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scientific article; zbMATH DE number 1376465
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    scientific article; zbMATH DE number 1376465

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      14 December 1999
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      conditional extremum problem
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      singular manifolds
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      stable manifold
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      The authors develop a method for investigating conditional extrema of a function. For the problem \(f(x)\to\inf\), \(x\in X\), \(X= \{x\in \mathbb{R}^n: g_i(x)= 0\), \(i= 1,\dots, m\}\), where \(f(x)\), \(g_1(x),\dots, g_m(x)\) are continuously differentiable functions on \(X\), a function of the form \[ K(x,\mu)= f(x)+ \sum^m_{i=1} \mu_i(x) g^{-p_i}_i(x) \] is constructed, where the functions \(\mu_i(x)\) are regular in the considered domain and the \(p_i\) are positive numbers; then the system of differential equations whose right-hand side is the antigradient of the function \(K(x,\mu)\), namely, \[ dx/dt= -K_x(x, \mu(x)),\tag{1} \] is studied. The resultant system of differential equations has the singular manifolds described by the equations \(g_i(x)= 0\), \(i= 1,\dots, m\). It is suggested to choose the function \(\mu_i(x)\) so that the integral curve achieves every manifold in finite time. The motion towards the extremum point is performed successively from one stable manifold to another, and after achieving a stable manifold, a trajectory remains on it. The aim of the paper is to construct particular systems of the form (1), by using of which the above described motion towards a local extremum of the function \(f\) is performed.
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