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TUGAS 3 Optimum Design Problem Formulation

This document discusses solving the Karush-Kuhn-Tucker (KKT) necessary conditions for an optimization problem. There are three cases considered: (1) where the Lagrangian multiplier u is equal to 0, (2) where the slack variable s is equal to 0, implying the constraint is active, and (3) where both u and s are equal to 0. For each case, the KKT conditions are set up and solved to find the optimal values of x1 and x2 that minimize the objective function subject to the given constraint. Excel is also mentioned as a tool that can be used to solve the KKT conditions.

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47 views

TUGAS 3 Optimum Design Problem Formulation

This document discusses solving the Karush-Kuhn-Tucker (KKT) necessary conditions for an optimization problem. There are three cases considered: (1) where the Lagrangian multiplier u is equal to 0, (2) where the slack variable s is equal to 0, implying the constraint is active, and (3) where both u and s are equal to 0. For each case, the KKT conditions are set up and solved to find the optimal values of x1 and x2 that minimize the objective function subject to the given constraint. Excel is also mentioned as a tool that can be used to solve the KKT conditions.

Uploaded by

MasUmsida
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Optimum Design Concepts

EXAMPLE 4.31 Solution of KKT Necessary Conditions


(157)134. Introduction Optimum Design
• SOLVE KKT CONDITION FOR THE PROBLEM:
• Minimize 𝑓 𝑥 = 𝑥1 2 +𝑥2 2 -3𝑥1 𝑥2 subject to
• 𝑔 = 𝑥1 2 +𝑥2 2 − 6 ≤ 0  Constrain
• 𝐿 = 𝑥1 2 + 𝑥2 2 − 3𝑥1 𝑥2 + 𝑢(𝑥1 2 +𝑥2 2 − 6 + s2)  Lagrangian
• Gradien Condition:
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0 (b)
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0  (c)
𝜕𝑥2
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, 𝑠 2 ≥ 0, 𝑢 ≥ 0  (d)
• 𝑢𝑠 = 0  (e)
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0
𝜕𝑥2
Case 1: u = 0.
• 2𝑥1 − 3𝑥2 = 0
• 2𝑥2 − 3𝑥1 = 0
• 𝑀𝑎𝑡𝑟𝑖𝑥 2 × 2
2 −3
• = 2 × 2 − −3 × −3 = −5 → the determinant of the matrix
−3 2
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0
𝜕𝑥1
𝜕𝐿
• = 2𝑥2 − 3𝑥1 + 2𝑢𝑥2 = 0
𝜕𝑥2
Case 1: u = 0.
• 2𝑥1 − 3𝑥2 = 0
• −3𝑥1 + 2𝑥2 = 0

• 𝑥1 , 𝑥2 →

2𝑥1 −3𝑥2 =0 2 4𝑥1 − 6𝑥2 =0


−3𝑥1 +2𝑥2 =0 3 −6𝑥1 +6𝑥2 =0
• + ⇒ −2𝑥1 = 0 ⇒ 𝑥1 = 0/−2 = 0
−2𝑥1 +0=0
There are three possible ways of satisfying the switching condition of Eq. (e): (i)
u = 0, (ii) s = 0, implying g is active, or (iii) u = 0 abd s = 0. We will consider each
case separately and solve for roots of the necessary conditions.

• 𝑥1 = 0
• 𝑥2 →
2𝑥1 −3𝑥2 =0 3 6𝑥1 − 6𝑥2 =0
−3𝑥1 +2𝑥2 =0 2 −6𝑥1 +4𝑥2 =0
• + ⇒ −2𝑥2 = 0 ⇒ 𝑥2 = 0/−2 = 0
0+ −2𝑥2 =0
• 𝑥2 = 0
• 𝑠2 →
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, … 𝑥1 = 𝑥2 = 0
• 02 + 02 − 6 = −𝑠 2
• 𝑠2 = 6
CASE 2 S=0
𝜕𝐿
• = 2𝑥1 − 3𝑥2 + 2𝑢𝑥1 = 0 (b)
𝜕𝑥1
• 𝑥1 2 + 𝑥2 2 − 6 + 𝑠 2 = 0, 𝑠 2 ≥ 0, 𝑢 ≥ 0  (d)
Solution of KKT Conditions Using Excel
Solution of KKT Conditions Using Excel
Solution of KKT Conditions Using Excel

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