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Aae 543 Optimization

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59 views33 pages

Aae 543 Optimization

Class notes

Uploaded by

ikechukwuchiedu33
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Wininite PO? ———$<_A 4o 0 Q Th = 2 ES shew eos rere Rossin Tech A 3 a ae beh dens ANarlotoles % = [ ry ea | ER Vanables 2, 14 On are Often efored Ar 8 Vechten varlables + the sob 2D a cube rf 2" ohh Hex Uonshaitt se acrfeasibly set I ahitchon Grillo Can be view) 34 decues prvtaltn ctheh ouoles nding He bast ver SL_qver all ose ved im <2 ‘By Ye best vecbr we mean dhe one Heat Lecsath m te’ smallest value of ate slgeche fun bin tha verte 4x called He mmimizer a) -f prey 2 =Minimeers an) maniniers gre felon Called axkemizen hassle ck _ © 2 pit lack b Soy Hat main, tm 2 ade Same Soni fs Bie Gin hls Oa minimi The nda! = € SF 5 GD a eg Consdreta Sut 3. te lees He fais a2 ras Se. jt fateh ih cate, (a tape pits = Oa ial aa, “aul Labo chun aoe pee tenes Ge 2 a sy et lana OF _ sat Lo vorthagd) 4 ie matic ‘ Trea Ee poll plc : Sidnpts = 31 GiRD> 6 ms | Efligho a g, d | = Se Stppese 2: 27 oan Is) 0 Phin SverSume seh oe pt = foucisn Pfr one CQ A poitt * eA 262" A pour ae slecal minimizer vp fom tr emis 2 Such that $es) > fOr") fre a the defirfims above we plate "z mag a Ten “yhsse a_stret local minimize, anda ohret q iobel _ pin 27 v a) ts gle bal mtnimieey mer ye wnhe £0) = minves £m) amd SX = arymin en FOO gieaa_real valued finch # G pot m the oman! of f) hocamse o® fs am ution pombe He cet ap feasible dice tho aia 2 op the whole of 2% This de { 2", ATT pin*) 7B and —el VP OX) 7,0 tae el? foy_s0 Ud G2" fel, , Spo*iae he rm hee ts Ga Coerple t Cadlen the gre bleg ——thhiimize a2 OSa? Fe ads a Sujet te 9 Ge Ta) ls Ha fie. odor neu Tmbize SadtifeD at oe pe ee Ge Poly eek fe Lal anne oy ites ee th Foals or*hsecal minimize, seh Saha) of 2h bush Bales lia RRS Ths ssitfiel ct xe foe Oe ft bet opel 2B be bef ty dosnt Fp Mt OS tea, +f Oba g mex Tx] “a AL els)” we hae Veftr) = [2m 5] pf2ie1 Ts post 27377 8 Sn kate _pont—of Qa = Put x yo) ome] thence He ell resures aot Voy no ee poeta Liay Tes ek stiehy shyla FEC goa local minizer . dit = bel Da o= [O37 pe hae Wf) - 10,6] ond Wid = [di dil”. Sel 4p be tessible a2 vt med 72 and da Gn “fake amy arlihray ple ww &- te pont x= Co.2]" coos pot sadify Hoe FNC fon (cca minimizer becuse of is allowed te he. less than 2Om. for otample d= (1-117 bh » feasible —diechin cbt dA fod = - 6 40 OC) xs Tho we havo vfoy = [2,27 and henvo fod = 2d, + 842° Re te he forse la me. = d. Zo = di_Gn “ska 2m axckibent vae in B sheaf ef-s, '77 5 a fos stele Viiresshn « Gut oi 20. bus. oe Lh,07 + dees not fs “Fonte por a Leoal wim izer mh) Wir x= 50,0] me haw Wefee) = [0.3] 7 ond fm Seo = 2d, Be dee foearfans ll thle wo need d2% Mehdi 0 Haute 2 £9,0]' Stripes Hea FONG — —— cae Sa Pe Fe eh See a bate ~ ren, ole 6 Laase, ls do ee mola wer Of we re aval c % Oe we rey = eg base richan N Bon RL Sita- a He opined Asch then 9” we hee ca zo tente oft, Li tga \ jb Sdithe nbeatie a | en 2a Sp Te Set. Hoot {2 ER Ew ogthras(- opener - - - ee a eee er Ubarbchey thactin Some