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