tha nmeag No - 02 | plane. of tho AH nmenf: Non-Linear Prongreaenen 5 course Title: Ddvanced matiemetiog Brengreaen ony « Comme Codes MAT B19 Dede & Penbremancet Ah Ob: 2a pate oF Submission £26. 0G: 2024 Submited Md. thahj alan tp; 4608 Vat Fa cul f sdene, nef, YF metrenetien. HETU: Sobmilted to Fog m. taht Islom Professor aad chairman poft. & mathemebign, HSTU- Dine pun. ADEE mMoHAMmaAd DANESH SCLEN CE da ~TECHNOLOAY UNIVERSITY DINATPOR, Scanned with CamScannerCONTENTS alt Be Topics Poge a. Non-Linear Pragrammina Cee) Log 2. Genens£ NL P———_ro- g, mathematicaX fornulagion 6 NLp—pOz a Some deftaih og —————— 0 5s Types gf Non-Linear. Program 7 froblemt> O22, G. Compubefional Proedunes fon. NLP, © Optima zation 6f Uncomnaided Problemist ay Gd) Oftimiction F wrstraihed Pnrgblens— go & AraGhical solution ——————_—-+> 3.4, o>) Lagnsqetn methsa fon, eqpality constrained — prbdemy 7 29 CO The faha-Tucken necemary cwoadit os t> 36 FeThe kitho-Tutken. suffiient conditions fon. geranali sed problems. > to g. Gardratic Prognannimy ————_? 53 Je pwolf-e4 modified simple meth 64 —b 53 lo. Beales method _—_—_———p63 ——t Scanned with CamScanner4 so Non-Linear Pruaramening (me i) A.otneductives To solve an economes, faancial bux ndclem we formufete the presblem adbenohialy and find the optimun ee 7 iven fund on which boiective. Tunc S, der some restrictions feYimed consfrat Funct ony - K the Bij etive funchion Ore, Some frovah faochions one bol anz ~ron-lenenr ra a yoniabtes, Hao Ha 7 cabled snon-Lene2r Pp rare on ce on eae rere VP keimninl ha optimun adlufions — 6f mon. non-linear ee mend © a ow (e 2 & p med fo beller. adenshed'@ the moa lenean. aa 3 os $$) SL smtp oF preSlolae » Groneral form of won-laeare. prananening problem Lb: Scanned with CamScanner| | Maximize (Or Minima) 2 =F (my 24 “1% Bulgect to G re, “+; %n) 45> FO, Ly be fC, %e, REE, by ahene 2and 49'S (f24, 4 --ymj are reek evalued furchong fF 9 vanicbleg and 48% ©, (ie, 2m) aad ane BC mp, 5 Ba) Ore BME FECHA on béfh are now- Waean- The prdbler, 5 to deferemens th n-tuples ( %, Hg, - 5%) which mekey 2 @ maximum (ore minima) and echifier alk the. congfrtatndy mathematical formulation - ~aon- linear pre rane problem : Tn > pray, man bustinars, economee aod Srngaccah problen ‘corfucmy non-linear. cat/ profit ( skjective) furchon. Scanned with CamScannerae | Example-o1s A compan on ererfa Pures aaa products ‘A and 6 i -tukey 80 mninutey +o priocess one nat of oe A aod 25 inten fpr each. unit Bo adod maxionen ratchine time availble 3 95 Row per week. Pnddut A and registro @ tgs of ress material per uch aad @ i ahty Free rerpechivelt The availeble gua Ute moefersal b 1¢0 kee per weer. , nd oduct : & duck A 220 tke and pi pes 5 ne per nth. AC products m GQ» *° in mo arkef, a Tea manufacturt i om & prioduch of A 4 4a dewhble ob. Square of quack b made ana deal of prot @ a the free fey &f Sq Umer a ify quant ” male. [hoo ortel, ff ear product tho be pruodued per wee k +p manimize the prof] Fonmwhoke fle prillan a & non-linear progrannins prsblem . Scanned with CamScannerOF | - SoWuAioaz fon mutation: nn | Shep -2: Here key decisiba 4 thot Low ree unik Of produchY A ad GB ghold be produced maxenure. He, vn ef unite a prroduch A aad Slep-2: L oy, unity gf produck B thud be produced to | Cm te The. prot, oe We can never be produced any atk of products. Bo %,X2¥ 0. mains u 2 ofer- 42 Here total ent = Ley Hp OKy, aad tole? sell price = 20% +50 %2 « ~Totel profit = BOM + DH, BH = BY : yective fuachon, Be 20m HOU, - 2h BIE, oo wll be manimeze . gtep- be Rerfricton f tofal mackine oo Bx, 245 07 Me time Go + Go “= 5 aad repre fion & rad mefersal Ln Layo £180 ay tOe%my= Step 6? Ths noq—linsan. pragriac ni problem of Phe give prsblem > man mine eae oe Sito 2 4%_E140 24+ PMLAEO God 74, %2,% 0 Scanned with CamScannerY) OF ; aw Some de: inchony® Buadrohic forms: A quadnochi fore 00 ee Ay n Qo a function B defned on A [ 2 yalue at 4 vector. : re computed b on expreshon on, OO=D a ane oH @ 