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Problem lagrange - PowerPoint PPT Presentation

Constrained optimization

Optimality conditions for constrained local optima, Lagrange multipliers and their use for sensitivity of optimal solutions . Constrained optimization. Inequality constraints. g2(x ). x 2. g1(x). Infeasible regions. Optimum. Decreasing f(x). x 1. Feasible region. Equality constraints.

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Problem lagrange - PowerPoint PPT Presentation

Constrained optimization