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Similarly, ‘can be written as gH =0, jer , BX) + x7 = 0, fede Bqualioes (2-65) $0 @2.97) represent™ © +(m—p)= the mn + m unknowns x; (i = 1,2,. aise eyes N>0 jen 2.74) ‘These are called Kuhn-Tucker conditions after the mathematicians who de- rived them as the necessary conditions to be satisfied at a relative minimum of fi) [2.8]. These cor are, in general, not sufficient to ensure a relative minimum. However, there is a class of problems, called convex programming ‘ ich the Kuhn~Tucker conditions are necessary and sufficient If the set of active constraints is not known, the Kuhn~Tucker conditions can be stated-as follows: ee ae ee ax; fm 7 ax, Eee t NB = OF f= 1,2)... 2.75) 450, f= 12)... N20, Fd... jon or if the constraints are of th in Eqs. (2.75). On the other hand ccoristraints in the form g, = 0, th Note that if the problem is one of mai type g; = 0, the A, have to be nonpo: if the problem is one of maximization w Ay have to be nonnegative in Eqs. (2.75). 2.5.2 Constraint Qualification When the optimization problem is stated as: ml Minimize f(X) Subject to 1,40 g(X) = 0, cli A(X) = 0, ‘See Sections 2,6 and 7.14 for a detailed discussion of convex programming problems, | Mis condition isthe same as Eq. (2.64),f j CLASSICAL OPTIMIZATION TECHN IQ), ¢ Kuhn-Tucker conditions become shere 2 and 8, denote the Lagrange multi ; = 0 and hy = 0, respectively. Although we found qualitative ‘uhn-Tucker conditions represent the necessary conditions of optim: ollowing theorem gives the precise conditions of optimality. theorem 2.7 Let X* be a feasible solution to the problem of Eqs. (2 8 (X*), j € Jy and Vh,(X*), k = 1,2,.. ..p, are linearly independent. xist 1 and B* such that (X*, d*, B*) satisfy Eqs. (2.77), "roof: See Ref. [2.11]. The requirement that Vg,(X*), j € J; and Vh, rly independent is c: cation is violated <* beforehand. However, the constr, ; dualification without ; nstraint ‘ale roblems having any of the following eat anysstutod tana edo] ay w2IMI0q, SOURAYIP Bf) SMOYS [°Z aINF1y -uIRWIOp 9 = GOSH Gf Jo wnunxeus feos v 09 jm 4x $1 GJ yoy 1900 wrewOp ap UL ‘4.x 01 asoja x [IP 4 inf 10 = GL 4x 18 wmutunw aimosqo 10 poqo}8 + 240 0 “0192 01 asojo INS Y JO sanzea 1290] 10 aayivjas v paj|e9 st 4x uIod v Ke d jews Apuoioyyns swiasqaud yeanseid ay) jo aos 2ou1g nuiarayp Jo sanbi NOMLONGOINIterval [a,b] such that x* minimizes fe two theorems provide the necessary and sufficient conditions fo minimum of a function of a single variable. i imum atx = x*, where a <_ dfayide = f'(x) exists as a finite number atx roof: It is given that F1G%) = Tim LE° + = fr) io A SR) s fix* + py2.3. MULTIVARIABLE OPTIMIZATION WITH NO In this section we consider the necessary and sulficiemt condi i 1 tions for the min- sm OF maxitnum of an unconstrained function of several vale, Bete seeing these conditions, we consider the Taylor’ ati tivariable function. 'aylor’s series expansion of a mul- 4 Definition: rth Differential of ¢ through order r = 1 exist and are cont derivatives of the function ous at a point X*, the polynomial pee hey pian 2.6) For example, when r = 2 and n = 3, we have a3 AF (X*) = dF eh xF,x3) = DD hy et Yt 2 oF, 29 ik hse Le f BOM) +X) + XH) ep ta *) + 2h: a Bea) Sar The Taylor's series expansion of a function f(X) about a point X* is given by la x F(X) = F(X") + OO) + HAIRY + 3 aX) treet ann) + Ry(X*,h) Qu where the last term, called the remainder, is given by ry Ry(X*, hy = —— dP OX + hy ¢ it w+ | Where O < @ < 1 andh =X ~ X*,PONE Rye Cie. itiirec ys! ly unanss aneutpu009 Uist) nua = “sny ‘auoyds "YI SUNJOA IS9BIE] Jo xog ev Jo resp pay iets “ajdwexe Surmoyjoy ayy K sodas Surajos oy waup pu ods Aaa aq 01 980d ons uonmnsqng ward Aq woNNjOS 1 *suonaas Butmo{o p are St 1p Jo Spoypoul SUL, “wayqoud sIKp Jo Uor Jas av N94, "YON NIOS OU aq jT1% as9Kp “Tes9UNs UL “PUE 4 wayqoad ayy “(ud < ue 1) astmuarno : oF jenba 10 wey S89] $1229 ty ary = we ‘on soofqns: Qos = fou :snurensuoo Aenbo 4s suonouny snonuniuod Jo woRezrundo atN J2pISUOD 9M HOH?AS SI SINIVHISNOD ALIIVO HALM NOLLVZINLLEO WTAVIAVALLIAW 7Aq woard aue (£2* |x) 18 f J SOANBALOP [CREM dapig * _puoaos au, (Pa) “ba yo @x*'39/ 01 suorpuod Kouorouyns amp Ajdde 3A uma “unui v 40 wnuited B 0} spuodsa1s09 Punoy VORINJOS atp JOYTOYA Puy Oy, cl 3 se xoq oy) JO OwNJOA WINLUFEL 24 SAI WorNjos Suu. “ght = $x eouoy pue gA/T.= F¢ = 4¥ TEM SMONION IF HONYI way ae 4 cw on [geo kt »| m= oo \ ec fe i 9a18 Jf Jo wunturxeus ayn 40 SuORIpUOD AsBSsOOOU HL “SaIqeuEA o1 Wt orUTY pouressuosUN UE se PaziUITxEUL a te Yoru ca wes 9 bg Cela sauios9q uonsuny aansoiqo yt SAL n@ =e “bq “Sx snsuiyo 01 as0049 a% 31 “uonouny aannofqo au WO at} Jo uo Aue ayeurwt}9 01 posn aq ued yureNsuoD Aapenb? 2 2049} UIRESUOD AiTenbo ou puL SoIgEUIEA UAsop som sey wa}Gard SHEL a) Da bea bea de es se aurensuos ayy Anes oy an PH pes un Jo aiouds o49 Jo aoeyans aup uo ott x0q ap Jo szauHOD 9 20S cw Stetng = Grteing \. ng 4 won sr x09 axa so a0” 8u 18 ——-SuNIVaSNOD ALMvnba Hue Nom