1. A gad A % ee ee nfs’ in th row and ith dolumn 6 oorseffeiend f 7, aad the Of diegorel clement in i-th row and A columea » Ball the coefficient & the produch 249g. An lon £ the forum ia anteby end at avegit es a where 4 b - Lh ane mot olf lee constank, 2 eolled Q quadratic equation in gf aod 2. The |xpreséion Scanned with CamScannerOC | axnyb Tp Ce y Dury 4 AMIR 4 OLR ra | called Re anroaicfed’ quedrahe ferems, rrefnix forum of fhe eyahoa cms f ‘| [ere 2 xT AX acon +d =O y Tax +420 : ]«? ex +% 7 ane [dl (hens Pred q gf Ae] ; | Vv we notice form GO) 2 TA 2 SM ’ tye definite : co) bowtie oie @ f B@r0,V*#O &) of the walucn all prinere fet minor, deferrminake & A ae hes om © ae alt eienralea of A Aer poptive \ A quad 7 Scanned with CamScanner7 i@ oleae don itec TMS Ue at goo, ¥%#° on) of the alae of i-th principah minor eb A Fay : Tt ‘He Oe age bog wot : ve ayn altennafive er chaig HR ate er or, (¢) & alt a ejgen value f A ane seidefnste £ Me sem oe ve oe L Gy a Co Indefinite LOY Ay aac BE = BH EP 2+ % Lm ne ll | : 0 32? MW 2 x TAX i Here valiaey & “prea cip af rednor determined ff A OR [l= 2! be? gle 3 Scanned with CamScannerox lh principel minor Ge | dinte aliey 565) determinants Gn positive. So positive definete. Example-93! cA B®) = ante HS -f 76,0] cl [ “4 | Ae a) nore dofenmtnack jena valien parncepah a § Aw -afe- 3, [> alet : Af deferns aot LM sige 4° of eth princip bo, a@ * ngohve definite. sneipal minont $ (@) _Pruncipal minors ix, then Qa mon of A wdhese dhagona? i ane ebro the di a lene A 5 called @ principel minon OF A. Scanned with CamScanneroF (QD Conver functions: | ef & bea mon-emphy. : convex cubset of 2°. A fuachion 6) on's ty $d to be convex cf for. “y two vectons x, and Xyim B Soom +0-nm) 2 (4) +69) 169 of 344 1 ° Convex funchion , Gy. | (4) Sniclly coover Shachogg Legf & be @ ‘Ron ernp convex subsef & ga A fucction f(a) on S 27 said to be spells conve function if for ny two vecors Vay Gad Ke in 8 : fx 41GB) 29H) 4 o-5ee), peut tefl en very siréefly conv Sunation 5 also conven. nl? ot strictly conven fanctron Scanned with CamScanner| » () Concave on Siruetly concwe function: A | Punction F(x) on 4 non-emp — 8 R° 6 gatd to be concave (F771) 8 convex aad gpriet ly concave if -f69 4 stricta conven - | : Moy | I 1 ' Strick concave flnchion @ Bde. convex and concave functions A eae conve ane OS Paacton cx to be bol converc aad cone if it a Linger. Fore. example f= x Ly guch & function . 5 oth conver and concave function Scanned with CamScannerAL function fe) 4 said Ging Xy i Lex) 2 $00, fon all % ep tie, ahvo called absolufe minina, Local _meaemat A low mintma & the Pyncfion Le a suid -to he attained af 20, if drone, extet 649, suk tof fr) ze fe hod | %e- 74 2¢, fon afl x a the feasible ae Qrbolol maximum: A Abel marriage of he fC%) 5 fe, for. all x sn ho feasible regen pahicls ‘ ‘tho called obsolufe movin, & Local rraviag’ A local mains ee fader $6) eaid fo be altar of Ho, if there & uf eo Suh tad fo) FO) @ad {%o-A Le for all ta fh feasible region Scanned with CamScannerLocaQ muinénum Gilead mint um wm Tires & Noolénaan Segre frdblams : #Uaconstratned optinteafion : erin or MAR PCG, XH) No funcional construts, Fn exanples@find the marimurn or mui vole f th function Peo 1axP 45x 4 yore pe @ Find the neletve maximee, esteem on saddfe ( inflection poink cof any) of The fuochien FM,%8) = PAP 9m, 1294 ae Scanned with CamScanner| a) » wade. pro} Lilia > x Vnna case fi linearly ons freeded! [Flash Guherel opliove ations 4) Shjechve function 2 nonlinear, &) Renctionel constreaiads Grow | For. exemple: Solve the non-lsnean nognamming problem, programing a. mawirsze 2 = 44 Subject fo my 4t%AQZeh 4, "27 O optimcaadion when this tbjective Suestion +4 qudnatic, Leb xt, eee" and D te a symmelnic OKO nest mafnrix . “Then mavimive 2 = ow +2TDR Subject to Aneb oat x>O uh enk LT e R™ aod A 2) 49 MRO rol mafrin, by ealld a geek Scanned with CamScannerquarrahc programy prdblem and aTOR B AWN Myor ed qhad rohic expneyg on