DSSM Unit 5 Material
DSSM Unit 5 Material
DSSM Unit 5 Material
ptirmgatièn
at-5
pttmtten OPhm2atia) oblarn eqiru us to
a tunche)
deesmie marimur) ard YUnimum alue
Ophimatktey
Te To
CCngtsonad Optimgatey
Q)UoCantsoinad ria
CD JaConstoaha.d OPtimotia)
Robeng
Tuang ano
Ta ana C) nasmiztn
Cost mndniatin
O
rackhea Coerputatiena tagk 3 odi im
a moy slablas
Cetsad
df
By selu O&0 e houe n ()
stationeng. Prtt
Page 3 of 64
Stcp-2 tep s rd Seeand OPrdas
Second
functte) taolth eapeck to x ord
desivae
destate a
C exksen ds
C Ac-e=o
(exkeerne prnk
C &) Ac-B'2 O No exttna
)Ac-B= o X Prntt
B
Extse2 Vabe
nd tie
and aetesman
ien o) -+ -6
3 O-6 0
= 3x"-6t =o
-
3 -61o
3 ) =o
Saln
O
2
( - 2X 0
-8 -o
A
Page 5 of 64
4 8 = 0
3-8) o
-8 so
3e=
&hen Eo
cwhan
(o,o) (12)
in ang.
SCondOnda nditi
6
3-6 5
A
6
C
Page 6 of 64
A= 61 B 6, e 6
a)
A = 6to) = o A=o
=E:-6
C=Go) =
0 Ce o
Ac- B
o)Co) -C-6) =- (36) = -36
No Extserna t
A 6) = l2 A 2
B 6
C 6C2) =l2 C 2
Ac- e
Ca) t) -(-6) 144-36 lo>
fs an Extoema t
A 12 0, ate untrna
Extoeene Value a
) 13+ 6 O
a323- 6())
88- 6 C4) = 1634 * =8
So,-8 fs huuwm Value at BH=S
So,fundt fs
Page 7 of 64
onsfraned Oimitekèo
en Centon Congtmnt On
xernpla
MGohmum
ind
he
Comme) to endsukeg hug
Ne
foskcat Vehiclo t a
tor exemga
Constron
eten
Cawested
Cmateand Con be
Canatron
Mnimie ta a,a =|
S ect fo +2t3
neap Censtan&
M
Sbjec- to X1++3 I 2
Page 8 of 64
Co e stte a
A optimpatn barn
to Centtront ak
xes
Miniizefa) Sbje
sbjec
eaa Rn
S- ,a )= o Ord
Conttsony mtpa
epaly hennty Censta
mwtipla
ton en ()
Con be csten
ua Constoo-nt
ea Cnatsa.n
o
+%-l
heaH CmtsoendG9 e osttt a
h(4) = +72+X3- 4
s a Combthahn ea
Set
Sreaa tsn
S
Page 9 of 64
fundin
henunadze
Cnstemna.d inatiy
nckt ho enu
mnimiz
disGaenad bolangs
toa
feasiba Set
teehnhpel at achee tte
an
Seana
TT ,a PAat tokm
but
nn pPsDoch
fg to eAa a
AYe- gn
functt-o Ca0l4 aled
L ( =Ca)+ 1
tuoo veCtok
Lagorg Cratgro
fureh
muntur)
Cnatsend
a)=m
A
inca egRia
unaa) daka
PohB
Ct Mx
iebe
&isLhdapecdot Vameba Lndepedet
Vornobo
dapedat
Yis -etenH
Anean ockun
casttte a
Ts Can be Co
- is
C+mx
ndapedant Voriaba
m
is aSope:
Cis tecapt
7is deperdar Nothabe
moltip nea) gteia)
C
oi Co
i Lrdaperdurt Vastabe
doperdan Vasabo!
