Slide 14
Slide 14 text
ਲ਼ͱ࠷దੑ݅ KKT ݅ ੍ఆ
ෆࣜΛؚΉ࠷దԽ
࣍ͷ࠷దԽΛߟ͑Δɿ
minimize
x∈Rn
f(x)
subject to gi(x) ≦ 0 (i = 1, . . . , m).
(7)
͜͜Ͱɼؔ f ͓Αͼ gi (i = 1, . . . , m) ඍՄೳͰ͋Δͱ͢Δɽ
• (7) ͷ੍݅ɼ (1) ͷ࣮ޮՄೳྖҬ S ͕
S = {x ∈ Rn | gi(x) ≦ 0 (i = 1, . . . , m)} (8)
ͱද͞ΕΔ߹ʹଞͳΒͳ͍ɽ
• (7) ͷ࣮ޮՄೳղ x ʹ͓͍ͯɼgi(x) = 0 ͕Γ੍ཱͭ
݅Λ༗ޮ੍݅ͱݺͼɼͦͷఴࣈू߹ΛҎԼͰද͢ɿ
I(x) = {i ∈ N | gi(x) = 0} ⫅ {1, 2, . . . , m}.
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