aad a quedreafic fonen, Fon example: The Blloots proflem 2) a quadreahic rapa prion, Maximize 2 = 2% 4+ 3Xg- any aby eck to Hy 442 24 MtAZE R 4, XQ ° a Seporvble pragnamneny - ae Non con ve% pregame compubationl Lnocedunca fon Moolrnear, gq Prog rearvring 6 ‘ an & Uncorsfrained frsbleens ow mn extreme pond ta feokion Fay define, esther GQ maxjoutm on G menmum & function, Mathe metres te 4 4 prink,{ oe C7, %a, Ka) DA Marimamn of P 6x0 48) $6) For Hh Bah be ly tay gute Hak yA sufficed ama for alk J. ta Aer wordy Ne SY a Pintrem ft the valus. f f ot every pat in the nee’ Lrutro6d of ate doe) wSt exceed L xs) Sag sirvilen. mamenr, Ye Dy a mentmum of rh % definod f0+t4)> Pee) Necessary aod sulfeient conditions: The aes sulhiccend condifion for gn cn veiable furcion f(s) to Fave extrema 4 wsumed That Ke First and second pookial denivefven 6f f(x) ang confinumy af ervey We wethe A necewsaney andchonsfon mo +o be aq ertrame poink &f fs 23 that VF (29)=0 t m § &)=0, Becwre fhe nRCeHAAY condition Ly 230 aahished fore inflection Qnd gaddle pink, Scanned with CamScanner1S [at 4 mone appropniehe to refer to the | poinks 6b taened From the. Solefion Ff vfosa | <0 09 Stefionany point, je cufferenl comdehton fou a Lee mnt ot +o be e epee Jor ae i on evaluated af % Messean ined VU a 7G Oy M * CEE oF oe a BIG — | BK SAY aMgP%q aS ee ee at Denon Oka x, am pO minimam pring if mes a pwitive defufe ,ce, F the yale of all pray cip el minon dederrrnnant Scanned with CamScanneroF HCH) ane positive [now mugakive . (a) ne sy a mawieneem pind J Hers) 40 | We defintle (ey, if Fhe valu) & prenerp fh minor. defermingn? of H (2%) An Tha. ute cys ke 2, &, ree YN) | Gi) Ho OB & inf lection on. saddle pind if H (Xs) indefinete ve, if HC) fo nether. pontive definite wore wugahive definite, “x £(%) Dy & fenchion f ct hana and Ko 4 & SrAronaes prank than the suf fiend condition for. exframe 2 tak @) % Bh & inne, cf fi" (%)>0 @® Ko 4 & MAnimreem if {"@e) Lo in the single. venrable fircton f"() = 0, higher ond en. denivafiven must be compube and 4 od a Stecfonay, Scanned with CamScanner| Ag pond 7 of $0), The fins} (na) derivatives vonerk aad fx) ZO aad if » 2) even | then %o 9 4 evtneme point aad se et n @) %o % Sie ees @ to 2) a manime if 4" Gu) 20 and GD) if» 2h Odd fren mailer a maximum nor A minirurr Gad %o 4 Q poi &f inflection or saddle rink, Example-942 Frad tho mayymum ore minima valuo of the function Foe 145 x8 yop, Soiafions Ouven taf fey = 12F U5 24 HOKE nee @) Thene 2) Q Maximum BR MEnimum ¢f flee 0 C necersany wondfion) 2 Gort 1g 0% FLOW” = 0 a *=0,4,2. naw, {7 Cr) = RUORP—SyoW} Ryo Scanned with CamScanner| Tapes Fraps 6020 ° LC) 4g a rolefive maximum ef Xe 2 maxtor vahie LY 2 t@- Y5tyorS = 1D (Arg), aad as xe& t"@> L400? 5y0.2 FRO L = B40 >0 2 £6) tg 4% rebfive mnimun af x8 a 4 mints pabAt 2 [2 BP 45.2 HORE aq 7 com) AR “=0, fo) = 0,80 igen mgt be compute and fo, Slx) < apor > [0802 +2410 7 Al(o) = By £0 Ge U . nevi atve » fe) Lo neither Q Muxim& ror 4 poem & Azo. So ALO DG pan? f infleofron. Scanned with CamScanner| Example: 052 Find The nelefive marine on. mincnum ic of the ae tron Cm m3} = My te, +24 ay, — 24 7 Wy : | Soluftons The necers OY tondctiog for. nalefine of ymavimum OF méntmun 24 BF =o and 2 aro. 3 At %yr &4=0 and 2424-24320 > 42 5 Ky eB =(%'%) GR stahionwy poinks, | a He sufhece ok codefion, foe Hesscen mafnix » tofatned ce i: a HC%&) = Be DAP, a "1 2% Bry ?XD Oy | oye % 22 Af, -2Z L 1 -2 7 frinuipal mnon determinants one [-ale- Scanned with CamScanner22 “aod FP Ble wee ‘ minor tefenmenank fay Sine the piencipel, ' te an cai Cee 2B), Org alhernstc sl steufles mith five sin. bo, $i HGto) 28 Ve definate and F048) bag al mayiman of 0 2 (4%) ~ Maximum wale x 4 +2x% t Grk Ig 78 aa. og Oxy, (i) Bptimizetion & wor fratael prilalomss | When some contrased ane amped on The | varatles 6 6 confirms Ffurchon 19 oad Bee veal pe re lee fe yee, r t ore, ws IT, tay Section woe find He optinaes ton & the Lone Eineot preanning Scanned with