3snove)
X3 is moR
Page 11 of 64
nive X 2, 3, 4
b+a
3 341S*
Y
3
A
3
54 30
lo 19
59o 540
20
20 0o
a 5 a=5
b 3
b nCeH)- (e)Es)
nE)-(e1)
b)s)- (1) (11). al6-2o- I1
[oo
C3)- loo
Page 12 of 64
ms e bsesuatiad
bo y-ta
bi Sope
Ts Ca is Cats a hea
inca
fs Obtahad by
ts and
Sauao metued
Lest
han Slope fs
slope e (= betb)
bo-bjx)
hen s Sope fs-ve (=
Page 13 of 64
rob{arn
2 4 4
| 2
- O O
0%O:3
O 36
s
= 3
bot bt
S bot0*63
E-T)-) 1 (4)
b (-7) 3
2
Page 14 of 64
2 (-) (y-y)
b
mn Coosdehoe
s Claulaed Isi
C34)
bo t b
= bo t (o 6) 3
bo A-Co 6)3
bo= *3
+0.6
-4 O-B9
(-) S-2
=
n-
Let
Caltae te
actua + sttrted.
Page 15 of 64
Kegers)
A senptind
o muolth Coltnenty
Heterostocl.azyc+
eron3
A) No Auto COUrelah
Nosm dtstoibsten
ndependes fo cacl oty
A ta ewetiang
Page 16 of 64
ioea
egnac ate
A Sinplo eernpta
og
Glcoge le»el ie
FRndien rorid o
Ta Sinra
X;4 O
be+b crveduen i
C)C)
-(e)4)
Do
Ce)-()
by
C))
Ce)- (e)
AE(x) C)
Subjec
84 98p
99 A257
43
65 13 6S 441 4225
2
3 a5 625624|
3150 5625
42
S 57 A951 3249
59 81 348 6s6
2
34 L486 20485 401 40022
Page 18 of 64
b(4) () ér)
(2)- |
)
(4
(47) (aoqas)
bo(4-86) (140)-
6 C1401) - (247))Y
.V
bo 66 1
H4-4S
bo65-14
bb )-(<)Ca)
n() -(4
(486)
62048s)- (47)
6CI1401)-(247)
b a868
O.885335
444-5
bo +b
Page 19 of 64
=bo b
9 = 65-14+0 a852r
Val 5
T Vale Val
tenco qgwcse ho
de 5S is 86 32
Hetegoscedastiaty
whad is tta roblarn
+Hetesoscedastict, ekss to
So T blar 1exidualg a
a Studio
do n hae Uatom Vacsnco
Obsetiad
Teds to e tnetttiend 9eged seu
hcaea 3tendanadego
Heososeedatiry
Page 20 of 64
LAL
ts Chopte topi&incde
h Csdfine
Suffctendt sdiog
aqd
SulfCent
dleselepraet
ecoda Ao oGngronad
-fos oCatinp ettne Pa
toettment Ta Snsolnad
Tla
ad ta
roblan U oi med
denrpenat khoickao Cmdta
tneunlity ottak.
Page 21 of 64
robCacns&
we sha
sessg
ttn
Celesr t extsee Pont (tta
laira nma JoCanstrohad
Continioug unctang
lathernatcolly
f-)hos aimun) at-a
A fonett
C)
a unetin ) o a tndmurm at
Potn
+Go+)- ) >o
Page 22 of 64
1)
Point of 1fleckn
Cornda aCantniaus
as
fianctte£G) detna
inkea(ab)
Cnot s) eeru
al Masla Mnna
(Called te Stodiorony )
T ocAudas
X, 'o Maxim
4 Prvns MGala
lobaakedte asryum
F)ma PC), fC1a), -f(v6)
Sn
ACa) fes
Cae a globa o) abedde xim
Loca(cdote) maxina
P) ang a00a
n Ot hand. fCK) ,
Necegony Condtia)
Each s desiveee )
eualunte at Yo, Vonish
Caeo
s
Araddent veckos
SRAdedt Csodte)
be an fgthat
to exkuerePt
Hession mats evoluated atx s
is
C1 Negade dAnte eahagYo aa Maxionun
t
whan faa
ca) ate deadle iimwent
Page 24 of 64
(ha
OD
h Chh-. hj- ha) f.A
h s Smalenough Jal2**9
Smodl tha eondu
heron +ailtend to Zo as hjo
Oncdan h
F(zoth) -f) = v£C)h + O()
Sinee )
ethe
ien abau
thaoem
Cmptase -t
Page 26 of 64
oyon thesem +
Bt
ue houe
a
Xo beto be a Manum
tho
Co)
2
yo+eh
Wth yeeh
padvore -foo th in ezprdadfore)
e houe
hhi
Page 27 of 64
Crodindnl
o a eghknuahod
s80 ohe)
ndeenty h+h mos Yield tho See
0
euatsted at koth Xo Xo+h
Thus ue hoe
hh
detres a wadrete
Co)
) = (o, o, o)
73
thi's e
ax- 4- O
12 8 2o
T nss eksminand
)
A
Page 30 of 64
achihe Kcane.
