LS Cost with a Linear Equality Constraint - PowerPoint PPT Presentation
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LS Cost with a Linear Equality Constraint
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LS Cost with a Linear Equality Constraint Using Lagrange Multipliers we need to minimize Linear Equality Constraint x2 contours of (x H )T (x H ) – PowerPoint PPT presentation
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Title: LS Cost with a Linear Equality Constraint
1
LS Cost with a Linear Equality Constraint
Using Lagrange Multipliers we need to minimize
Linear Equality Constraint
x2
contours of (x H?)T (x H?)
2-D Linear Equality Constraint
Constrained Minimum
Unconstrained Minimum
x1
2
Constrained Optimization Lagrange Multiplier
x2
f (x1,x2) contours
Constraint g(x1,x2) C g(x1,x2) C h(x1,x2)
0
x1
