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Since the rows of A are the coeffi vectors of linear constraints there is no difference between
equations.
f=ATr and f- uk.ak=0=lagrangian
With r=v=lagrange multipliers
Necessary conditions
f-vk.hk(x)=0;hk(x)
Are to constraint surface of source ak
T -1
v=r= ((AA )) A(f)
Proof
f=A
Tr = Tr
(T)-1Af=r=v
We inilize the linear approximations to determine a locally good direction for search.the direction
should have maximum descent so as to reach the optimum of f(x) (minimum) and it shuld lead
to fesible point such that constraints are not violated.
Let x(1) be a starting point.it satisfies all constraints i.e g j(x(1)) 0 J=1,2,3.J
Suppose that a certain subset of these constarints are active or binding at x (1)
f(x(1)).d<0 1
X()=x(1)+d with 0
The points x along d are feasible points to a first order approximation , points x() along d will be feasible
if for all active constarints at.
gj(x(1))d0 2
Direction d that satisfies the above inequalities at x(1) is called feasible direction.