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    9 views10 pages

    Optimization Notes 3

    Uploaded by

    AttaUrRahman

    Copyright:

    © All Rights Reserved
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    of 10
    2 OP-CN3 brellem a The ,does not Involve a nonlinear equality cons hain! - Hence cheek Wf objeclive Aenclion and Conshaints are conver C) fOy) = Gesyf + Qo 4% - rai pin tis pag 0 the Second efgemvaloe is 4ivé. The heswan is tive semidetnik, and 9, is eonver . There} nce he. Arelolem js conven otsttmi2 alron Soc y >o Use Desmos lo dnd gvabhicel , seluhon. £¥ = 156 = olobal wimmum \ xe (127, v6) 4a Open Chabley 4. ! Optimality, Condilions. 1 Nacess.av Condition Jor oblimabls of Uncon- shained Jpvoblems - VECO) = 0. te if 2% is minimum Jpoint cin “hat shen dhe aradient al %* js Bevo. All Sdlisfy this Condilen ave known as " Shalonory oinls Thos a minimum Jpoind 1s a stalionary point. A. skalionary point may nob -be a mimmom port I bin Local max {min = local min. Ak the shown Aporsls wage tflection pt %. — shalion ary Jpoints. local minimum: 2 Second ordev solficient condition’ ow the local withmom of a avon 3s hat ils Hessian maha “positive delinile’ at the Jpowk SF S$ Ressian | is oslive seme efite Ba shalionony Apoinr, then 1” stalls is inconclusite- One musk devive even hi ghey otdey conditions of Use eas axguments, do decide he abalus 4 She %™ Point ot which the Hessian is inde bile is A stalionasy a a point ie indlection. 4. Op.cn> Examble a Fox 4d a = uy + 2" = Find all skalionovy Jpoink . Use second oxdev oplimalily conditions > classidwy the stalonory Jpowwls os mmm, matimum ox Injle lion Joints S selclion: Using Mathemalica = Katy +2y 225 DU Cfo? —242%-4 Wathen) Ouse Mile ( —-mr Ay \ To ds Aven ints ante ce a Te a: \l429, ys ©:28S7. There is come shalionasy Joint. Find the Hessian. DLP {{Lus}-2 F] vy = LL}, Lb 43h U/ Elgenvalves fa+:e,2-Bh/ N. { 4.41621, us3s1a 5, 2 As all eigen values ove. positive » henee vi is poss hive adehrile al valves A C4). Hence ik os Sportline de jnile ov he. shaimary Jpornl Jord: : Hence She shalvonayy yk Ss a Minimum Apert Snack tk ds a olebal minmum and —Ihe clim i> ‘conver, since the hessian \s 3Ne dedinile Jer all 4. a OP cN3 AmIpokark obsev vations. Cs A omnmom ot 0% 2 (%%--) Joes nok change if we add a constant to She ohyeckve Aun b. mt loess nok chamge ae molti bh Ee obyediive Aumalion doy 9 ovhve See < minimum int a ef IO \s the martimum Aoont ac ~f(2). a he oneonshained Ipvoblem \s 9 conver Jpv05- ommsn Jproblem tf the ebyechive Aumchion \s conver. Example 4.2. Find he shdlronog points el: Elassidy to maximum, mimmum, saddle points cad Indledlion oinls jos ane, donelon $s Gal + Ce 2" Ne DLL The cress by 0sing Ex band VE = [-4340-4y%, - Bay 4+ 1ey> Sele vf =o se Abnd atalonar Soins ig i 2 here ate —Hrree. stalrmasy Jpoink oe 1 2 =a Find Hessaanf le v Date) muy Fossag] t 3 ») - ay “Oy 8 @at — shalionary ent (0) hessian = ° ne <. ee 4,0} 5 { °, -2}}] = {-3,.4 Since ame eigen valve is #4 andthe othev needite Ga LF is a Sporn 4 mf lecivon ao saddle -boin' . b) M atalionary Joint Cms2, yer). -8 hessan = \4 -Q B2 Eigenvalues Lif) -84 > {-3 32 hh] = { dlaas, .ars6e}, “ans Messian ts bowtie dedwile at G92") ~ @) 1s a toed minmum bot J@n) 20 Ce) be stalimasy . is C22, sa), hessien= \e eT Omens) Eigenvalues [{{ 4,8}, [6323.2 sanas, e548 2 (%2,y2-1) is loedl mimmum Spoink - Jas) = 0 OPEN, Exam Jple ad. Find and classi jy She skalionagy points of [(a) = ast Ory sasye aan tay’: FE] 2 2s ~ 34. Gay sass andy a es KY -\2y 75 Bitten, {{%955] emo ginEe [sot ae ley 4829", ~ 6% + soy ~ (-2411, -0.6), Coen, on), ( 01631,0.1639) , (0.1637, ~ 0.1651) . The 4 open SO 1448 16-9614 ~ 6-96-24 soeert wg ) he ssiian §) = ( (a) a ot = (0,0) - Peay a) {fso,-e4, {-¢,s03 Eigenvalues [{ {sey -cy, {-6, soyy] = 36,44 1“ hessan (0,0) is owilWe “dedinile 2. (0,0) iso local wirhmum point. 