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Optimization Notes

optimization notes

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KOTTI NIKHITHA
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0% found this document useful (0 votes)
60 views19 pages

Optimization Notes

optimization notes

Uploaded by

KOTTI NIKHITHA
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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OPTIMIZATION Movers frperahion Gvev Convex Acts TE C1 Gay Ge VE Conver Ace convex set. Ey:- Tntersection of m-Hally Apoce Gerypedreny Hos Holmapacs~ fer”: cTx€ad, C403 Huy fe €R” ice Bd , eto} Conve x optimigatian — ateph en Bout Optinigation models— Calitine & EtGheanc Gnvex; SUERIES = Given Ket of pe in Pa [519.0 en} @ Liner subspace > Dairy yer i z © Attine Hut + x» r Pan Zaix; Sageh a © Gover une Y > s en Ash &&e ALO WY, Apso ME Asubser Ccen i sordto be Convex, tf the Segment bles Omg Ewe ph Ales in -tresck. RrQES AE[H ID Axy+Hi-rwy Cc conve® we Ley cmc. y So CONVEX Example fosu convey seks Linear Subspace, attine sets, Lines, Hyper planes, Half Space, Hau spaces @ scanned with OKEN Scanner a pele) cax sat —O | H_= {cent tee djeto 3 wera czed > Proof og. y er % yeu a= dyst = cay < amy <@-AA-@ eT Oeae $4- at O+@ 5 SOx H-ry se ze PB FL D%O proved Ex Depine BCx,¥) = fy eR) ||x-ull 5 ez =MMle-yl +a te-a1 SAT+H we By TM P® Doubt Conver Ge Core 5 A set w- V gro, Be : Sone oF x EC the, Kx EC Tt the 20) £ ce Convex Cone- 3, beth a co oe ne ne & Convex then & Eg SOF Aummetic ive, sf (psc). xTAxzo VxeRD Penni AR Baring mbes Ye Sys Gti De Sas ay folly ia @ scanned with OKEN Scanner woe Convex Set rs Qewer Se 4 operation over Conwex els. @ convex antersection If Cis Cay---ym ave convex sets C= MY ce & a0 @ convenset- U2 £9 Intersection of m - Halp spaces Polybedren. egrArccond order conein RO+t Ks §Gets 2 ER, LER NEILSEF (EJ Tp eR” Welle Peat et a <> % [focl: max [HEF Conchy Schusant; Tnegualtiy Wut lle NutIf, < Nelli. = lll % Tall, jection mx projection of w tui ffulag Heme spe®? when [lxlkg 4 All, = sup WAxfle . sup [laalle We al ymax codt be datenned supa A =f 1.9, 1,99, 1.999,. — pups, (rotue appronenen) Now ax oor m magnitude to which yoroted: alii Lancia enabrix, - Ales) oration me + yonm [Italie [alb) recbtx 24 K Norm Sp ohhorcurnt -% us &) wer* alte feu? a ve J f ao 2d yo te va yee * @ scanned with OKEN Scanner _ Cutx yl (UT) slag te Saucer Ty this is york 2 mab nePopEEe poet Conthogor-). Aovenk Loa DOyne L wed nby oie angen Vokns U nen 0 uy rect) t | a, As ay Son i pee \ S51 a aya |3*%3 @ scanned with OKEN Scanner 25) Sethe Monch 20-2, pepe tee =f, Tsdoy a utlos + up Ue ua cutee £1, don | Woe, = eS nee i\ yo “ amoximo- 1 odained fom Sr, ss pr 193 | Aewond onder CODE | = fou: SERPS LER LEI be eth eee} al spore | eto; ERT) LER © stpah.st Po eee v5 ie _pvel Bap ore > i Ths xn ESO xTaxzO B > : & Sart : a oe : an off] 9 [OS wax worl (2 1b eet (o aprons Oak Our) Bt AL FOF 2 OM CEO eh ° Host apace, WON VEX Cooe @ scanned with OKEN Scanner sey Tnecuem Let C&D be neve exis p Ky perplon Oo Buch Hnot ralee-LIL O ye which separ ahCx- x0) = © rxec © vxev t allr-20) Oror Assume C& Dave Closet 20% ast Copy Smin nigh | ieee veo let CEC, AED he the elementg which achteve the mr dist, Be |lerdapbeste co) Let “pl be-the vole Line Connecting « 4c (and ve) x= EHF tet xo be tne Center Hw CHE Depore a functional Fox> BTLt—Xo) t = A-gT Ges Std) ra-9" (xan cdc) s@eoT Gard paces | wewanktrahaoctoat — . Dist CCAD) TED FW 0 By pe Assume there exists cp Saeb thak -flejsco Pou =d-Teu- tL le-dyPee \ oo (U-2 Bp WeerdesdaeI = Kuck (tye) ere et) at |rro * PEs CEyD) = Etre deh Ceca A ey 20 Palin| glewarreant J Cemarea-J) + oe Cem” 4 ee WES) hea ane) BAM -8) @ scanned with OKEN Scanner CONVEX EON ETIONS A function: RoR istenver ih) + Datos ts 0 Convex Set © Vx,y Eon $ & dew) tered 34) SAFC tems fey) for i eae he an yn DRC ETHR GIL DN e11,7 4 TER Ifa) ,> PF ES HiovrtscusR S betty ex pre! recheao'g. (ORT a Mer NPN, § Concoxity ¥ 5 $a 38 < Afey Th a ty conver, flo concave cus} 3 4Stoy Arictigcoer- TH Ox+TAY) < A foo LATED No PORK Lotti wy ney Sel Abtetly,scrven, Nae os sina a Abrngly convex = Sep dere entra. conse m0 /auch to Foe $08 oii the, fon 2 Aboosly emver, Betayy Caney) RxTee rca, ie Tp foo ix convexs = FAUST om 4G UTY | ~plop ~C-pyea (ip) ig, Gon vex, t Coe TBD < afoo ao let = = tb < Afow Prelim ee + oohen sie es) —roN(A Nile HTS II. oops salfgoce ate) Boe ef foo a comcex fi + ney ER” XbY one OD 2a Ko rIA @ scanned with OKEN Scanner Ie!" manch2e2 fi@oan w& conver (f © clonaen fe auconyer Ack tine t Tame atGue A Fog) ex oukstcle théry Exhensitorn— Conver functions Ore mance coe } domains fy ensure convertty ad prererwed. Sie go | Blasts ter 27g wile RSH, FESO rE i i i O say Edom Fé, %€C% ‘ + “eps Gaphetaa Conver function's Te ts erence of pbs yong above the graph of tne function 5 epet’= ee, ta pac Edomp FER At Foose} “fy ts Conver function Uff epeyyl & iene. ack 3» foo: teg(Bety cpp faa by ERM ee Gees SE Pee ee Re or = ze : ai. a 955 A ty mE¢ nleg Ber + TR hey Bet / = ot Bublevel peta = [err food £3 ay es ae Convex 4, 3a O- convex Act apt LER Bi-fejre loge , loge Cw, a x BUETEO * Mok G& Conver Functor : yoltions, thet preserve Converitag oa furcth >, aaa / 3 a . Ouse Sito in TY FU ay Gre conver fH Ott gp 8H Ove: Ru, “pegahve. | hcee z Wefbo be conver Tp OV gen =. 4 Hogi) are” BOWE ‘ffesen Leta de Comte, LS wig po @ scanned with OKEN Scanner bs oo Oo Ee LAD KONO Tf te Bs ave Con exe tren ete gover: f Ggncovnte the tes f: Be fon,a given X= =x? xES” Fo0> Amol fra CAb9/ fi)! Fone mre OTe ; veturns o . ‘ u cet 1 : N . . 5 Prt Peas Bethe = Be are, Aus Fear; a = S a alia ao? Monch 2or3 _ . \ . Convex ‘Punction : \ - ° : Cpi'f! bs a Convex web @aj's dre veal Cergenvales) RRO) Bde foe et Xevogy =f p “ey” sn ergen vector cevenparctaney Awitt timax te fen $1) : eae Pee Age he oR tonagwes zB / : soy aay xen | co SG) age agTooes A ePae \ | F607 * Prax Ger : 1 XE) DOYS = Ee eALIgh >: | =Qo og er rggT nage = Agar 3 Sx apg Tae = Amie aTrESO Dm > : Zz wer [A -. “) A yey & Conver fore, 2 max YTe YD PE woISe max Propetyis come Fc 4 fo Trntersectionet Convex tas, = Conver US Aach 20.3 TuerBoy ~yStorlay [vector cornposeeinr? @ Given @ROR biROR pepe te bhiges) : O tp Beene Bi, hedclenearing Big Corvex > fl comes Fon -eeveo 09 sr ro 4 bigos) — conver s Bye a HOG Ox Convex 3Q'¥o. ch + Rigvoges + Bays! 2° zo zo B Ip th wa Convex Pr, ron —tecveaionn & Ql & corcowest () th Covers, Oop. bh BO Concave fur, rm-hacvematag han ty Come PnP Cong Or bu oe phen checrenntng & cr Sontave aerisalis jp Convenes I Hh ck owe ae tio Dp fo dt frenentiable, ee fr pean Firsy Gder cond Eis © Ute (ye: oO hy €Oe" € fom 2 fow ie ae x) if- °) ory 3 elat hh 4 @ scanned with OKEN Scanner "yews Oxler CORERNONE TEE ct ce Lif penentioble, tre Pid Gaver FH Hessian V'fGe: is Fve semecdepautet very rere on Cuore) ‘ don & Phyo Yredonks | y foo= (Ze) pele on ne] a2 a P4cer > oo (2dva 2-230] Prooveirer hr al : Fo% 72) She (3 ot. [ an aH . ob SES BE Na Om9% Ox 2, yh aragorot element 2h, 3 22 (Lye Be (-#) . Z-bu Singur RAG) & B+ (ED =f [esestp- a8) Bvy. edtlograat f WIP RY wy = 2wl dinggrxo-@BVgroy 3 = Zu Zven ~ Baw Py » Coureny Sch Loats frequoleey 2 n n i. Bayt) < BRA ty 1 fee rice @ Giver evitenten FO generat functioy fia 5p gt = fixttr) Rin Pcs convex ofp ae Ee and Yu. Hg ROR is Comex @> foe = Bog Petes) over x r0 beeen Cromple convo see Rerbicting ser too Wine. der [art] =e Alea sts) BLO ~ fog sek, eae = det (idl g eye shy : ' ="UpuT, Ei! Mo eye ele ETUBUT, tel x on uTy BROT ~ tet Yb Crere trek xe x ero sgle = dat Xo tne) Bo 76 vale @ scanned with OKEN Scanner Dot : Ree eee rm e Bey = Lheg tet Xe FEcerteac2y) ae why oh 4 t)= PY Yee-ad Nis) Se » pelea Ss lt -3) . Ce) eos Yt feos Tt « Avppose, ‘Eris a Conver function, Et) Lys) & epi Be dong. To prove ip) ‘ TO PRE Pt is @ Convex fin epee es Geer . < yy PP (took ang” ae, fort Feu) £ ef tT <—s a8 z oxt By £ tu) < StH O4 Auppoe, eprify deo Convex ae @ pt aziaph of toon conver Ae feo) & epedy . (4, Fea) . 