prelims ge one as yas ato fl fre 2 sbonsat Gn bal _ ppininizews teow ph we Com reshape tha prsl utente, “gol Ra Fork’ of wef Cries Gif. Consider tHe Sed con sEwO poh (on miminvize fl) : Suet + 4 ye 22 “ees = Plmmri i ait as a J a) Geastden 4 POrmet 2% E 5h gee Uefa ttle dinendans vt oe” et whl. govt ie O- Sakefy He forte footin Sef CarstouneD poh orn Based on porte os Hr TEMG fue Ther gerheontda nD) elasad (oeal jcpimzar cand vite thet = we Ute abla coroduaher to prcnehes fouls SCE S% ht Sane afm Sing Le parr to hase ale. ini pkg (wisest NA) chy dome 4 net LE (Con Po o Herat ft j= 0 re tiianiter oan df HES =O — {eat py Soc py tee ae Oe @). This ave 10 feasible Sprectony olf any af ~ b) Becamse of eto _ all pods pp Sahbhy rf, FONG for tlk wet ton geared peal (ov 2 v | reek PO ale Hi PONG pee Hh set-tonstre me posh, OVS wot uss ful ef eLimbadina joca | minimizee Gm didd Vuithe KO) = £640) hes ‘yt R>2 i gland 2 rly & + x= fox, als Alte fat > =n dosO J". Hence boy the Chain rule | Wh) = DP lg (3) De fe)= 5 08) GEC (>) Notice the Date) wef Citarechel, pe Cold oo ot = 9g te): fer +o t= gto) sy thst O94) o mithoroaal nl Ag local: “minimize, Pict mas of 4 7 qe wo ia 8 hessian of f , Been aaa “that =0 and MEO AL 0 fet an) = 2% +xd and lof ine. to Caen poste Bute qo = flatieed ) = ¢ Exlx)) . Ton low shy | _eMavoun po Ak O(a) - $(o)= pee” +o (x) 2 Oo _ ¥ . 2 thee cs a3 Piet txd) 2f Oo) whi, Conta reds Eo assuunptin Hot 2% 8 3 low} thnimizer Tees 7 4" = AT FO) L HO 4 dept) no a && C2 2 ditty, Gse [ee Se be an iui Port of DCR ~Bleral anicinizee off ak fect Hen Sf OO jebake (Fc0), tat “AFG a posd te eee "Fedo a ot wa foxy = eS, fs a rf f 1 varlable fie r Bes g | (ey sol _ amin (02 = es Pies eal ami Gtl > She, : the nc and so 2A = oti nod 9 math te oa i = a e be fs 3 teemoly bt — Conte a Roach pRB \ Loy aut —~o> FT mag f Ppa d Pa et resces Hed | the Fone = WS LE fo-o] Shy (oS* Sfond -Ode | S ee a poe sl ps eee G sf J co") =o = Fla” \20 Fea 2" 6 = chet local minrmizerof . f ~fosf i Because $ © 6% oe have FC") = PCa") “ame ay legis inepualty Hey thad ¢ d#o ee a 2 Xm CP Cx Vad 42 dF ex ave by Poles Theorem an) « sump ton J fate d= FG) 24 Foe) + Cdn) 9 dn, Fe) + ocadiy ° tlente eacall d Sul Hint Hdl = Suffacentls Sins | tee 4 Car%+d) 2 Pex”) wn Comnpl.ctes ‘ie proof ~bermdla G4 3 4 whee Poco) saints We have Spon = [Poy dre) epee only Yue Yo, oy” Persil we 2 — ya oT oa fo = J : Te reis w=fo 07 disdies tle FONG sole dsose. ean Shuck 42cm minimize Archi Ss Lo 07) 4 a Shrrf-ser global raiinten | 24> a [Ons tamensional Sourel_ meee’ ny Iw Hits ee ahve ried tn He problem [adaimiaing an objude anchor £1 a-@ Cs = [dimencistel problem. The appa lis sa [Seqals sleitlm alse Called * ine Seal: an a Chee als: eon oe_ stort with an lots G oF so Salutiva xe ere _< Seguontd of erate, a a eed denies we ONE tee naast OY Lopes on and) Hoa aby eebive En ae glide [jeuk Piao Akg om chat UOtedios 4 5 oe batik Scum) d onvahye fi i tere ae Some of tle Cormelr would be “To coe en A image shat oO Sage range L Sebo t (onetl the. do Wo, Pip i DE 5, pj's 1-29 We werfe the quadredic cushion L p= 3ptl =2 Toe Soluce, we a = SHE Pe = 8255 a 2 2 ae “ : t p : ) a a q arb 5 