Slide 43
Slide 43 text
ϥάϥϯδϡະఆ๏
ʢҰൠͷ߹ʣ
Minimize f(x)
Subject to g1(x) = 0
g2(x) = 0
.
.
.
gl(x) = 0
h1(x) 0
h2(x) 0
.
.
.
hm(x) 0
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L(x, , µ) =f(x) + 1g1(x) + 2g2(x) + · · · + lgl(x)
+ µ1h1(x) + µ2h2(x) + · · · + µ1h1(x)
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rL(x, , µ) = 0,
µ1h1(x) = 0, µ2h2(x) = 0, . . . , µlhl(x) = 0,
µ1 0, µ2 0, . . . , µl 0,
h1(x) 0, h2(x) 0, . . . , hm(x) 0
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