NON LINEAR PROGRAMMING PROBLEM-

Gradient Search Method

MEMBER:
 Ayush Kargutkar (21106042)
 Prabudh Gaikwad (21106038)
 Maviya Bubere (21106022)
 Shreyash Gharge(21106063)
 INTRODUCTION:-

* Definition of Non-Linear Programming: Non-Linear Programming (NLP) is a mathematical

optimization technique used to find the optimal solution of a problem where the objective
function or constraints are non-linear in nature.

* Importance of NLP: NLP has a wide range of applications in various fields, including
engineering, economics, finance, operations research, and more.

* Gradient Search Method: Gradient search is a popular optimization technique used in NLP to
find the optimal solution of a non-linear function by iteratively adjusting parameters in the
direction of the steepest gradient.
 Formulas:-
 Gradient of the objective function: The gradient of the objective function is denoted by
∇f(x) and is given by the partial derivatives of f(x) with respect to each of the decision
variables. That is,
∇f(x) = [ ∂f(x) / ∂x1, ∂f(x) / ∂x2, ..., ∂f(x) / ∂xn ]
 Gradient of the constraints: The gradient of the constraints is denoted by ∇gi(x) and is given
by the partial derivatives of gi(x) with respect to each of the decision variables. That is,
∇gi(x) = [ ∂gi(x) / ∂x1, ∂gi(x) / ∂x2, ..., ∂gi(x) / ∂xn ]
 the current solution: At each iteration, the current solution x(k) is updated in the direction of
the negative gradient of the objective function as follows:
x(k+1) = x(k) - α(k) ∇f(x(k))
Applications:-

 Engineering design: In engineering design, the goal is often to optimize the performance of
a system subject to various constraints such as weight, size, and cost. Nonlinear
programming problems arise when the design variables and constraints are nonlinear.
 The gradient search method can be used to find an optimal portfolio allocation by
iteratively updating the weights in the direction of the negative gradient of the objective
function, which may be a measure of portfolio return or risk-adjusted return.
 The gradient search method can be used to find an optimal supply chain configuration by
iteratively updating the decision variables in the direction of the negative gradient of the
objective function, which may be a measure of total cost or customer satisfaction.
Constraints in Non Linear Programming:-

 In non-linear programming, constraints are often non-linear functions that restrict the
feasible region of the solution space. These constraints can be equality or inequality
constraints.
 The gradient search method can handle both types of constraints by using Lagrange
multipliers to convert the constrained problem into an unconstrained problem. The gradient
search method is then applied to the unconstrained problem, and the Lagrange multipliers
are used to obtain the solution to the original constrained problem.
Advantages and Disadvantages of the
Gradient Search Method:-
 One advantage of the gradient search method is that it is computationally efficient and can
handle large-scale problems. It also converges quickly to a local minimum.
 However, the gradient search method has some disadvantages. It may get stuck at a local
minimum and not reach the global minimum. It also requires the objective function to be
differentiable, which may not always be the case in real-world applications.
Example :-

 Consider the following problem

 Maximize f(x1,x2)=4x1+6x2-2x1^2-2x1x2-2x2^2
Graph:-
Conclusion:-

 In conclusion, non-linear programming problems with gradient search method are

challenging but essential for solving complex optimization problems. The gradient search
method is a powerful tool that can efficiently find local minima of non-linear functions, but
it may require additional techniques to find the global minimum.
 Non-linear programming with gradient search method has numerous applications in
various fields and is crucial for optimizing complex systems and improving machine
learning algorithms.
References:
 Thank
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