3.3.
REMARKS AND EXTENSIONS 21
3.3 Remarks and Extensions
3.3.1 The condition of linear independence.
The necessary condition 3.13 need not hold if the derivatives f
ix
x
∗
, 1 ≤ i ≤ m, are not linearly independent. This can be checked in the following example
Minimize subject to sin
x
2 1
+ x
2 2
π 2
x
2 1
+ x
2 2
= 1. 3.29
3.3.2 An alternative condition.
Keeping the notation of Theorem 3.2.1, define the Lagrangian function L : R
n+m
→ R by L : x, λ 7→ f
x − P
m i=1
λ
i
f
i
x. The following is a reformulation of 3.12, and its proof is left as an exercise.
Let x
∗
be optimal for 3.12, and suppose that f
ix
x
∗
, 1 ≤ i ≤ m, are linearly independent. Then there exists
λ
∗
∈ R
m
such that x
∗
, λ
∗
is a stationary point of L, i.e., L
x
x
∗
, λ
∗
= 0 and L
λ
x
∗
, λ
∗
= 0.
3.3.3 Second-order conditions.
Since we can convert the problem 3.12 into a problem of maximizing ˆ f
over an open set, all the comments of Section 2.4 will apply to the function ˆ
f . However, it is useful to translate these
remarks in terms of the original function f
and f . This is possible because the function g is
uniquely specified by 3.16 in a neighborhood of x
∗
. Furthermore, if f is twice differentiable, so
is g see Fleming [1965]. It follows that if the functions f
i
, 0 ≤ i ≤ m, are twice continuously
differentiable, then so is ˆ f
, and a necessary condition for x
∗
to be optimal for 3.12 and 3.13 and the condition that the
n − m × n − m matrix ˆ f
0uu
u
∗
is negative semi-definite. Furthermore, if this matrix is negative definite then
x
∗
is a local optimum. the following exercise expresses f ˆ
f
0uu
u
∗
in terms of derivatives of the functions f
i
.
Exercise: Show that
ˆ f
0uu
u
∗
= [g
′ u
.. .
I] L
ww
L
uw
L
wu
L
uu
g
u
. . . I
w
∗
, u
∗
where g
u
u
∗
= −[f
w
x
∗
]
−1
f
u
x
∗
, Lx = f x −
m
X
i=1
λ
∗ i
f
i
x.
22
CHAPTER 3. OPTIMIZATION WITH EQUALITY CONSTRAINTS 3.3.4
A numerical procedure.
We assume that the derivatives f
ix
x, 1 ≤ i ≤ m, are linearly independent for all x. Then the following algorithm is a straightforward adaptation of the procedure in Section 2.4.6.
Step 1. Find
x arbitrary so that
f
i
x = α
i
, 1 ≤ i ≤ m. Set k = 0 and go to Step 2. Step 2.
Find a partition x = w, u
2
of the variables such that f
w
x
k
is nonsingular. Calculate λ
k
by λ
k ′
= f
0w
f
−1 wxk
, and ▽ ˆ
f
k
u
k
= −f
′ u
x
k
λ
k
+ f
′ 0u
x
k
. If ▽ ˆ f
k
u
k
= 0, stop. Otherwise go to Step 3.
Step 3. Set
˜ u
k
= u
k
+ d
k
▽ ˆ f
k
u
k
. Find ˜ w
k
such that f
i
˜ w
k
, ˜ u
k
= 0, 1 ≤ i ≤ m. Set x
k+1
= ˜ w
k
, ˜ u
k
, set k = k + 1, and return to Step 2. Remarks.
As before, the step sizes d
k
0 can be selected various ways. The practical applicability of the algorithm depends upon two crucial factors: the ease with which we can find a partition
x = w, u so that f
w
x
k
is nonsingular, thus enabling us to calculate λ
k
; and the ease with which we can find
˜ w
k
so that f ˜
w
k
, ˜ u
k
= α. In the next section we apply this algorithm to a practical problem where these two steps can be carried out without too much difficulty.
3.3.5 Design of resistive networks.