tiongatienVie
Mach
do ue need OPimiotn
ht
keannin
opie, ae tN a
Ca
Oevigotio fs an
on Aderad
O ete
etc
but ld mony modelk ezpesireat
mandena C)= o
2 2ao
Cloed fs soluttand
onetien&
C) Joderstrdu
moet ML daiven
athne
ose Oectve farcttn lssuoctia
Pind he best Ponoretess -tnot ndnione
Coes
Line
StoothtHCo
Laatte
a ( (t-) a (1-
Jodesstardap ah Soweg 9e
Do os uont to e
RMSRoP Ns ADAM .Vs ocmertm 9
to
Badch Grvadientt Descar Vs Stochatte radied
Cescant
Oescortt s uni odch vadient
Page 32 of 64
oclion&
uiteos fucton
tuckeng&
Optindin leann to
Optimti aves -te
O
Undesstrden ho e
Con ursile Coss tuncten
Fobser
4) wst yetes Soluesos Oie2att
pdate for d8fenart
ndested srth tha
nds Save
Gradent Deicant
nea Loss (u)
Sunmam
phihoo For ach
OPasp*
Joderstdee
Solues
Plck te ighd
4)Snplarerh
Loas
Solueg
furcten&
Non-nesin Dornrmn_
Cn Constsaned
C Divect
--
Optingcdtn
metod
echnpa
Sanch
Descant etuads Co) Gradient metad.
ayaict metg
Seaneh ditey
S V£ -V-£(*i)
)ind te Opra skep length ia tha diectay
S
Set
it + S =
->vf
OPtinaH
sOptimuarn stopOt
Step-5
T
) et the nes itestie) nunbe)
step-
Page 34 of 64
CO MGrimze
and
Stocap onte Poto
O8tnp Ceant metd
teatin-:.
DRA
wto X
Substttte
S0 e mrm
sttsn
Page 35 of 64
Sinco ues
)+/
oation-2
S-v= (\)
(+S) = (+,1+)
ta. )():)
-02
is not Optin
K3
Sa
Page 36 of 64
+(3+s Sa) - f-0.2 o2. a, l240Aa)
0.04s-0.08 a-12
o
4
0-2
-0-
4ts nef O
aaten-
0-
Sq Vf4 =
14+oa)
+C4+ a S4) = -+o-ah,
So 09
and
ue odiniue e Undto
x* =/-lo
5
is und4
Page 37 of 64
Noth
wnea
Cs-()1 iste east motox
Gnuwm )
R)=
eUaluate tte
te ciesve
Ze
C) J=2,3 - 9
it -[J] v
Page 38 of 64
oble
by
F( ) = Xi-X2t2x"+21 X2
te Us Neutang
stod
ettod
So
42
J:
-2
2+31JCo o)
by en (4) (*1= vi -Cs,J vf)
- vf.
