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Since all the inequalities are in the same form (all less-than or all greater-than), we can examine the coefficient signs for each variable. Eliminating x would yield 2*2 = 4 inequalities on the remaining variables, and so would eliminating y. Eliminating z would yield only 3*1 = 3 inequalities so we use that instead.
Given a transformation between input and output values, described by a mathematical function, optimization deals with generating and selecting the best solution from some set of available alternatives, by systematically choosing input values from within an allowed set, computing the output of the function and recording the best output values found during the process.
The Big M method introduces surplus and artificial variables to convert all inequalities into that form. The "Big M" refers to a large number associated with the artificial variables, represented by the letter M. The steps in the algorithm are as follows: Multiply the inequality constraints to ensure that the right hand side is positive.
In inequalities where ≥ appears such as the second one, some authors refer to the variable introduced as a surplus variable. Third, each unrestricted variable is eliminated from the linear program. This can be done in two ways, one is by solving for the variable in one of the equations in which it appears and then eliminating the variable by ...
The system of equations and inequalities corresponding to the KKT conditions is usually not solved directly, except in the few special cases where a closed-form solution can be derived analytically. In general, many optimization algorithms can be interpreted as methods for numerically solving the KKT system of equations and inequalities. [7]
In a BVP, one defines values, or components of the solution y at more than one point. Because of this, different methods need to be used to solve BVPs. For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems.