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Multi-Variant Optimization Techniques

The document discusses optimization techniques, specifically focusing on multi-variable optimization with no constraints and the use of Lagrangian multipliers. It outlines procedures for applying the Lagrangian method and the Karush-Kuhn-Tucker conditions to find optimal solutions. Key concepts include sufficient conditions for stationary points and the computation of Hessian matrices.

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nithishdesk
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5 views6 pages

Multi-Variant Optimization Techniques

The document discusses optimization techniques, specifically focusing on multi-variable optimization with no constraints and the use of Lagrangian multipliers. It outlines procedures for applying the Lagrangian method and the Karush-Kuhn-Tucker conditions to find optimal solutions. Key concepts include sufficient conditions for stationary points and the computation of Hessian matrices.

Uploaded by

nithishdesk
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

DHAYANITHISH V

Ilyn - AI DS - B'
Opimizalion Tuchniques
and
pragiamring
Mulii- Vaant opimization uith
No Constiaunts

* Nacesay

() Condition

- (L) =...=
Proa tor thugum 2-1 can se easly be
etnded io roe the esrt thesem.

that
6

is +Rs( X*, A)

th)-f(x*") -h
2! aCx+ ) 0
The Sane concusion is n anditn
cam loe oltaured can lue alstainod
L32 ASsunud that
OR(x)/0xK0.
Snce tu cancwLn is n contadiction
Jith tu
Ougnalaament ihai x* is
An teme põni at x - X
¥Suficient (anaition
A sicit onditicn for a
Sialionay pout X¥ 10 aome point
is that matburn f loe
second potial dvawaue
(Hessian Matruz) % k)
U) ualuatud at x*

-(x*) +
2 hi

O< < 1

Since

Of -0 ,i-4, 2, 3
t(x*+h) - fx)

X-*+0k
A matir A ull lke osee 6 dekmile
postiee
JA -I= 0
A la
an a2
A3

The Mabin
and ondy
A
all
uall e posiiee daute
e ealue
A4 A2 A3
An ae postiee ?
PROCEDURE FOR LAGTRANGIES METHOD
OF MULTIPLIER

* Deyine he GisenpQLom
Zn) le e
do funcion

Equally Consnaints

* Fom dhe Lagrangian Funtion


Lograngian mutliplion 12.A3
l=1
*Conpule fist order Conditon
F@n Each Vavuale Xj (DUsio
Vanialsle)

OL
9iX1 y...n) - o
(Engoring ha constbainti)

* Solee th Systom ef Equation

* Vouty Secand -0dU1 Condition


Compute he Hessian Matbir of

do check uhthwI the souion


t0 H marimm and muinnn
*Intuput
the
Ih
the Solution
the condition e satisiud
cpimall ualue
PROCEDURE FOR KARUSH
*Fom the Lagrangicn Funcion
Deyine
Lagnange 'utiplion

L(xiArl) u)+
hu

+
'
-KUHN -TUCKER

bu
Lagnangian

P
m
A;9i

whi ().
uith

)
* Compue Fivut Odor Conditions
Take e parial dvuation L

uth esuct to z P

1:1 )-0
* Satiyy primal foasiblity
9ilz)40,
hj ( ) 0,4- [Link]
* S aixyDual Fuasiliy

a soution LX
I
satispes au KKT Candition ,It a s

optimal Solution to the optizaion .

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