
55
3
Unconstrained Optimization
3.1 Introduction
The solution techniques for unconstrained optimization problems with mul-
tiple variables are dealt in this chapter. In practice, optimization problems
are constrained, and unconstrained optimization problems are few. One
example of an unconstrained optimization problem is data tting, where
one ts a curve on the measured data. However, the algorithms presented in
this chapter can be used to solve constrained optimization problems as well.
This is done by suitably modifying the objective function, which includes a
penalty term in case constraints are violated.
The solution methods ...