global minimum whreh does néb a P78 Conslrained ophmization provides a eral frome work I i Variety Gh applicattonn on'be Vendily. tmpbsed en CE ee a objechive function may be linear, qhadratie, or highly nen-linear, amd ‘wou ike Aifferenbiable Ao! abiks gradient; amd Aametimen Heaniam cam be es ays egtion is dented 7 some apticntin’ &, ceralrained optimization algori (Ed in previous Section im the awead Fiat Coman Zapptom + chemical eqptl’britm poten saath advertising, media Qemmnl aElon: Cone, studyt "Advertising Mesa “he relationship between fhe. Balen S ond te amounbs % aud % Spent on tum advertisiny media is given by zoom _, 100% 4 tek, (4%) Gore) ects i mun He Cost asventisig a P is & Sette dole S mas ‘ ope eg aaiget Then a mextover 5 2% cerns bee SO proud be al@cated belw eer tRe two fa “fo mo xigni2! nek psa se voai_ tsar \ ie ‘Shs problem Is 3 Maximize P= $ aa, tat) Ht, Aubjeck to 1472 £20. , 2? 408) ) gf 20% hin 14 expvalemt fo Mininnizing $a 2) = GSR) Aubjest bo atm S20 m1, 2? i 2 ccaitive debinite over Gb cam be Seem thot Hie Heaslan amatrit i i ge ath ie Soh fe Oe cele Gorgas the (k-T) Condi Hara are 200 acai a,+) "Eae 209 S | 222, 30 2 Mtl —Forgye eee ~ [at gap] zo.) ai (20-m1—%2) =o ® my +2 £20 .--@ m4, 2, 2? iD were DS vV VRERLEYLLVLLUYULUULUVLUYVUOUEYEYEVveee P79 yields NZ7 amd Muvehore, Fram() We gel % #20 We have 2,=~7% Witd~ia dt posible, Heme %) 20, 1 We have, -fvam (a) om Suppose x =0 Hem Subshtube %=20 in@, Similarly %>0 * Thus, VB 5, % = YE -10 “= Yaar Vira * = 20YE_ 155 Monee, Now, Suppose a 20, Thm mth =20 Buk m1 = 155 Nomen, ao = 2s > 20VF_ 2 zoJE whichis tmpesable 7 thie a) =0 amd xf = levi-5, xf = teva-10 babisfies all (Kt) Candi bien + Wie Stacy, Communication Charme Many problem in Inbermation theory (See: chapter of this beok) Carn ba— led ‘an optimization problems. She Almplet Jk Huse Die problem Coleul ating He Capacity dpa discrete gnemorylean chanel (DMC). We Bball form: Ié problem do a Convex programm amd Hanfind a eck necesrary and ‘publyeiemt Condi Kama on Ras fepuk- probability veeto fe achieve he Capacity ‘on the DMC* Consider a. bromarniiey which Aemels o Aether By Aja o7 Re letters 6, the otto et A sit Hy, oo yf Sled the ad 2 Each leHor diy (Re. f ET-i& chasem inclependently amd probabilt H, choosing si seth a ¢ ca edi) whe Ere h Zo ta Sheet wee) a ene’ che in te. Communica) chanel Thrangh Which a menage we ccaune I elver ‘yecei ven eock df tke m-poamible symbols ia Gar oy, onan ome. Shy napoasible. outpud leltens Sj, the alphabel Seb— B =( fu By-~ Pn) * Sha chamnet 4 characterised Hi mxn bramvitton— B=( fu. By Bm pba matte P= (Fionn hy = #(Pias) Ach Fk by pe forall Feud y Boys al Seva 2 we m D 6 pebails ove digcuaned im chapter-14 5h, tins beok + Reader may connull— Talore veadding this cane Audy 1 wuvuv vuvvevVvvvUVvVOU UY eovuvgow ; ow P80 the amounk of inform ation ey uncertainty, contained L co (cloghs) bis od Ha vernge meena, co ants givem by