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TABLE OF CONTENTS:
TECHNIQUES TO FIND MINIMUM AND MAXIMUM OF SEVERAL VARIABLES DIRECT METHODS/ RANDOM SEARCH ADVANTAGE AND DISADVANTAGE OF RANDOM SEARCH UNIVARIATE AND PATTERN SEARCHES
TABLE OF CONTENTS:
DETERMINING THE BEST DIRECTION AND BEST VALUE AS PART OF THE PROBLEM
MULTIDIMENSION - one or more dimensions - one dimension (x or y or z axis) - two dimension (xy axes) - three dimension (xyz axes) CONSTRAINED - to force, to limit, to confine UNCONSTRAINED - to make less intense, to loosen
OPTIMIZATION
An act or process or methodology of making something as fully perfect, effective and function as possible.
OPTIMIZATION
Gradient or descent or ascent methods
Requires derivative evaluation Example of derivatives: Y= 3 + 2x- x2 at ( 2, 3) Soln: dy= d(3)+ 2dx-dx2 at(2, 3) dy= 0 + 2dx -2xdx dy= 2-2x
DIRECT METHODS
RANDOM SEARCH
Based on evaluation of the function randomly at selected values of the independent variables. If a sufficient number of samples are conducted, the optimum will be eventually located. Example: plotting of points
DIRECT METHODS
RANDOM SEARCH
Random Search- repeatedly evaluating the function at randomly selected value of the independent variables. Y= 2x+3 ( y is the dependent and x is the independent value) Example: x=1, x= -2, x= .001, x= .0001
GRADIENT METHODS
GRADIENT AND HESSIAN
GRADIENT METHODS
GRADIENT AND HESSIAN
- If f(x,y ) is a two dimensional function, the gradient vector tells us What direction is the steepest ascend? How much we will gain by taking that step? Vf= f (i)/ x + f (j)/ y ( rectangular coordinates)
THE HESSIANS
For one dimensional functions both first and second derivatives valuable information for searching out optima.
THE HESSIANS
First derivative provides (a) the steepest trajectory of the function and (b) tells us what we have reached the maximum. Ex: y= 3x y= 3dx y= 0 Second derivatives tells us that whether we are a maximum or minimum
THE HESSIANS
Assuming that the partial derivatives are continuous at and near the point being evaluated /H/ = 2f 2f - [2f ]2 x2 y2 [xy]
THE HESSIANS
If /H/ > 0 and 2f < 0, then f(x,y) has a local minimum x2 If /H/ < 0, then f(x,y) has a saddle point Saddle point - a ridge connecting two higher elevations ( minimum and maximum) /H/ stands for Hessian
THE HESSIANS
x= 1 + 6h y= 2 + 6h
*** CHAPTER 14 ENDS***