by b, Pes fe ashe pa -iultiy fi pdy ent ata ep & Ele Je tee | pe (Sop, deve Sa pp 1-9 aa Fee - 5 Zz i ata Jibei [asd pe iP EP i Ady’ —— Se i ae nen ant fee “ts tule ns tesss) Geomshls As He asf" ie asblin aden ole & PEE: os te etn Ti = coe _ Ae 8 i af p ~ ralust-D tt me ns ink The eat ved lop the ratio ep x O63 of evel) rte dfinbe Nd hep: d i — eed wduces ee - “by defo Rell te. u FAN 2 ae iY fact Cp) = (0 ma? Be Brame. fl —Siigese. that we wail ty use the golden secfon soarch metho al tod date value of on t6SF moimizes fod = gk = (Wad 0? re Treks Teterval [0,21] we wah [orate Hi value ef mH oowanpt ef 0° Abba ad sfase she rene. ia ij reduc by Co eri) Bu heose AL_so Ufhat (o-bim3)" 4 03 Cee 2 ( “cst op fo dul dn N= ~Heedion 1 we eunbate f ot 2 fihrmedi 2 polaltt awd by te how ree Je ee q = Ae +7 C by Ge) = 0-265 Le Re: Fre p) Lbe= ae) = 184 zl | 1 por ag wee Aoz0 Oe O7 hae Pe (p- idle FG) = 236 Prb,y.~ ~13'16 i is fon) < FL) lacy ietewal [qb] = [o, b2s6] | Heaton 2 3 We seb te Cotoid A 4 On Sof + i : Reed only bi eualuatbe:) atin ne om Qa = Go + 9 him 4.) —— ke ots . aed i _ Ge Prete ee se Ee ye & en ro rej 4 We Set ag abe and Compute 6 a ai bye Ge + U-p) Cbi-a ) ij = ON FQ1FC 1 078279) C1236 = oyz2t) =O 1HYS r a= ff bade fu) = -2456 pte.) = 23-51 “Smee f(b) 7 fas) tHe news frtensl 15 [fabs] : _ tirndion Hf 2 wee hoe ee we sel by =%s { ae Odea; Me BY O'R 569 be wo ahys 4g = %2 + P Cbs i) = odtrzt + 0:32!4 Coats OF al) eSRS ei os Pace =33-e4 : 7 Nf Coy) = flay) = abe oa ~ § abi Sto Sece_fagy 2 fob eo Note “tha f by oy = 0842 4 , ee ES Fler ac Meoth.d Sy - { Oe. do styo Se stot the Lape i seduches Qotoss ve sen tals, et | toe nant we Wit Ylud fo 89 Om As in Hh qohen soutien Serrd. oungonl i shes ad bask values of Pe, 0 & Pe 6% tusl da oly | One ing cfonstion Lvalution is puree) at cath chy Vet ius alo feu hea nt Con select Ei leach pons | Weseceat ws sulficech ob chess peu tht _ —_ Jor (1 p,) = {=2p, ae msmipuledions ve haa oe Pam = di I-Sn : Kee ave Mam Lemontee 2, Pi i,, EF sek, & to [ction alee 22H tain tat 0 pl oe [Seiefec He alae uaa a A ak ex GE) Sefton mathe cclorbibion Aloo. oth ghee 1 olden H ee — ne We AL oe ee Condy out Meg te Soh A teat tt AL re ee =a . — an {~~ P, (FA) i fey by t | T iy us lidreduce fle Sabmace Setrecce A, FF, Be pins ib defned at lle : is bet f=? ond Fed by Converthan “etn fur eZ Fu = Fat Ho,” ote Values fiAha oh el + Ju = e [lL Neh faire need) the bem brtomedife ponsh af ore, [iL Step one Ket Comes thom s revioas theedts: mi) snot i Ss new emlustis cont iHee ner, wll fre’, | Hextwo mists Cotnutde in the middle of the untilernky i tate | theefre at Cone tal vedic “Ha wnttchnty “ [I Trerefeae “Keay. t-sroun) Hee prblon me _ptfoon the no tenbuthin tre Ho Iss deen usine py t lee | whee ¢ t= Small aumber In off nocd’? 