1 / 4

Lecture Eight

Lecture Eight. Determination of Maxima and Minima Maximization (Q.F.). Quadratic form can be represented as : To maximizing / (minimizing) some function f( x ) subjected a constrain: g( x ) = c on values of x and for more general method is that of " Lagrange Multiplier ".

tshelton
Download Presentation

Lecture Eight

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Lecture Eight Determination of Maxima and Minima Maximization (Q.F.)

  2. Quadratic form can be represented as : To maximizing / (minimizing) some function f(x) subjected a constrain: g(x) = c on values of x and for more general method is that of "Lagrange Multiplier".

  3. From a new function:

  4. Note • If the Q.F. is to be maximum then λ must be the greater characteristic root of A and x is associated vector. Similarly , if the Q.F. is to be minimum then λ must be the minimum characteristic root of A. • As a special case :

More Related