‘ir IIMILATION TEC

$r p~Vt51~’
where
0 agi, ãg~, ag~~
c3x1 ~3x1 8x1

o agi, agi, ag~~

G= ~3x2
= ~— ith row ax2 ôx2

agi, 3g~≥
o
~ ~ axfl X

&1 is a small perturbation in x that can be taken as 0.1 to 2.0% of ~ t3f

Evaluate ax1

f(X7); f(X[); g~(X7)

(x~ af
3xi~ ~3x2
g~(X[), j = 1,2,.. .,m fori = 1,2,.. and F

If

f(Xj~) ≥ f(X*); g~(X~) ≤ 0, j = 1,2,.. c3f

c3x~ x
f(Xj) ≥ f(X~); g~(X~) ≤ 0, j = 1,2 m

for i = 1,2,. .,n, X~ can be taken as the constrained optimum point ofthe
.
~~rom Eqs. (7.262) we can obtain an expression for ~ as
original problem. (G~G)~1G~F (7.263)

7.21.2 Testing the Kuhn—Tucker Conditions
Since the Kuhn—Tucker conditions, Eqs. (2.73) and (2.74), are necessarily tO
be satisfiedt by the optimum point of any nonlinear programming problem, we~
can at least test for the satisfaction of these conditions before taking a poiflt X A
as optimum. Equations (2.73) can be written as
~fa11the components of ~, given by Eq. (7.263) are positive, the Kuhn—Tucker
~onditions wilI be satisfied. A major difficulty in applying Eq. (7.263) arises
~f~om the fact that it is very difficult to ascertain which constraints are active at
~ ,4iepoint X. Since no constraint will have exactly the value of 0.0 at the point
,X~while working on the computer, we have to take a constraint gj to be active
Whenever it satisifes the relation

j€Ji ô.~ ax1

i=1,2,...,n (7.261) J (7.264)

where eis a small number on the order of l0_2 to 106. Notice that Eq. (7.264)
where J1 indicates the set of active constraints at the point X. If g~(X) asSumes that the constrajnts were originally normalized.
g~,(X) = . = g~(X) = 0, Eqs. (7.261) can be expressed as

(7.262) ~.22 TEST PROBLEMS

G ~=F
nXppXI nXI
A~ discussed in previous sections, a number of algorithms are available for
eThese may not be sufficient [o guarantee a global minimum point for noncOnvex programmm0~
SOlvm a constmined nonlinear programrnlng problem. In recent years. a va
-
problems.