CamScanner| pritlanr ashieh ey compmed of some diffenc- , -ebieble shiedchve ae 409 cons treated . | aa Affero’ mefhsdsfo bbfain te “pincedion of comstratred prbtasry Such %: @Graphien! soluffons The non-linear voqramming privera rovblving 00 wo vonabley 4a be Seed by anephiers ie methéd based on & sek f bareah steps. Gna prical The option Jo f a linn. Programming prstlem jeg found af one of fl. redder (extnene pant) 6f Shen soldffon region ed the, constrain of fhe . But: bn C232 éf mone linoon pr ramos prbidum, fhe imum sdacion ram eae be found of ong & the Scanned with CamScanner9 2p oder (antrarre pols) f the soliton | tom Gem led oy the corsfraindy gad | tic foto f thn gen prdiblen . | Alzonither f noprical soluhoa! The EoD nbed Ba sy « soba 4 pridbleer tav$leey Tha Alig | astreioh an reve Fuacdion. lof @ | cee, ovale fhe blojechive Rack @) | fon. whorl Tha raph f Blyjective fia chon | ruchen the hon on, | SHep-2? Teeny susion ‘On (convex | és) enoneted The constant and | ie archon which sarisfy all “the jt dcoAY ee ee region at which The Sbjechive function ray | opticnem (maxionem on. mindmum) value, _Hep-4? Interpret fhe. Of terete (om esyienem ore minimus) solufion, 30 Sbfucned , Exapple-06% Solve Fre: the lomieg non Lerner 7 rae aa g = oO OR biek to uy £2? XK Meow Kyo, X2zO shy Scanned with CamScanneroe 9 Step-az det “fhe inegpeobity f the wasfratnts — to epualtly: eee MFR ELD BWM AME = Bo -- BW ee ae eh | Let x x ax Gad XQ pas) gr BR andJ draw the raph sf : a, ® aad shective fua in Fig (a). | Since 470, X27 O quer Ley in’ ast | guadnaak | gpadrea Gtep- 25 Henge OACHMO “4 dhe Solution | peegion wsich satinfier Qu the inequall'y | 6f coarfrrainks Slep-92 NW HXy= B rsprasers a | pacteagln Agee tle aad My AHo = 20 rupreseals a crele ff radiuy NE With ae op Uy center. Tuy, Since mA,Le gad mage + Ro, The depined print aa be some where tn The solution region ofr OC)O fon. hel, Shjechive Fuachion tay Scanned with CamScannerAxo | manmum value. since, owr search 2 fon such a par (%%9) ubich Ven Q are vale of aX + 3%, ine leg in the s raion, fhe desined poink ean be 4 Seine pale fo 2 +3%,,= k touches re ee brndarg print &f the feasible | ye From (8) y= a Pals ee $e m (2), we gob 7 4_ LOM m4 6Y=O0 aie) Courage = 0 3% 2 A, =4 auch 5 KYrY and met FB 1g2 _ Poi nk of infersection fa and (2) % C48) /0C49 +, Extreme poink ¢ The feasil ragiog Do LAAeTD, Scanned with CamScannera Caondinater f tha poie® A (0 Cas) Coordinates of the pink 0 (00) coondnater df the print GB» CL&) comdaehen & fhe point ¢ 9 C2) cp mndinaten f fhe poink: ) 4 (N&® ,0) | Value f2e on .%=0 2 43-4L value f vok BH 2244 Vind valk C4 a2 lb Vobug et ak 04 zc Ble 2 BODY sey eilea & a, meus chen tes 4 26 @~) Scanned with CamScannerab (rerert eer Pe coe : Ad i ey 4 wsinained Connder. Ha prbbleen optimize, B= Foy, Subject to Gece Jue ao. methéd fon. ideoti fing “ha ofefion privds f opts ection prdllems, wake Hy cortrinfs can be developed fonenally of Flos: Lot het 2 GO ~ breo . oe ee a lag naage “oo Los cadteh a lagna [fare a tha peimetey 4, ac. caulfipliers. ao ad au. 7 Lon. all ‘00 DRI Dae - on Lo ceder- ~ aren Te necenayy condifions 0 , Sk honey points & f@) subject to gi C's) = bi : Scanned with CamScanner39 [The subbien! condchion fon the Lagnangean method will be stled Flours He ore] ee pt ; S (may xcmsn) hens O 2 Qa mam mull makrer, £ | oe Pact | Fay : a an Oy ; Vb 8) a abhi i and |, ofrix fachon F(x) aed the Hessear m bonslened Hessian metre Hs evaluated af- (Xo ,2e) ther) () Be marco point f Shubing ithe te pruindpol regnore, doterminank of ondew (22), the bof @-ay) pnenetpal minor, determinant f uGam an eornaht sgn pattern Sfwh wih Cia there ™ fig mumber corspraindy God » 2 Nee. number ¢ vetcbler Scanned with CamScanner AN20 ® Ke gh Ga minimum pink if Stinking wate ae | princip ch menor determinant & otter (20a) | fhe ast &-) principe menon, cletenminants of HE have the of (4), These cele QZ aud fieienf ae for idol aa extreme poink. Define the madnin 2 