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An Introduction to Optimization, 4th Edition by Stanislaw H. Zak, Edwin K. P. Chong

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CHAPTER 20

PROBLEMS WITH EQUALITY CONSTRAINTS

20.1 Introduction

In this part we discuss methods for solving a class of nonlinear constrained optimization problems that can be formulated as

equation

where x n, f : n, hi : n, gj : n, and mn. In vector notation, the problem above can be represented in the following standard form:

equation

where h : nm and g : np. As usual, we adopt the following terminology. ...

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