MULTIVARIABLE OPTIMIZATION WITH CONSTRAINTS
ABSTRACT
ย ย ย ย ย ย ย ย ย It has been proved that in non linear programming, there are five methods of solving multivariable optimization with constraints.
ย ย ย ย ย ย ย ย ย In this project, the usefulness of some of these methods (Kuhn โ Tucker conditions and the Lagrange multipliers) as regards quadratic programming is unveiled.
ย ย ย ย ย ย ย ย ย Also, we found out how the other methods are used in solving constrained optimizations and all these are supported with examples to aid better understanding.