Pe as E Be pt | evolueted of the offoaany ponk Cae 20) ue aa unkaown parameter eoendenl wie oantiak [D1 then each of deren? co abs Be F Hee Pyroreh 8] <0 mast be cy negative tf Xp) 29. mranjeeen pare @) Lositive tf re Ly @ orinemeeed point Scanned with CamScanner| Example - oye 2 Golve the non-Linean progra- 7 prsblem a G 8 mefesd | Maximize 22 4% 46%g — BHO 2Y%y-DWMy, Subject to 1% tOXa = & x1 Ager O | Sdlufion: Les t= f(r, rae 4% Hong -BM= Rk gad &(%4, Xa = G+ 2Xyr B= O The Le ee furchion 2X Lis, d)2 FO) - HY SACD | » | (%,%,9) * ef a) - c )) a 46% - 2 - % gxX_-2y 2 L(mA93) = 4 Tee —>(%1 tare 2) The ad condifiony fon maxime or prrnma Anz 2 = GUY - - nr, -Be O pe G- 2% “WX gr 22 = 0 Oro 7 Ak - ~ um gr 22o 55 1 OX TF Scanned with CamScanner9 Se | [ne solufoas fo those simuffare sug equa fons yells te = (tes) ed Soot suffacent wondebions ah ah | Here E(x). | 9 am OM ak ; h oO:P 37 “Sy 740%] [24] bh Se OL Qxy 29 Dg 01 2 0 2-2-4 Scanned with CamScanner(Leak pnéncepak minor defermenand 219 | hay gan CUMS CY ave So, efor ry) Ara a measirnee af the Htefionany point | xe (4p ES and marieuen value 6 | co 1 + ORE — 24) RGR AG) d< uns | — 29o. a 26 - G |. Solon 3 747 BB ME = God mex, Ee ge . | Example - 08: Production fuackion of 4 hun | Poy = eon - ary ukene we meqe The cnumboer. 6 (abou aad 4 mean the unch of raw | mafenief. Ff the cot pen arth lebour 2 tk. y, the eat sf per aac} rato metensef ats | and the tofel sper?» th. 24, find the maxi. | erauey production of the firm. | 22 ‘on: Hene, Objective function: f(xy) = Zon +104 - 2xt Constraint: AK+5y = QYy, Scanned with CamScanneron | We construct the. Lagrange Frocfion ay follows: | EC %Y,9) = Row Wy A _S( Grey Du), “Te kia finst onder. eencvafives , we Have d Pye ROo-4e-uy, Fy= lon 5a, FS a HOt 24), | Por optiraum valucr Freo Freo and and they ane 'yalenk to d “ye 20-4x-43z2 0, lo- 5250 Yxt5y-R4=0, Aster solving the syiten, we Aqve %2 3424 Dz. ae we consfract Hes sian matrix ©% [low fo : y Fe Fay Fag FOL Bx Fer Fes Boo , Esm Ay Bs here , Fan 2-4 Pry 20 , Fag 2-4, Fyn 0, Fur- 0 Bae -§ Bye 4 Fay 2-5 and Esxnin. Scanned with CamScanner| —_——$ __ - | Go, the determinant formed q the Hecgan £3 -4 0 4 | 0 0 -5 -4 -G O < 10020, aad the leady elemerk f prenupeS di aah Pave -4 7H fue. There fre thy preoduckiowt will be ~maxrmam chen K2B fo O4 and the value of Tha janine production _ 20cm) tol 2) - KB 7.66 wack (Am) Scanned with CamScanner06 (©) The ke shy. Tye ken necessary coaddiiows : the kwha- Tucker necessary conditions fon | idenkifjig shtoway pis fo woman consnained prsblen suk feck fob refed Fhese to ally vada, These condifions nk ayo lsufficent condifiony under certain nulles, Consider problem Marvimeze L= few), xe p™ Subject to acs be 24, x ZO 7 ae enstraiieds can be wnitlen ia thx form Kila) = F0)-bi £0 The ineg ual sorstraintt may be converted into eqohoas q introduceing o00- age slacks voselley , SoM the - re aa So Y to emgure ih eis oo ‘canned with CamScanner| added to the eth wrstaak Ala) 5:29 C2 2 --m The L reapers fuchon 2 on 4g L¢(«2.9) fey - 2 Sefton +s] Sn). thee $20 $2 Bon) 32 Oe, ; mh Kila £0 4% recersoy sae tat 2» that 3 be nea- an ne fon Manimee eHTon prsblom gad £ bel mone ye porihve for. mensni zerhion priblem wath onstreainty A (20. Thy 4 justified ag Liles . Consider the manin'ege ton &f £ wit reppect to 4, day oy oF a ok ay the nighh-hend side & thee corsfraink Lo eacrarve) above 2620, the. soleMor Spree becomen bes aomtfnained aad Gance f can wh decrease , They mega That Scanned with CamScannerae jpo Gidley Ba winincectin, oo a resource increases ena nf} increase, hich ingly theA 320 HY Hoo covstnains walle e thal oy Ac@ye 0 ait eunelf We cla ae The. OR & the. Kula. Tucker, nece% condfeony . The. remaining Conde tony will now be derived. Taki pufial’ denivafives & L with mat to 4,3 aed § we bbtecn aL. LO) _ 38, iGo on 3% fey 2G ob, -[4ity +8 I -0 a) owe co ---@ OL BRS Hora n- @) “Bere Wrens, te 22. ym and jr 1 Quid Scanned with CamScanner9 f Sedo, flen