Necessary and Sufficient Conditions in Nonlinear Optimization.
Abstract
These notes are directed at the newcomer to nonlinear programming for whom a thorough understanding of Lagrange multipliers, the Kuhn-Tucker conditions and the duality theorem is essential. The notes attempt to explain these foundations of the theory and what motivates them. Special cases of one or two dimensions are considered and are extended by means of the notation of vector differentiation of the case of n variables. The reader is taken in stages from the problem of unconstrained minimization, through the equation constrained problem, to the general constrained problem. The important Jacobian assumption is also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1981
- Accession Number
- ADA102868
Entities
People
- J. J. Skrobanski
Organizations
- Royal Aircraft Establishment