On a General Optimization Principle for Discrete Systems

Abstract

A general theorem about a function of a matrix vector is presented and proved. It is shown that this theorem forms the basis of a general optimization principle for certain performance index in a discrete system. With this principle, it is possible to determine both the optimum(maximum or minimum) value of the performance index and the parameters of the syatem in order to achieve the optimum condition. An example is given which illustrates the optimization procedure as well as demonstrates the versatility of the principle.