wlay=- Bh by Hy HRe inpuk A ov a priori, ooh She quambit H(A) 14 called fee enbopy Se on amtity WA he bo? fabs she posterior Eber) yA A isfen He bal pj (4 veceiied 14 giver H(A/Bi) ye 5 oh lg p(s/ps) al Enropy SA BS Bw H(4/e) > ane ‘4/Bi) = SS hy sag Cr wale) ted She Condition mmudaol in formation Sf g) =H - 42) 7HG) y hl (As 8) ss 3 bi ig a puitable vad elecki a. ‘a5 8) by 4 2 would I’ke to maximine x(A (as Br note poi ccoaele =a Be power He der A r(As Since W dusribatson fh Pe 8B Problem? Maximize © (tite j,) 248) Bo fer vst Aajete fe ah =! Gince [Ra Combai Bek Us Shen-empty, clodeal and beunelest The bev) je Conk na function, Hie problem haz an ops Lmtd £oukion. Further mare I(b rb chy) is 8 semen Concave -Functian Csce-chupler [4)~ he Kuhn -Tweker pak neceary amd Bakkicleab for ccglobal optimal ASluhon saith cone tom. She CK 1) nd bens ore or(ss8) _O2o bebe 29 ab “(ae di ie ™ hy pe reba" Shi at Le! SOCUVULULUVUUL TULL TU CCl eee 4 o's Poa Bhe above (K-T) Condilions ove enprivaleml fo; 38 mae £-4A, for allt Auch lial b= QiAs 8) 4, Sar all t puch tok be 22 ab ed by, 72? teLye Sith = a vow, (A528) 2 (ui 5 8) M95 bi Ari ” ufere a (fe: 8) = 2 fe log (oe,) @® Mulkiplying condition arlAsB) ny by by omy Aumming oer iy we get on Aubstitubn OPC Sy Ihe yelattan (3) Tek ACh bo ov be) C = moximum vale = leje = 2 ib ed by the man Cis Woually Knewn a0 opacity Lramnikien probability matrix ~ Cy) Cane sunk emicad Equi briwm Formation of Mathematical Model Oh, the puc deb Problem Suppose (Rave 1/2 2. omixture Sf m-cheanicod elemenbs and {h 1A Kratmn— in adwamee Hhok ru Flevemt—ty pep Sfp akoms Com be Combine chernicall fo produce m- or tnhéy, Whe. a. memotanic aterm. | veqarded a> of possible campown the dslorminakion Shy the, eqpedli bri dam, composibren. ytivalen Be ldovmuntng the veluen Sf Hie ‘moles the a” different tiper Gompgneml- Compou in We anixbure lfich aninani2' hel Mr = the zumber at aie, J @mpound i peek Inn fee mixture Ag = Ike number S alons Fy element i ina mdlecule 5 dompovrj Wi By = He number H alomie weights 4 the mi xbum Fe DMi = He tela umber Sp mndles im ha mixture element tin (=I pAlT 7 ExeERCISES 15 AX Oiie the Following qpiodvatic Forms im matrix notation Z © Wi) apa er % 416 aay (i) 2972 6%% 7243 $2 46% IE GD 41% 42473 4% neta yt Wy) amt 2% tam @frrite down the quadratic form those aapociabed matricen are: | i ii, =e OEE 2 Oe 4 OC: 2 1 2-6 4-2 14 3 -% -7 asterssine Uheliur each Sf the following quadratic Farm i+ posilive definate or negative definite, W297 6% 6H di aan Ae 1172 272% Gat taxd 42-2142 functions ane Convex or Concove ‘petermine lhetur the pellewing PL amy % —2.