FE501 – NLP Note

Pre

PM, LPM

Convex and Concave Function

Single Var

Multiple Var

NLP -Single - 701

Unconstrained NLP - Multi - 702

Note: Check Problem 7.

An important notice:

$f^{\prime }=0$$f' =0$ dose not say that, the solved $\overline{x}$$\bar x$ is a extremum point (local max or local min), only saying that it is a stationary point.

To check whether a stationary point is a local extremum ( local max or local min) we need to check the LPMs.

Lagrange Multipliers - 702

KKT - 703

I should probabily say, also by neibourhood analysis, we got that xx is a global max (min) for the problem.