Chapter 4

Chapter 4

Basic Concepts of Optimization

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 Objective Function

issues:
(1) continuity of f (discrete cases, e.g., insulation,
pipe sizes)
(2) convexity, concavity
(3) stationary points (necessary condition) f 0
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X i
(4) quadratic vs. non-quadratic functions
(5) scalar vs. vector case df f
0 0
dX X i
(6) sufficiency condition (min)
d2 f
2
0 H positive definite
dX
all eigenvalue s of H 0

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FIGURE 4.9
Convex and nonconvex sets.
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 f ( X ) X 14 2 X 2 X 12 X 22 X 12 2 X 1 5
f
0 4 X 13 4 X 2 X 1 2 X 1 2
X 1
f
0 2 X 12 2 X 2
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X 2

min at (1,1)
12 X 12 4 X 2 2 4 X 1
H
4 X1 2
10 4
at (1,1), H 0
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