Multivariable optimization with constraints
Table Of Contents
Thesis Abstract
It has been proved that in non linear programming, there are five methods of solving multivariable optimization with constraints.
In this project, the usefulness of some of these methods (Kuhn – Tucker conditions and the Lagrange multipliers) as regards quadratic programming is unveiled.
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.
Thesis Overview
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