4 Gxn=ey, Ses + 7B hey) Eo Bo ey epi ly AcOx 4s yl 2 fey, +Heftg, Pug nor, rely = rnean esTee oT Wet, = ae syncs We sxte tek \ ll ice be, = 7 = P [beth Emre she ott. Vain as ae gays <8 diol | ~ ran —_____ 4 @ scanned with OKEN Scanner PX Coptimnaa Action) oe fo CE Objeckive fins on Me, dub to Rofo 1 12,---,99 Ahave Sones. hea so > bilaave. =) Ax-b (ates, SNaSU@ Uo jo1 j STAID) eT evry Deastble Ack => Covey Bet 7 f KER froos o We hivy ro Reet aqz—os Keb La feasible ept problen =o be rt : ao P e OF 450 OPEIMBEAEE Mees Sete: fore pt? 2 axe mnfos REX Linear Programnura LLP» + CP) enn ot | pr xegn HTH Aubj ect to Ax=0 Ger mtn axe, Sb) oe eee It, Ss shpiaiie 2S) SER x2 ce a 1 ~a3S0 1o 2 Az} 0 ) o; [: o-, ° @ scanned with OKEN Scanner A SLACK Variable patraanch 207-5 gir Maach 29 ae be Beara Dee mine naor|[Ax-bli, A eRTID x = Ks = s. LE eds & = berm & Ae bil oes o ‘ Tee nw PL Se LP Fonmutabisn Lt 1 ae ee pee Mt Ate OTe-bibe ME Eg Moet “Reon dated Ope @ scanned with OKEN Scanner ror (tarc~ellas FE ree tare ellen ee b 28 Moach 2023 Conver sets Text bookK—7O Boyt Saige Conver opt puotity - © Et Sworn Scalll KKT cond esos sake eer ee ee Aasignmot Convex opt .pige- Las x7 2 Vx eI Altay, “ Cls+ Regulize) Me gwen hice meg nessiony : menj[Ax—bll a min se jiae—bla, SE te 2ot [9 Ly megres, ee MEN MAH, AE R™ Oe am L min 2D : 2 EMS eB feue Ct crm WH Tut OTe bi gue Vi Sa x+be Sue WE HE e{5] Convex Quadratic -Prcgnamming, COP? : A tooo =beTh ~ eet HG : Chex Gi reps st Who tHxte 9 Wp= Hh vo TEU Boe symm tay Te THe Mek CHD hey aerry —y q : @ scanned with OKEN Scanner P= fo00 Le Auch tat vt ye oe ca ok | ggris foun 9 [Ax — II” Sven nk y. | AI Ox egy TAL ig) = OT ATA — UT At Ts | aol ext y -2uTaxy pression.= 2A ko # ad ; tg Le hin $5005 Pax-ulie — otven ASes ie ae Gert, x70 F constant LS ST i Aecd ~graher 7 / 7 i cent dimension Soe + kn * foo BER tee Se (epee foc in RO. 1 ON Gata eet Rotated Gane + RFS AGB) “AER YER BER Ab Oxe 253 Hyper belee , 4thiyg . yre BP Cae | Pk oe err +2) ted Aa. slat, $2 re ewe Sh | epee ehtg-2) E24 (0 Convex Second-order COP aoe oh win a bere ot ome all, uy ponstnained quadnate Programmers, &. gegp: Quadrilrea! ifcro? — py wie aTagn + O24 eS 7 Paes Sb alae tait Giger vatue Morcnnceatt : Ce inniacsation t AS mma (AGS), Aggy = Rot Ay \ U MUR Aa te = 2 Rey és AL Esk yee SOP wnt 56 (Nor et A, ge a Cet-pne Norn & a maocbiye WANE Se (1A 2M, Sb (Pepe @ scanned with OKEN Scanner Oar Matic morn mintmesation : tach b Aken 5 RRL nin’ taka GTA (ASE ROIs pe eAAD = St t vest ve = Bik Ana. Cass, Now) St ’ ' yin NER PETE ° Mm | so. Ale) VEX dd ah TAB ARE ce o Ary Ax yo D> [™ ee sone KEK BR & AQ Mmeb -9e™ pte mee food Se fron co Ver! a = reer : : WGo row U2 7d sai 1 enn wax dh CoA? 7 ae Qua nae te fe aie gy ateman ame a= tae 98D eaten oe 12 aoa AP ~~ @ scanned with OKEN Scanner | x) : i Onoos croose. Grortga) & C pee oe q 2 rein ECxyte) $F G%e1 50) £ Ger 1) = ICKy) Al4o) = 0K! »& rein goo) nh & re ped mh rtd PX > max ma L= a* ee Ade y an . a “ = patty o CDuattty gop) SF =o Aboot hokay 5 QCM) = Mor poly +S Ar feexy +e vie wy ol CoB) B Often wre Cu) Concave” Tee ite 2 > a 63 Convex = fonctte ~ mt" Con vex cag) ae ' @ scanned with OKEN Scanner

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