March 2014
Intermediate to advanced
412 pages
11h 16m
English
Content preview from Numerical Methods and Optimization
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Chapter 14
Constrained Optimization
In discussing constrained optimization problems, we will follow the same se-
quence as we did for unconstrained problems in Chapter 13. Namely, we will
present optimality conditions, followed by a brief outline of ideas behind al-
gorithms for constrained optimization.
14.1 Optimality Conditions
14.1.1 First-order necessary conditions
We start by considering problems involving equality constraints only, and
then move on to discussing the more general case of problems with both
equality and inequality constraints.
14.1.1.1 Problems with equality constraints
We consider a problem with equality constraints in the form
minimize ...
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