Lecture – 2

An Overview of Static Optimization – I

Prof. Radhakant Padhi

Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Topics
Unconstrained optimization

Constrained optimization with

equality constraints

Numerical examples

APPLIED OPTIMAL CONTROL & STATE ESTIMATION 2

Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Unconstrained Optimization

Prof. Radhakant Padhi

Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Static Optimization
Observation for:
Point 1: Local maximum
Point 2: Point of inflexion
Point 3: Local minimum
Point 4: Local maximum

Point 3: Global minimum

Point 4: Global maximum

At all minima/maxima:
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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Necessary and Sufficient
Conditions for Optimality
Scalar Case:
Performance Index : An analytic function of
Taylor series:

Necessary Condition:
If is a minimum irrespective of the sign of ,
then

APPLIED OPTIMAL CONTROL & STATE ESTIMATION 5

Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Necessary and Sufficient

Conditions for Optimality
Sufficient Condition:

HOT

if (sufficiency condition for local minimum)

Similarly, if it leads to a local maximum

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Necessary and Sufficient
Conditions for Optimality

Q-1: What if

Answer:

Necessary condition

Sufficient condition (for minimization)

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Necessary and Sufficient

Conditions for Optimality

Q-2: What if but

is a point of inflexion
Example – 1:

minimum
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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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Necessary and Sufficient
Conditions for Optimality

Example – 2:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Necessary and Sufficient

Conditions for Optimality
Vector case

Minimize where
By definition,

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Necessary and Sufficient
Conditions for Optimality

For minimization,

Necessary Condition:

Sufficient Condition: (positive definite)

Remark: Further Conditions are difficult to use in practice!

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Necessary and Sufficient

Conditions for Optimality
Example – 1:

Necessary Condition

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Necessary and Sufficient
Conditions for Optimality
Sufficient Condition:

Eigenvalues: 1,1 at

(positive definite). So is a minimum

point
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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Necessary and Sufficient

Conditions for Optimality
Example – 2:

Solution:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Constrained Optimization with
Equality Constraints

Prof. Radhakant Padhi

Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore

Constrained Optimization:
Equality Constraint

Problem:

Solution Procedure:
Formulate an augmented cost function

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Constrained Optimization:
Equality Constraint
Necessary Conditions:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Constrained Optimization with

Equality Constraint: An Example
Minimize

Subjected to:

Solution:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Constrained Optimization with
Equality Constraint: Another Example

Minimize

Subject to

Solution:

APPLIED OPTIMAL CONTROL & STATE ESTIMATION 19

Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Constrained Optimization with

Equality Constraint: Another Example

Solve:

Remark: has no physical meaning. It only helps to solve the problem.

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Constrained Optimization with
Equality Constraint: Sufficiency Condition

If the equation

has only positive roots Minimum

has only negative roots Maximum

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Example – 1
Problem:

Solution:

Necessary condition:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Example – 1
Sufficient condition:

The Solution is a minimum.

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Example – 1: Some Remarks

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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 Example – 2
Problem:

Solution:

Necessary condition:

Sufficient condition:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Example – 2

Necessary condition:

Solution Candidates:
1 0 -1/2
-1 0 1/2
-1/2 1.73/2 1
-1/2 -1.73/2 1

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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Example – 2
Case-1:

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Example – 2: Final Results

Conclusion
1 0 -1/2 -3 Maximum
-1 0 1/2 -1 Maximum
-1/2 1.73/2 1 3/2 Minimum
-1/2 -1.73/2 1 3/2 Minimum
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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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References

T. F. Elbert, Estimation and Control Systems,

Von Nostard Reinhold, 1984.

S. S. Rao, Engineering Optimization: Theory

and Practice, Third Edition, New Age
International Publishers, 2010.

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

Thanks for the Attention….!!

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Prof. Radhakant Padhi, AE Dept., IISc-Bangalore

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