March 2020
Intermediate to advanced
608 pages
14h 31m
English
In this Appendix we present some terminology and results from optimization theory that are used in the text. We will state the various results without proof. The reader should consult any introductory textbook on optimization for details.
A general optimization problem may be stated as follows:
The function
is called the objective function or cost function. The functions
and
are equality and inequality constraints, respectively.
A vector
is called a feasible point if it satisfies the constraints. For
, if gj(x) = 0, the constraint gj is called an active constraint, while, if gj(x) < 0, the constraint is called inactive. The equality ...
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