Ntawm qhov txaus ntawm cov xwm txheej kuhn-tucker?

Cov txheej txheem:

Ntawm qhov txaus ntawm cov xwm txheej kuhn-tucker?
Ntawm qhov txaus ntawm cov xwm txheej kuhn-tucker?
Anonim

Lub Kuhn–Tucker Sufficiency Theorem hais tias qhov ua tau raws li qhov ua tau txaus siab rau Kuhn–Tucker cov xwm txheej yog thoob ntiaj teb minimizer rau qhov teeb meem kev ua haujlwm convexrau qhov uas lub hauv zos minimizer yog thoob ntiaj teb.

Qhov twg hauv qab no yog Kuhn Tucker cov xwm txheej?

Nyob rau hauv kev ua lej zoo, cov xwm txheej Karush–Kuhn–Tucker (KKT), tseem hu ua Kuhn–Tucker cov xwm txheej, yog thawj qhov kev xeem derivative (qee zaum hu ua thawj qhov kev txiav txim tsim nyog) rau kev daws nyob rau hauv nonlinear programming kom ua tau zoo, muab tias qee qhov xwm txheej tau txaus siab.

Rau hom teeb meem twg yog qhov tsim nyog Kuhn Tucker?

Cov xwm txheej Kuhn-Tucker yog ob qho tib si tsim nyog thiab txaus yog tias lub hom phiaj kev ua haujlwm yog concavethiab txhua qhov txwv yog linear lossis txhua qhov kev txwv tsis pub muaj kev txwv yog concave, piv txwv li cov teeb meem muaj nyob hauv chav kawm hu ua convex programming problems.

Qhov kev ua tau zoo yog dab tsi?

Qhov kev ua tau zoo yog muab los ntawm kev xav tias peb nyob ntawm qhov zoo tshaj plaws, thiab tom qab ntawd kawm txog tus cwj pwm ntawm cov haujlwm thiab lawv cov txiaj ntsig ntawm qhov ntawd. Cov xwm txheej uas yuav tsum tau txaus siab ntawm qhov zoo tshaj plaws yog hu ua tsim nyog.

Muaj pes tsawg KKT muaj xwm txheej?

Muaj plaub KKT yam mob rau kev pom zoo primal (x) thiab dual (λ) sib txawv.

Pom zoo: