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162 Gradient Optimization<br />

1.0<br />

0.8<br />

T<br />

0.6<br />

0.4<br />

0.2<br />

0.01<br />

Frequency (Hz)<br />

Figure 5.31. Worst.case variations for pessimization <strong>of</strong> two lowpass network designs. Lowpass<br />

N =5 networks: a, zeros in left- and right.half planes; b, zeros only in left-half plane. [Reprinted<br />

with permission from Manaktala, 1972,)<br />

frequency, there must be some adverse combination <strong>of</strong> tolerances that would<br />

produce worst-case selectivity, both maximum and minimum, This is shown in<br />

Figure 5.31. Rather than employing the usual time-consuming Monte-Carlo<br />

method, it was suggested that a constrained optimizer program could find the<br />

minimum and maximum selectivity at each frequency subject to the bounding<br />

element tolerance ranges-truly a pessimization problem. The performance <strong>of</strong><br />

any network would then be contained inside the envelope shown in Figure<br />

5.31.<br />

5.6.2. Barrier Functions for Inequality Constraints. The complete constrained<br />

optimization problem was defined by (5.94). Tbis section considers<br />

the vector c <strong>of</strong> inequality constraints that are generally nonlinear. It is<br />

remarked in passing that a subset would consist <strong>of</strong> linear constraints <strong>of</strong> the<br />

form<br />

Ax-b:>O. (5.101)<br />

These boundaries are lines in 2-variable space, otherwise hyperplanes. Minimization<br />

with these constraints is like descending on the surface <strong>of</strong> Figure 5.3,<br />

except that it has been placed in a restricting glass box; the descent should<br />

conform to these glass walls, or hyperplanes, when encountered. The most<br />

common means for doing this is to project linear search directions on such<br />

constraining surfaces when encountered. This complicates linear search algorithms<br />

and is beyond the scope <strong>of</strong> the present treatment; the interested reader<br />

is referred to Rosen's projection method described by Hadley (l964, pp.

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