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Multivariable optimization with constraints

 

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Thesis Abstract

<p> </p><p>&nbsp; &nbsp; It has been proved that in non linear programming, there are five methods of solving multivariable optimization with constraints.</p><p>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 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>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 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>

Thesis Overview

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