S20 ant @sbily=o @ $f "3 70 fhen BS =O ad @ A440 rhiok cenplieg flat condi tions(2) aad @) can | be replaced y he fol a wet f conditin | Abel) = | sts ed A xO Tue dhe juba-Tacken. necemuy coodefivey | fore anon lene f rammrsz p 6 rnanirné2i Fea subied fo fe@e£o ean be Summa need a4 Bo. Baap OL iL Le@s)= 0 et Tab conditions ot va © sup hecent condchrory if FOR) CHMCATS and A Lack) MR Con VEX - Scanned with CamScannerLyo | the kubn-Tueken. suffeien® conditions -bz Ee geateeceea! priblen: 7 |The kulbn-Tucken. necessary Conddttors arr | algo the the subkecen? condehions fon. contain nrkeg |Z, bet the manimrechon aad munemczeton prdblens, the (of 2 tnalfrplters Se tonroy- om to ad aie compriasinds must be io in age Dy manimtaahion prdblem alt comstriainls Hold be f 2 Tyre whale 9 monde cahion priblen The tonafratryly sent be f 2 e ee ae on, treacs ue ce, By re | rnlhpicaion by ot. fle defncd ha. enenslrzed non. rear, Pr ramre On % d d mawireting ore min’ at eto Subjdd fo fly £0 ie4% on Ae (5) 20, Carat. P 4 Qs 0. is PHL Pre, im Scanned with CamScannerThe Lagnaagean Fiaddion 5 L(x, £4) F.-Y hewyese] - E 3BifhsOsy 8°") oe: rhe oy | Uc Pte 3 mebllen where 3; are pegs ie The condctions raeninee the, suffeiency f the Bubn- Tucker condito ang Sumeuse zed 2 Bene F | / Optimncection Foy di @ | t J og Conver 20 lover 2 *) Concave 20 rtbece a & lenear Uanorfrircted peecem o® ~ Covex | £0 FeCE RD a ry Concave 20 reasecc P - os os - e Linear Onnssfracted Pad Com Scanned with CamScanner| Us | Example-09: Pence the mecesany and gufficcenl condifiong son the fallowing «rom | | Linear, pre naires prsbaa, prnimive oe f CY) a Sebjet fe Gg + | x70 Solufions QGeven Prbblen 9 Mintmize te fey Sebjet to Gey o 6 : Aso : The tneq ual consfuatety can be tanitfen in the four Rea = gy bro _ wale consfreainh maybe converted The eney lato equafen a hodoeig a seplug vosablep ty the fone So Sa a fo enswkx ots bex Woe aftve fhuey the covstaak cin O Scanned with CamScanner£OY- SEO The problem can wow be ercpnagsed 2% Punieize b= fC Subject fp B(x) -S'S0 x2S0,8 20 4 : . ainad protec Novy ae oe eget coostuak Gad eablep, (944) yar ep The ‘AG 2an finchre 4 Thos given q Lex, $32 fm -2Cey-55] | The necess: condehion fon ophimraction peek ae the chfoaary poiak ane oe ae 3 FO Obtain BL fAwm-s]s0--@ a5 = ak _ SStO0 -7-- @D ae Scanned with CamScanner/ AK | | Condon @ empcen That soo om too. | ¥ 8=9 then condi pion @) gives 4 = 0, | The» ecthen. J=0 0M &(wW=-0 ce, ShQ)re Since Be % TRON-™ rafive sunpleg vawable | and Bca x0. Tha ceoplien is i: keen k(wro thendeo. Bronce 2 Aims o ae & gad CG) CHa be retpleced the set of condihionS a DAY 2° ACB) 7° 370. Tha necess conde Hong re. pindntecion nholem merci ee ft» subject fo hezZ0 es be gammarired ay a4, _ sake) “og OR SAM =0 A (mw) =O > 370 There mreceouyy tondeh'on OAR Mp called uhm. Thee necessary ton difims. Scanned with CamScanner Ode teh ZoThe suffeien? condellons Fon. mininieation | ha) conven aod The seincihow Ax By wonave. Oey, B fe 4 sprite tonvex aod ah sical concave fhe Kula Tracker Condon s VS guffeienh condefion.s for, a giobd (absolube) mirermreerr. Example - 10: Solve the Slows oon-linen _preagrameans problem a kala "Tue leen Condon ys «. pantmize Ls MH -FHXQ 412% Xe Bibjech to PX +52 498 x, X27 0 dddions Let for) = g2q?> TAK LQG %y_ and A(x) = BX + 5X ~ 5820 The Lagnaageaa aches : LC%, 538) = fem) CAM +83 Scanned with CamScannerhoe he KUBY Tucker. nacewanys condifions Pin. maxiodeedion pribllem ang aie _} PACD 25 og ary SACK =O AC) £0 370 of 53hs 59 > Bq 7° > 4% 41a%g~ #3 =O -- (@) aL. _ 334 =0 9X, OY 1a MK 7 BBO mo @) gu seKe T0709 @ “ 9 mt 5% 98 40° O 270 --'@ pypofion (2) tmfliea, Bz 0 ™, Buta ree cosels PAeaH My +5 -I€ FO ) a UH tle%yro Ha (Dey 18% “I4%eF0 aad Scanned with CamScannered hick, cakefen atl tha macemayy ooaditiny god go X0=@9, 4-0 b a stekionany point hich iven Mak. 2-0, ee BOS @e&@ gm. x - 28% 20° @ Ge @ ae a yt & 47% From (4) Azloo sition echinficn att the ecemery con dchve, rad cence 0 20%, %3) 2 &Y 2) S= 100 ma etfonany pik whovk gin man. 22 MeV HA) tla ogo | The marine value se 4 cttarel “Cee Y gad hence the of Henze seladion 2 HEH, Kyeeeh God Mar eGo0 Scanned with CamScannerTet ‘for conve nity ° The Hessiaa mm odnixe of ff at xo = 4M, 2) 22 of of hee) = 3 Om Pre [ . , “Tig 4 vl ay oof 2% 9% O%* Value of principal rminon clefermenank @ Apsldi= 4 4a? [* sel 2-200 goo priors pel dé of elesrenl? &f HO) Aes opposite sige Hence HC%) 2} ; ndeftnite qod fers nether (ooven non Ovncar€ fhe necer conde Lows nz not dhe he frece nl condition aad dherehne ra YY, 2) mpd & gent maryimurm, uk b ge leaf manirate por Scanned with CamScannerLg jExemple-12 Solve the following non lenoan. mering ordblem ugi Kuba’ Tucker condehir [entree Lo +X +o, fubseck to % hy 4% yb " 74, Me, Xa © Solefions Leh 22 f= x FA xy aod ACW = % Ty t%O" 5x0 The gens funkon 24 a L (3,9) 2 PEAS ACME Fhe foul -Ticefeer. mee SOY condchiony nie) fey Fy. oe DL Mr My 1915) 7 © ay eMy t%B ~ 182 O 50 Scanned with CamScannerBo Pa OFC). 9/2. (MH % ya Iya 7 Fe BGC 1% -19) =o ? BL 17229) = ee Azo moar s(A) By - 3 70 - => arg -3=0 ——- & 2D ok OO 8. @) BLM tHe PO” ID = OD ny thet 3520 oO) >y7o 9 @ Conddion funy Unplite Hat doo or 1 4 Mat 245 20 oy Thene ag two casey Met ARLES, Scanned with CamScannerQued? ¥ Seo — @S%=° ® 3 UgZa=O CD) ay MK 7,0 | bach, doen wd cohol wondFiow (6) aad Hoerefore iP must be deseorded . Case Tne df 540 Co) ae MAMAS here equstiong Fag Soludfon 3220, 425, Ke = 2, Hye b tushsek sashes all fhe necessary condhiong.. ' Sas, ay yy 5) = G52 8) 20 a Shores poink and qtree min 29s _*, @plirauen goleMon 36 2 BUN s 5 MAE and Minkmem as te Scanned with CamScanner9 54 “| Teak for. convenifys The Hessian mafrirc fr Lex) cf & He 2) Ss ete 2Foy Bag ON O9HS He) = | oe fey &hov [4+-C2X¢) aie) fon oF BIO? ion ofa) Bim OGM DAS 2 00 a | 2 oO ve add of pref riven enn fem) oe Me ee defo P= 4, Oo 2 [: =| 2 ° o 4B : i all az positive, fignepre HC%>) % pranive defncte . fence fos & wonve. , & hj Goth concave . ALY) & linear mG conwen utc th Leeakes Ko 2 & piobel marines grind FIG). Scanned with CamScannerSuadnabie Pees fo dip 5 a mefhsd to solve quadratic parang easlem ¢ (Y nif modified sinblay meflsa &\ &) Berke me fisd . Wolfeh mbdiffed asin Pla mothe A guadadic prgwr, rideh 2 defined ee ay Follours: ( 4 Praminire (on, PUnteete) 22 0%+ HTD x Subjed + Axeb Gd % “S90 phere B= ew, oT H ee Ce, or) be Ch, bs «op beTha problem mor be wonitten ap F animive ae Cx 4% DH se Ax Zé a ee, Seo tyr eo [PET | aod Lot S = (3,8 vey) T ti be) bee Cty, Bene eats sit Ft nf an-k £0 - Asay dhivay kaSw- cas eee on ce manierseation prbblem ms - wea BD ees 0 0 B: (bi 2 Ouij 4), OOF 2 Scanned with CamScannerAx—bso —-2xe0O 3>°% HzO “ b Scanned with CamScanner3 = 0, oi = ators ane naar frre ov) fhe rene ee g, The prdblem -2 Thuy mn KU,2-e lsnoan A ach F i “diag the edlihioo A equations, re vontebions tay Me 50 Qqad J. Spe Oo, wi Became 2% Shick concave Gad le Sutton space 49 conven, the feori bla Scanned with CamScannerad | soludinn saktchrng lt dhose in ge ve fhe dpigue Goran So On . Welfes mets he Solu Ow) of Tee. gree bbfatnod yf ae -t of -t00 Pee job fo “ait Sl neath. and marmite Fun tio subjet fo prope ® Gel ee 6 -1Q* Solve the quads programing Fon 4 wafes mettsd, vw eae 2 Ay tomy - 2 4g £4 Subjed to oy Oe Bi m, % a %O Soleliont. The mrefrix forum sf tho prSblem y , Maximize 2% -@9[ x +6ary[%. If Jubjet PP CU) [aye pty %, Xe > O Scanned with CamScannerLAS 2 3,3)" Be CH, He milf ers, The Kubo - L 2 ae ae = maximization TTacker con one podem ars Ft and “I ie . 