Set Constrained Optimization
A basic form of an optimization problem is to minimize or maximize an objective function of real variables in a given set. This kind of optimization is usually known as set constrained optimization. This chapter discusses some optimization concepts and conceptual optimality conditions of set constrained optimization. A number of basic and general optimization algorithms using iterative search methods such as steepest descent and Newton’s methods are then introduced with extensive examples.
KeywordsIterative search method Least square optimization Newton Steepest descent Unconstrained optimization