Page 129 -
P. 129

∗
                 where e> 0. The tangent plane at x is the  where f  (k)  is the kth derivative of f . Truncating
                 set of all initial derivatives: {x (0)}. (This is  the series at the nth term, the error is given by:

                 a misnomer, except in the special case of one
                                                                              n  (k)         ,
                                                                     ,
                 function and two variables at a nonstationary       ,          f  (h)      k ,
                                                             |E (h)|= ,f(x) −         (x − h) ,.
                                                               n
                 point.) An important fact that underlies the clas-               k!
                                                                             k=0
                 sical Lagrange multiplier theorem when the rank
                 of grad h(x ) is full row (x is then called a reg-  This is a Taylor expansion, and for the Taylor
                          ∗
                                      ∗
                                                     ∗
                 ular point): the tangent plane is {d : grad h(x )  seriestoequalthefunctionalvalue, itisnecessary
                 d = 0}.                                   that the error term approaches zero for each n:
                   Extending this to allow inequalities, the
                 equivalent of the tangent plane for a regular point    lim E (h) = 0.
                                                                            n
                                                                        h→0
                 (x ) is the set of directions that satisfy first-order
                   ∗
                 conditions to be feasible:                In any case, there exists y in the line segment
                                                           [x, x + h] such that
                                    ∗
                          {d : grad h(x )d = 0 and                        (n+1)
                                                                         f    (y)      n+1
                                                                 E (h) =         (y − h)  .
                                                                  n
                                             ∗
                    grad g (x )d ≤ 0 for all i : g (x ) = 0}.            (n + 1)!
                           ∗
                         i                 i
                                                           Taylor theorem  Let f : (a−h, a+h) → R
                 target analysis  This is a metaheuristic to    n+1
                                                           be in C  . Then, for x in (a, a + h),
                 solve global optimization problems, notably
                 combinatorial optimization, using a learning  f(x) = f(a) + [f (1) (a)][x − a] +
                 mechanism. In particular, consider a branch and
                                                                                n
                 bound strategy with multiple criteria for branch  ... + [f  (n) (a)][(x − a) ]/n! + R (x, a),
                                                                                        n
                 selection. After solving training problems, hind-
                                                           where R (x, a), called the remainder, is given by
                                                                 n
                 sight is used to eliminate dead paths on the search
                                                           the integral:
                 tree by changing the weights on the criteria: set
                 w> 0 such that wV ≤ 0 at node i with value           x  (x − t) n
                                 i                                             (n+1)
                 V , that begins a dead path, and wV > 0 at each              f    (t) dt.
                  i                          i                       a   n!
                 node, i, on the path to the solution. If such
                 weights exist, they define a separating hyper-  This extends to multivariate functions and
                 plane for the test problems. If such weights do  is a cornerstone theorem in nonlinear program-
                 not exist, problems are partitioned into classes,  ming. Unfortunately, it is often misapplied as
                 using a form of feature analysis, such that each  an approximation by dropping the remainder,
                 class has such weights for those test problems in  assuming that it goes to zero as x → a.
                 the class. After training is complete, and a new                        n
                                                           telegraph equation  Let U ⊂ R be open
                 problem arrives, it is first classified, then those
                                                           and u : U ×R → R. The telegraph equation for
                 weights are used in the branch selection.
                                                           u is
                                                                     u + du − u xx  = 0.
                                                                            t
                                                                      tt
                                           n
                 Taylor expansion  For f in C , Taylor’s the-
                 orem is used by dropping the remainder term.
                                                           temperature inversion (in atmospheric chem-
                 The first-order expansion is f(x) = f(y) +
                                                           istry)  A departure from the normal decrease
                 gradf (x)(x − y), and the second-order expan-
                                                           of temperature with increasing altitude. A
                 sion is f(x) = f(y) + gradf (x)(x − y) +  temperature inversion may be produced, for
                       t
                 (x − y) H (x)(x − y)/2.                   example, by the movement of a warm air mass
                         f
                                                           over a cool one. Intense surface inversions may
                 Taylor series  For a function, f , having all  form over the land during nights with clear skies
                 order derivatives, the series             and low winds due to the radiative loss of heat
                                                           from the surface of the earth. The temperature
                            ∞   (k)
                               f  (h)
                                           k
                                     (x − h) ,             increases as a function of height in this case.
                                 k!                        Poor mixing of the pollutants generally occurs
                           k=0
           © 2003 by CRC Press LLC
           © 2003 by CRC Press LLC
   124   125   126   127   128   129   130   131   132   133   134