V - 3J
t+41+ |
V
Page 39 of 64
-Oobtoined )nzatèn
Tha genna Condtroined Oinzotin tolk
MGaimize a tnctien p)
-foncic) P(x) by
moxien2
asicnize
Vo en
en Certam Cotoottt 0n X
oe fonple.
f,2,13) = fa +
tind minimu
toenGaute
CommaOto ths fo engoeersinQ
E Micnize+(Ma,X3)
8ojet to X+X,+3 l AtZa+Xa-o
dnieaalt antainB
hme +C,¥3)
Page 40 of 64
A optinato.n oblaras
Con be tten aag
the
ís Peasba. ait
nenerale groge tunckn
egpda s to
T Conatooad Optimtn bao
, ha ennde, that
th functin a)
Stde
to tua -featita Stote
Pnt dscoved bedons
ths
achlewe ths
Thena a Semena technleSthat
bot ts
tt+ togennal, a dPRaut obar
defina aa
dene
A Ve'Cmmer) oRsach to
Caltacd tha reaged agogto
n furctn
h
LG f+gt)+a
C ) aggo
f) = toncttn
han
hantha Cntoo.nad
Sneality Constooit
aplenhatinobac) e,fi
i() b
Canttoank toto
veiot ech th inegalty
eayatdn adday e Ratie Slack Varakay
ra
Slaak bsioble
)3=b
Cndlo hi) )4 blo
Tus e NLPP
medod
osmiote Loghongo un a
L%,S, fo)- h t)
Pc)- NCa0+S-s)
C: ton
Page 43 of 64
L -=0 C) +S"-bi =o
s bi-:)
=
-2 2 Sio
Solue cb(A) ue e! Statinana
Fs
utip eqpaten S
aCbj (bi-a:)) = t
, b-i6)o
Stra Mmeouny he Moke arsnc
oto
POen Go
dio (4) e hae eth io|
o )boh Vonish a
Page 44 of 64
Si
meon Ctooit
Satisfed a Stsidt
neayanlt
OCSio) Csteont (make b angea)
4 e 9elaxed
te Statènany Priot l not be affected
Thas inptae Si 0
Constoont Stsf aseqjalt
Bha Objche
Tus impte thod alb sinces ed,
functtn decseoe &ehcnd
ttoee9 a bi nCstaie moe Spaa
feasibla and the pkina o 9 a Obyecte
d
funct f), Ceay Conno deceo
Henca oo Optitra &olutur)
mnumttg a3
1nceoe
1
Conne tacwcon uuch mptie th
Page 45 of 64
.
mank
Constsoin and eqwatèn
tho
bi
A:)=
Uoveatsicted in
thon beCam
C)b
Page 46 of 64
NLPP
the
Maximie Z36-
Maten 0:4X+ I:6 a-O2x
Such that
XI X2 20
Cardtin be Oecouoe
T the KKT
and SuSfcenat
to a maxiusm
Shou be (ancaa
and ) 20 is Convex
02x, to be Cacae
612-
Fa)= 3.6 O.4+
Costott e
-0
O -o-4
TL p mnoos Di 0:8 o
Da -o8 e O-82
-04
Thus D20D
ere# cae
0 herca ís CnCal
feOProee
OPpo¥e Bizn wh
Als the CanstsointF
Zincay t
Convex
and e ken en nea functin is
Cnditian9
Haco te kKT dttnd and SAcient
maxtmum
Page 47 of 64
DeAna the lograpo unctin a2
L=
+-lo)
,
(367-o-4 I67-O-)-A(1x
Ta necano Crdtin ano
, KZ°
0
o &6-O-241-2A=0- O
0
6-04-7-=
= (+- )-o
lo,
+Z
Tollo- Ca
e ae tha
vohar Ao
se houe2
hich de nt Satisty en )
discondad
henca thrs Cax s
Page 48 of 64
C
Ue
6-2a 6-
6-
3.6-2 1:6- | lo
4
Ao4
tt = 3-5, X3 C* x Sub Volu
in Sts
NLPP
ole t
Minir
8 z=-Ia-*
Such het
fo e
t t» te
tha KKT Cordtnd to be
mnmnm
-fa) Shnul be Ce g) Z s Cnex.