7 aie Ts is | 1, x3 Ce fa, Ho, S, SL >O aad mt, = Ke He, S328, s$,20 Scanned with CamScannera C0) GOL (4) GQ) 249,932 He He Ss S2>0 Sox 0. and Ma a Ug hA=O D1Ss = 318970 41% Bi t327 Ha ax . > 48, 43L7 UR ee oy 4 1%g + & 24 ay ey the 7% %, xp, Ou, Bx 8, 94, th Hey Oo d me spe = 9 3,8, > Fa5g 7 0 re oul ofl vai able ayo, wre wd are quxi bay hjechive “fro dion Unger det Cre U- a t22 gubject to flex The awn bony ‘tnaon, pragrananng Pe fon Fave T Scanned with CamScanner| Maxiowze Ut ong -%Q | Subjet to um +0%L 43, 5 qe FOL +05, + 0S, F% F042 = Z 0% +08, 448 43 yt Ob Hy +08; +059 +04 +4, =B um pang 208, t0F2 70H FHS TOS g 40% +04 24 1% +X pt04, +059, 4 Oy +OUy. +08; 182 70M ee 22 94, ny Br be My tg, $4 8270 and Aye Oe Kele F 38,202 See , tutte) +-Ue for fhose- P Gs] 0 22 00 0 O -1-2 [wll min Cop | basis | Hy Ar Hh Yo Ss SoH Ga| | Ate “ala fad 2 tto 00 4 0/F Pa fea ho ee ee Fe fe m0 00,0 O98 1% 1. ol&l 14490000 04 0028/2 Ut-g | -4fo -5 -2 42 0 0 UU -5, Scanned with CamScannerFast [Hone Di-ey= 5 a the meh nigeline tok 6 prateak in dbo basic fo By can baw, met rust We Ih Ure sy % Can 7 . enger the batic sine Ha= 0. 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Oo || 0 0 “ON “He, Me 9 My 101%, | vy-g | 0 0 Wag -2 0 2 9 0 afus-3 Here Useeg 2-4 5 the mat Me And N20 $0 Ay can enher tig bawr and ag laqve the bony, ond ferahiore 7 000000 0 90 Ih i 2p loa) Xn 5, S2 Ue SS) Se | pall Oo} | 4 7 0 he My Me 0 O lH e {4} 0 0 4 74 oO Ya 0 0 % ta & -+ 2 oO ie 0 |%wlo + Oo %q Wie ey O IZ -9 8 23 ab 4 MD o|%lo 002 wae _| i ces 30 0 fun US-Gs 7 0 6 Ura] Scanned with CamScannerae] ee ee Here a UF GO kad U's 0 aad ath bak. Hence fla oe peri an sakiugied And oftirall polufron wy 4S a 2 gad man 2 2 OF FR eereoe w Beales methsds To fad the ofhinan sol [efion & aR padraaie ee acne Beales methsd ae ade dian deg, uh. Theker e ft.bd goparodi ah con ocak em of be ec guasnacic pro vases f ae a auabler Qa ARC Vow ley @ad a each erat om, toe Lieetine faction 1 alt bruc carrabley ag enpresped Mh “take & o the yoy, Lage variables Cele Adgonet -for. quadaatic & pong prsblans Congder. he gener qudek preggo artien Scanned with CamScannerManimize Bef Cayo Cu 427d x Subject to Ax (£2% %) 2 Gd Xr eng, 62 (Me 0 MJT ERM, 2 = Cate 7 OW) =e As mea X, D4 en sy enerefric rahnere , ba mni™ Slep-a2 OF fhe problem G rrinivitc in | gre wnete ie maninczeton qate: Write Sue. ~ hum mm Standard Lam iotreo- “duciog- lee, ore sep cvarieh ley Step-26 Separate m base vaneebles ond Cam) rea babe variables obifranl gad denste baye variates b Xeon, Kan ---%am) God non- Las. vanabley ¢ We = C%vas, ra 2, eee Gr en-m) ective ty. Peep. Step~ BL oo each ‘babe rarieble wat “gyedtive fodion entinely 1 deums ff mom. Scanned with CamScanner Km.| i ananetan “Fhe contract, | : WwW). Zs (Skea © F (FC) eng 2° fon | ack le and Ket, Bore 0e™ aod (32. J a= 5 =O Pe eet | the golefion 2) finwen aad ger step-F af (4) SO foc. ® # (Breer, te * zo | at batt ek , hen oboe rurff- | preitive Ong. The connwnprle on-ben': | vauable will be base. ; ef Lo fon ead wF Corso) fs af Ae 3, % 0 1M but nase for- some beh, hea ssfpfce oO Rai pene BME crane wy, defined Uje Ce 4 ee gad qpavk th oe babe Ja variable (fo be fgnoned L4en. Goto Step- 3 Scanned with CamScanner| CC | Blep-52 Let Hye, = Ue be The 3 vasolle idonf fied fa step gly Comp he Thee printer pabtof. thin 9 Ho. ios jes fon afk eee Lat, nf ae | Lowe voriabley a) ang %» r) constank fev and Ap je, fhe con ef fuenk of %&, 19 fhe enprrroon bare vacble x, when expressed nm ee of the 7 bayic rvanrebley and Yqo, contfa Bia and yi, 4s te coef od dem a oe @ of the meinem The occurs, fo Sone. he flex corrayp oad bage vouehle Tal lnqve fax bars (sek of base vouab leg): 1. rahi ours fr SOME ee , tea rotroduce aa tal” reble, called dddrone8 mon- bake Vaureble, ve voulle ok fired if Gz ie j ly 3 wea netificfoc re olen. Scanned with CamScanner“procedure uafi( an oftimel b “ Le Step- ge Deferemina dhe value & onjanaf bopechive fuodon f(x) af %p% And %rgx? d flare exprastion (Glained ri Hhep- 2, Enample-192 Selve tex Fillovse gusdnahi “pmeynanney prisblemn a Beales meftsd: Oe Pranimeee fy 2 By £O%g — 4 ofabjiect b 4 ta%y 24 d 4, XQ % O Solfion: Tafno ducing slacks varteble Yap TT athe constr aad write the prstlen eo Staadad “form , i Ma memire foy =. 2% + Bg My FO%, ef fo yt AMey 49> 4 Sebje uy 7 . . 4 aie Solebt liek xs 2 fhe bale vonteblesl aa ee Scanned with CamScanner