42 evalu shin peal stb leptp ryt tet tl ent point | fb uinthad volte. fe afb est Prnccfizel Omseprentg Sth clees 1426 0, da EE ’ wnpit mat a oe ae Pati k “Suppnset te butch chy We the Foon. clase at “pee ‘ys ve. neo of Fuk Ft Yur deose ¢ 209 tHe, niet wrt do Needing “Lt Qi=a, tp {binte) =i by = a, tt Cif) tbs Go) = ftay =-ot sf ea PSST rengy Ts [as el =ly aL titerhon 2 > Fi ea PG =4) = = 3 ba fab thechimn 3 6 a = fur So) bb, = A. + Cif bie) el i ae sha 4 bp wT plays “205 4 (bs) = ~23 Sino: _f? (48) Zz feb) ten ne f 42,bs | [thd di let a = by Pact key Bowl poe Aa by = ‘ Ge +f, bs ae) wethinws @ 2004 A pluses Mert a oa ae a hee (eile oy ; disy = Le x) dG A feud ef w mine Apaatmech Fo) ‘o REN yas d= gts = flak Le POPC) Sify 2 ET ohn TF Poy fa) bende Ff 2 —igg Hosts mecthod -fnd fs minimize, ee = poo wo the Gortal mle of ° ad the vemivDadumey @ C2 OS yi ake fat Hp atl LX) POT eg fae sen Ko = TF Src esa. =os — % a O'S. —~ &s 08 SOotsse BOS pe Se PEO) Sots = map = 0957) BE ee oy boas ebbixos = F870 PS nriCU hors Se a foo a CP eee = etme = eae a jet ih Gu bx 0 bso "(a4 G43 PO So We er qssume that of he ae fa: shict minmizer - foo ~ b \ i tS = [Neston's moth) cake vol fies 30 ew, Dan pbcve yp pio co fo sone a Mestnd wag aoe {Bart ste “ck te 464 mbadmize— Ponalsy ins oe. die Efe || Oewredvo {goa e pes ae Soca pathos gt =o 2 ——— Mees ~~ : = eM Ee Se | sfon's_masthe che Selvin, epuslina 5 sivas 9p fle Thon géay3 Bia valle el ee eae Bp que “is wer ame. & ersly “us ned fect 9 com mist ded “rb te a tho sofas gol ee alien He wo drew ache “h qo) atthe ciien pot OO) ge tang “We ile echs he ious Oi tle port fa wl. ne eapert qo be Ces ov dee voteg ; és eh 4-2 = Sto the : Wisk Gelade elie fuses Sewn donyatus apf tty en FTO), " fica) t We sy Guadbe CSAIL ue wey dling en th ugh pet 2orivctioe vithernstilon, Spartiab- eS task nay) ay frsumate f tx“) above itt er e G Pat) =f nl ”) T Obs Sead a athe: method the Setar Imathed cles nof- Diner Hy Tnve Wve vealus of FOE) msthend co ties Ute dri of! fo Zero - : heat as ue dicl ov Heastoa's method 1 vant Cann wren $ athe, Sec method 6 En alprdls [pest epurdws &P the fom ti I | gece, tha Seat dager ttn, fe weet 0f HeFopection glaad! trees "le fdn i HD 58 ae ot Cet} « o®) gee) a4) F £ eee Sted aa gw =F = aa ———- . oe Sa teestins a cth sty “paints Ee. = B ad pMe tr ples ao = ie bem EE Bali — Man Tee wens ve hae doscuve) roby onan intel. ti in WOU, YP. jatinimizer Te Known ele 1 —Hival alco Calle) 4 battet aud sts eadyc Pe gnsiig Sub, 6 Lraibet One Gile) luketny’ nthe Te Aten fe) ce pale te ponds Soule Left $C) £08 ond fle) of Ch) yee 2 aaah faints Mo & m4 cae hf He) Gut) PCa) & nl) don we Qu dora. We duginet me zy fa . Sp caso b(te) 2 Elm) 2 Fens) q ppiedef te pu A Mm te 2s Ay analog pe SS ayplits tet Lene) €f Of Cx!) i eee pata oo £ (otx-r) opty as 2) AnD fCh«- LEO) Eee i hunt Sights Ae expen lsh agen tn Wa, ee Dee) borate TPs 2a] which wlan ei i | of Seech, mefbarls da “called tea Son.| Search oe called. the — ste S22 fio “tds Ine Search! than @ muthdimonsisnel toAAbey ie of Ay savelte a one Dimengrora | aniitizctoy ¢ ene Wb it unde—4 (popeste. Qondetine Jef (x oe dimeasiong | methods oi agen 1 hus dgfor ) Gur be vsol-fy minunize Dy ae tg opp ~ ¢ & * thie ay ®) et f(x jo dE BAL ee were tae gn iteo Seach Nout MelleeDs | eae Ta Ha da pler vl we \ a ia in EEE Rou thet tht ole 44 fonts aT ae feoreanTE fe tel cc Cnreteadug to level ¢ “f fonder a. te Case Sh fanglins § of Tuo veal Un riables fb. gto a tte bay He leel ob it Lley

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