%1 % + 2% %3 6% -4% 2B © $4,473) = ax bey ty ti) Ou %, g)= 4% $2 +79% ~a- ag aii) $4, %, 73) = 443% PENSE MH AS i show Hat ta melfod of Fibomace! hen Ha ‘ © see Met aber eb fumalicnal mast oprodies ne gates Gection melted Connider the problem +o aminimize(3d-3A7+A°+2 21 ) Subject to X50 . Ts ' tha fumchion Strielly qwarternver over the vegion {27 220 }F? Appl ee Pibonaccl Aearch.metfed to bind the minimunn o Mery 34-24, HE i @ Tnvestigate the ebrbet SLapplying he Kuhn-Tweker necearenry conditions ta econ progrann. , Minimize Z = , Aubjeckto A » ’ » Formulate He Kuhn-Tuckey neteanany condihon forthe problem: ; Maximize §(2) Asbjecto a » Gi (2) $0 CRM, e-em ; hy(2)=0 Fey b Zr r VS oooVoebLUVLbL eve eduvedcececeeece Pen @ Consider the program: on Minimize (2)= 2S Subject to Sa; 4 =b fi apo baba Wire ay, CC ond b ave positive conatamts. show thal le ophmal value Sy thu objective. Tumetfon is given by ae stat) = £02 (8)*) te [raz 2005] Prove Mak the Lagramgiam aanacial Minimize (44) Bubject to o4ysl imust have a Aaddle peink and em Fi fie [Hinks 1 Conetruch La Pamir ale), 222% A 20] Ware number Sf breakdepn Nara fumelian Sh the munmbers &, & SE vreplasemenbs 3 tao parts Sa machine i givem by N= ae eh 2 ~22R, +6 "Ans: C%,Ra) =e) ‘cenkinuous Variables, find the numbev Sh replacemer Freating Ry end Re ane Treating Ri fe, oe a hak ia. murmber de byeakdeens Ted! be, made far each. p et echine 5% minimized Subject to We Gnobraint 2R, £ Ra , prove Hak lim Fee ay Vel n>0o Fre @ Fer tee Fibonacci Seqyience {By @ Use he Fibenacei Search technique to minionize, fle) = svete fhe interval [2,1] tath am evver’ im the optimal “BBukion x° Kn tare Ram 0-05. How amy jtevakion Will be repaired. is Consider the: problem Sf aminimiai - Fz) = 2x 4% 433 Fo aca, Ans: (08,13) "i . - 7 ° ce, wilh X= (1.0), PerBrm da Single iteration by He mettec What 14 He Newton diveehion for minimiats ‘or mini ing the fumetion f(%) = (en ye 3m 3 SE ue is ayy ez) oh Ans Ca, 7 BF Starting with 2% =(-2,4) minimize S(2)= $44 5 z , z)= w= %, -2% with GIR ¢ 7" 7 gredien? he De metfod W) Me Fletcher-Reeves conyugate Ars: (Lt) ed Lith the problem CCCE 4 ewe" Cee Cee VWVSASNVNLVAVEEVERS PA rina He Conjugate directions WiIR renpect fe tx rnatricen @ m= (23) Ans: (0), G20 Ow a a 5) as ge 9 Guu!) * is @ positive definite. a ZEB ond His 2 pest | (@@) tet f(2)= $2 H% tafe 2ER” ond ae © Bymmetric matrix: Consider the. iterative proce shea = Ex t KE de, ReLB : ti % J Where off cs Auch ak f( 2x tahde) = § (% +0 dx) z eepest descont— ® Calculate F (Hen) = F (zn ta de) Fr the steepest deve | aneliod, where dx = - V5(2*) Suppose Wak the DEP method £4 applied fe minimize Re qadrabie kien §(e)= at Tete Es? xER” tokare Gis positive debinile Agmmehic matrix, Thon, prove tfal— He AucceAsive Search. divecharn are rmuikuelly conjugate Wilk. reopeck to Find te minimum of 24% by cach Sh ihe fpllewing proceduwes @ Goldem Section mutfod () Dichotomous Search metfod Comider He problem to minimize (i~%) + 5(%-x2)% starting From He_ point (2,0)" Aolve [fe problem by the melfod Sb Deviden—Fletehuy— Powell | (DFP) 2 Comider [Re problem bo minimize f(x) Subject to hi(¥) =0 for t=tank A point 2X" iA Aaid te be kuhn-Tueker poink if Here exishs a Vector VER ‘hn L ment 9 s(8)4 5% 2h (2) 