Optimisation Problems
Optimisation Problems
Optimisation Problems
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Optimisation
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We have a rope of length a to tie a box from top to bottom along the two perpendicular directions. What is the maximum volume that such a box can contain?
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Optimisation
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Suppose that a certain electrical network consists of three dierent channels through which electric power ows. If xi , i = 1, 2, 3, stands for the amount of power through channel i, the total loss in the network is given by the function x2 1 2 3 ) p(x1 , x2 , x3 ) = x3 + (x2 1 + x2 + 2 10 If a total amount of r is to be transferred, determine the amounts through each channel so as to minimize the loss of power. Evidently, the problem reduces to nding the minimum of the above function providing a measure of the loss of power under the constraints x1 + x2 + x3 = r, xi > 0
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Optimisation
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Suppose a wireless broadcast system has n transmitters. Transmitter j broadcasts at a power of pj 0. There are m locations where the broadcast is to be received. The path gain from transmitter j to location i is gi,j ; that is, the power of the signal transmitted from transmitter j received at location i is gi,j pj . The total received power at location i is the sum of the received powers from all the transmitters. We are interested in nding the minimum sum of the transmit powers subject to the requirement that the received power at each location is at least P .
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Optimisation
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Consider a wireless communication system. There are n mobile users. For each i = i, . . . , n, user i transmits a signal to the base station with power pi and an attenuation factor of hi (i.e. the actual received signal power at the base station from user i is hi pi ). When the base station is receiving from user i, the total received power from all other users is considered interference (i.e. the interference for user i is j =i hj pj ). For the communication with user i to be raliable, the signal-to-interference ratio must exceed a threshold i . We are interested in minimising the total power transmitted by all the users subject to having reliable communications for all users.
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Optimisation
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Optimisation
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An optimisation problem is of the form minimise f (x) subject to x where f : Rn R, a real-valued function, is called the objective function or cost function or just cost,
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Optimisation
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An optimisation problem is of the form minimise f (x) subject to x where f : Rn R, a real-valued function, is called the objective function or cost function or just cost, x = [x1 x2 xn ]T = [x1 , x2 , . . . , xn ]T = (x1 , x2 , . . . , xn ) Rn is an n-dimensional column vector and is called the minimiser or minimum point,
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Optimisation
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An optimisation problem is of the form minimise f (x) subject to x where f : Rn R, a real-valued function, is called the objective function or cost function or just cost, x = [x1 x2 xn ]T = [x1 , x2 , . . . , xn ]T = (x1 , x2 , . . . , xn ) Rn is an n-dimensional column vector and is called the minimiser or minimum point, the variables x1 , x2 , . . . , xn are called decision variables,
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Optimisation
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An optimisation problem is of the form minimise f (x) subject to x where f : Rn R, a real-valued function, is called the objective function or cost function or just cost, x = [x1 x2 xn ]T = [x1 , x2 , . . . , xn ]T = (x1 , x2 , . . . , xn ) Rn is an n-dimensional column vector and is called the minimiser or minimum point, the variables x1 , x2 , . . . , xn are called decision variables, is a subset of Rn and is called the constraint set or feasible set.
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Optimisation
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Some optimisation problems are to maximise the objective function, i.e. maximise f (x) subject to x We can reformulate the above maximisation problem as minimise f (x) subject to x
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Optimisation
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The problem minimise f (x) subject to x is called a constrained optimisation problem. If = Rn , the problem is said to be an unconstrained optimisation problem.
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Optimisation
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Optimisation
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The constraint x is called a set constraint. The constraint of the form = {x : h(x) = 0, g (x) = 0}, is called a functional constraint.
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Optimisation
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Denition
(Local minimiser) Suppose that f : Rn R is a real-valued function dened on some set Rn . A point x is a local minimiser of f over if there exists > 0 such that f (x) f (x ) for all x \ {x } and ||x x || < .
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Optimisation
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Denition
(Local minimiser) Suppose that f : Rn R is a real-valued function dened on some set Rn . A point x is a local minimiser of f over if there exists > 0 such that f (x) f (x ) for all x \ {x } and ||x x || < . (Global minimiser) A point x is a global minimiser of f over if f (x) f (x ) for all x \ {x }
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Optimisation
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If we replace with > in the above denition, then we have a strict local minimiser and a strict global minimiser, respectively.
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Optimisation
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Optimisation
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The second-order derivative of f , called the Hessian of f , is 2f 2f (x) x (x) x x2 n 1 1. . . . H (x) = F (x) = D2 f (x) = . . 2f 2f x1 xn x2
n
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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=0
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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Denition
An -ball or -neighbourhood of a point x0 is B (x0 ) = {x | d(x, x0 ) = ||x, x0 || < }
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Optimisation
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Denition
An -ball or -neighbourhood of a point x0 S is B (x0 ) = {x S | d(x, x0 ) = ||x, x0 || < } is called the radius and x0 is called the centre of the -ball. Some authors use the word neighbourhood to mean a set that contains an -ball.
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Optimisation
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Denition
A point x S is an interior point of S if B (x) S for some > 0.
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Optimisation
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Denition
A point x S is an interior point of S if B (x) S for some > 0. The set of all interior points of S is called the interior of S .
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Optimisation
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Denition
A point x S is an interior point of S if B (x) S for some > 0. The set of all interior points of S is called the interior of S . A point x S is a boundary point of S if every -ball of x contains a point in S and a point not in S .
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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Quadratic Forms
Denition
A quadratic form xT Qx is called positive denite if xT Qx > 0 for x = 0 (we write Q > 0).
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Optimisation
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Quadratic Forms
Denition
A quadratic form xT Qx is called positive denite if xT Qx > 0 for x = 0 (we write Q > 0). positive semidenite if xT Qx 0 for all x (we write Q 0).
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Optimisation
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Quadratic Forms
Denition
A quadratic form xT Qx is called positive denite if xT Qx > 0 for x = 0 (we write Q > 0). positive semidenite if xT Qx 0 for all x (we write Q 0). negative denite if xT Qx < 0 for x = 0 (we write Q < 0).
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Optimisation
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Quadratic Forms
Denition
A quadratic form xT Qx is called positive denite if xT Qx > 0 for x = 0 (we write Q > 0). positive semidenite if xT Qx 0 for all x (we write Q 0). negative denite if xT Qx < 0 for x = 0 (we write Q < 0). positive semidenite if xT Qx 0 for all x (we write Q 0).
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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Optimisation
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