1 / 159

Optimality Conditions in Constrained Optimization Problems

Explore optimality conditions in both constrained and unconstrained optimization problems with Lagrangean multipliers and Karush-Kuhn-Tucker (KKT) optimality conditions.

pgoza
Download Presentation

Optimality Conditions in Constrained Optimization Problems

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Optimality conditions for constrained optimisation

  2. Recall: Optimisation conditions for unconstrained problem with one variable function • One variable function:

  3. Recall: Optimisation conditions for unconstrained problem with several variables function Several variables function:

  4. Lagrangean multipliers

  5. Lagrangean multipliers

  6. Optimisation conditions for constrained problem

  7. First order Karush-Kuhn-Tucker (KKT)optimality conditions

  8. Sufficiency of the K-K-T conditions

  9. Sufficiency of the K-K-T conditions

  10. Sufficiency of the K-K-T conditions

  11. Necessity of the K-K-T conditions

More Related