20 ra Ay2) <0 for bet 2 eek ie ae ty Adwelfe. love doyttem waing uncinshained opborizion () Find fe kuhn-Theker Petnk for Ra problem Minimize Cx-a)4 + Cx ~2%) Aubject he xtx, = 1 P-120 @” Vsing the meted of Lagrange mulkipliers alve He frlleasing mulkiveriable optimization. problems with eqpality cenabradnts (WYMinimize FG, 3) = A RE + (3135 ap ee “ Bubp ect to 4%) +39 42% =14 Rena ia Hy %y % BO ¥ (WY Maximize F4, %) = 64 48% 4% fo 4% 43% 6 Aabject to 4% 49% 216 xm, 2 BO Gi) Minimnize ley, %,%) = EET Aubjeck bo 1 4993 = 5% 3g +x =~ Hy %2, %3 2° | (W) show (Rak te least value 5. PER ty Aubjeck bo fe Gnolraints A+B %® +74 = 225, A =O oe Ans . joes Geae ah 02) 5 sort W) Minimize f(z) = 9-8%)-64-4% 42m bag tet 2% % 421% Athject to H +R +2% = 3 %1%, x3 2° Wi) Maximize f(xy) = 36x —42 Hey ~27 > Bubject to 2249 =10 %Y ZO vit) Maximize F(*) = Sy 43% Aubject 2% t2y 44 ~G=0 3%) 4% 4%y-J=0 - Fy Ya, 23,4 70 li) Minimize F(X) = (u-* 4 Bh Aubject bythe =F (ix) Maximize Z = x+y furjectlo gutsy’ “alg 248% 25° / | (0) Maximize $(2) = 4428 bE hy» 421% J Aubjeck bogey aye 2 Ams: (3°51 orn, 78°) BN Hd HRSG Seog e are : JZ 4%, %, BBO - xy nimi = GA)Y Minimize Zs 4D baad pon + BH 46% 100 Aubject to YR 4% = 20 a 2), % 20 Ans (% WA)y fi =28! PaI2! ‘A momufacturing Firm producing refrigerators hao given a cobract— to Aupply So umits Jal Hu end id first ment, 50 at Va end 5p— Secend month omd To at He end Re third, Yhe At H produc. x vefrigavatoré im month i& given by x2, yhe firm can amore number SL refrigerakers tm any rmenlf ound Carry Ham foo Aubsequeml- man. How ever, dieing: cost dL Rs 20 perumitig chorged vefgiverstoy conriés over C frum. ont math ‘to Ha next Actes that Oifere 15 ne inilial inventory » dtlermine tha number gp ~ Serd Yefrigeralers fo he produced tm each matt. 40 an be minimize Ha__ total” Gost. Pine > x, m2, 3 represents Ha number G refi 7 jeralers produced ¢ Prat, second aud “third month respectively re a etal Cost = fla, x, x5) = 0 EH 2004-50) + 20 (x14%-100) Convaints ove: %,-S0%0, H4z,-100 D0 2, KitBtXy~150 Do Now une kuhn-Tucker Condi hens ] Ams: (x ie, FY Gam Find the maximum St-the Function $04, %) = 2% +% to Subject bo + ax =3 uring Lagramge mudkiplioy method. eS 26) Using Kuhn—Tucker Conditions, find He Velue(s) 5, B for which Hix Point %F =1, yt =2 will be optimal to the problem Maximize F(%,%) = 2% +P%_ Aubject fp x4+zt-s <0 / %) -% -2 £0 a r Kuhn-Ty Conditions Sdwe lie Hoi emulbi variable Hinizabion wilt meray Slee fe belles a OMarimize $4) = 7Hr+ent5 nat (4B, 4 fubject to x 42% £10 Ss %-3% 10 %, % 20 a: GY Maxtmise $Oa,%) = 29 H12%,™+IG- — Ages (0,0) Aubject Fo 2%, 45% <98 %,% 20 (ii)Y Minimize Fley%) = Gato (-9> a Aubjearto o£me2 Anse Ct), Sis OfH 41 PH122 ‘ 2 OY) Maximize $(%,%) = 34,414 % % ~ 84 Aubjeck to 3% téx 472 mm wo 2 Maximize FO %2) = 2% ~%1 4% Aubject to 2% t3% <6 2m +% £4 Hm, % 7° xe, x3 . tov Bi, 2, = ; ; . ta given

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