10,0) =d - (b) at boint (0.671, 0-67) - . hesyion (—0.677,-0:679 Z {{-38,-sch ,J-so, -3854 Eigenvalues] {{-* 8) ~se3 f-ses- 3833) - s {-8, R}- hessian (-0.677,-0.6) is Inde}mile maha. (40-61, -0.617) is © saddle pein sea 4 mblecken- £(-v.¢17,- 0.67) = \o-0@a3. Cé at She shaltonas om = (0.6, 0.67). a hesvian (0.67, 0.6m) = {{-38,-s0h,f-s0,-304} Eigenvalues L{{-38,-se}, [-se, 3854]. = {-88, 25. 2 he hessan(o6T, 0-67) indelimle matax ond (0.61, 0.67) 3s an inflexion Jpoink f(o-6n, 0.6m) = 10.0833. (s) a wy (0.7631, 0.7631) - : hesvan hee 0.1637) = {{e2, 504, { so, - 623} Bi genvalves {4 ~ 62, 505 s{Se,-623f {- 2, “125 ; is onegalive de} nile’ om Ns hesvian (- 0:1637, 0-163) 4s @ ocd maotimum: $(-onban, On6s1) = 16-338. . OPense @) perk = (0.1637, ~0.7637)- hessian ( 0-164, ~O 1637) * [f[-e s0}.fe ef Eigenvalues} {- eee] : { so -erfy]=f-m 4 ny : hessian is —Ive de Hwile J. (0-16 39, -0.7637) 8 cea a AMAL mum olnt 4( 6.16%, - 0.16387) = 1G. aay Example 4.4 The Apellowing Jonclon ad jour Vaviables ‘ shows —Ihvee ci even} local mini mum Jpovnls. SJ Athis neon aas dyom a aclical obhmia alion blem , nding a global mimmum osoold be mburlant. 4. xf 4 at (1. 2%,) 5 aay en = 24% 2 2 + 24,(-24%) - GX, 2X + ae Vo) = [74 4 2014 dap - Oy 3224 -2- 287 4% - 242% 444 4% Xa Lao + 2am arg 4% u ° solve | [- 4424+ 4tP 44% +2%y 220, 5 H 2-2 + GR B20 y - 24 VW IHL AW RSV » HAF HS 2D 4 My =e oof Mah» Reals] ITN. ( 4o get nometic values) shalion ary, Aes ae C115 (= 0113616; 3035, 1.36689, 2), (- 0.84, 0.99, 158%, 2-108 ) OP cn 7. Hessian (%,%.5 9G) (a) al Apoint Ges fy ‘\. hess \1 Ba Wowe cit oma 2) pram Caveats 00) eis WOn gett ies cs ee ey ° “4 a Eigenvalues: 4) heasian C41, 41) = 92-9369 5 M33 2.664 » 1-06 Be hesstan (1, ‘ WV) \s ¥ive Perle manu 2 powk CNMI) is @ local minimum Jom - Foywuy 2 -6 (b) el ink ( - O1D616;, O.50435; 1.36688 ,2), hestian (0.13 616, 0.50035, 1.36688,2) | pa ©NB104 1 ,O-54104 ° iz - ©.5 4104 4 ° ° ° ° 1e- 4203 = 35-4615 2 ° oeGis2 ea Ex genvales She hesnan(-o.ls618, 0.80 MS, 1366882) GNe 1Q.5NB, 4126, BOB39B, ~1.0644) he hesvan matvin is tndebwile ot She given spot 1. the Jhomt js ao saddle boi $(- oer, 0.50935, 1.36608,2) =z ~ 33419. (©) Jor the point (- 0:84, Of ag, 1.5614, 2.105) hessian 60:84, Ba, 15614, 2-7 os) a OPCcNB ens 7.9452 S56 ° 2 B.S a } ° ° ° 2.4% ~ G-34%6 os ° = 6.3496 ) Eigen Nalves of heshan ct he ofven Spot ancl 23.513 10 63437 L Ae. 2.11237 All eigen values pee deel 6.794108). 2 the hessian ts Sposiite Aefvite . Theredore Jpint (_0.09,0.84, 5814) 2.108 ). 1s a winmum ane {Coe , OB, 15874, 2408 ) ee Gini) 2 BK w yy) we the aloba rmnimum “The additive Jor oles o} conshainls - Considey ~he conshainis- aie) = © Cain WH 50 ie bokeaes S$ ao Jporh & selishes all these conshaink in- dividual, , then i} also salises the aggyveqale conshaid Qa = 2 wqaGe) +3 YKW So uy ZO and Vi ate scalar constonk. Example — <.6(0) (xe) = *€-+ 5 446. a 43 9,04) = %- 2y 4 alt =n lat dq = 39, +59, FO BD ‘can be seen Jprom mathemalice Joos

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