Pca) to be Convey, e Constouct heai
matsix a
H=
H
Page 49 of 64
Mnos OnR
D
A(X1+3a)
(G)
rt (6
e have te olawt Cos
Ca
Page 50 of 64
n O ) ve houe
o2
so n
(5) 1+= 2
ye
Hece
-=
uadtu e houe
which as e necaiAo Cdtiny
Henco tra Stotinp
Ca ) = C-)
is tte Optina solotu and blsae
4,9
Page 51 of 64
NLPP
ole 1,
Mapeie Z= 81+loX2X
Sch that 31t 2
s
Condtd to ke NCse
te KKT
Zto be axtur)
f) Shald be orane
Cone
.
a()o fs
e Consts a
toe ConCaua
aman Mata
H
,
mho
Da--o O 2
4
e aghargio tunatin o
-2=o (
fo-
wAo 41 X 5
egn ) d
ushch violak
Coe s Ciscada
g32
en8 e
3r 2X2= 6
Page 53 of 64
) ea
= 8-32 = 5-
Thus
B-3)+{=
3
ece X
Codtins
ushch >atsfy a
Satisf theneCaRes
eco tue Stattno
( ( )
Z
ptina
13
Solutu
(
Vake
- K
(4) e NLPP
X
mayP) = 4 +6-7/-x,
)
Page 54 of 64
KKT Condfienl to be necedo
Sol
Soffcrnt for to to be maxionm
ard
Cootaue ond 2 a s Convex
-f) Shood be
ofc) to be Condae
ue Carstout a temn motsx a
o
H
maso an
D3- o o
oo-
uohich s OPfoaie &gn Sidnp uts
Thus fs Csove
-tu
312
nea
newity- tunctno
and e one
Page 55 of 64
Thus -ta KET Corditt
aimun
4- 2)-A-22 AL0
)
3 d2 co
6-2-2-3
t -)=o
ax 3
(T)
shn
Ts dos ot Satt3 &?)
d nce dincandac
Page 56 of 64
4 a)
27 =
-22+6 =2
fron(A) uee +X3
+6-A3 6-2
ea
suth alo
Stotino
T Optima&oluto nd Vale s
Z +4)-(9- A-9
Page 57 of 64
esano Matin 4}
&itio
)f) is ConvC
mnirmu Anot
Semi-defhie (Coen-
ard
attaat
DI>o, D z° Ds
Dio
mnsos
onckien
isevati X
C
in
v#() (-a)
Cn)+ T0)
C)+-as, )
h C C)-2(C1-25)4
4Ct-2+6
Page 59 of 64
h()4 er+ 4
Sskstitfe in ean (3)
#C)= (o
(Y1)+r (o,)
(Va1)+ (0, tt
X"( I+T)
h() (x")
m)
()+6(t+v)--(-
--(i+
6+6--f- T-2T-4
6+ 2-t"--F
Page 60 of 64
-2+ 1
2
hl) -2t
-4 0
-|
, 1+
4-
(a, 5/)
Thid kesetien
= (V, 5/4) ean
Sub
VCr")+ (-o)
h()- +Cx")
=
(-4)+4(h)--)-
E-^(
- --
(
--
-
-
at- (t
h'l) hls)o en
( )
Page 62 of 64
(, 5/+
(e 1)+ (o
h() 4")
4(he)+E+)-+{)-(%))
6Y
+- +
501&
6
Page 63 of 64
- 4 +6Y -208
32
6
h() 32
Let h()=o
(sle 5/4 )
-
ahio).
"vf (*")
(le )+ (-e®) h t
(
+ (3)+(TE)- -() H)
Page 64 of 64
ht
Y
597
3
S egn
4
64 ( )
/s-
(
)
Sigh atia)..
x'- ( )
vfC) = (o
BeCaup2
VfC) o, thao Cen e
teminde atthte Patot
. 34-395, 131
(
T ac Opticws
0:3333, 3333
X