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General Solution Methods for Constrained Optimization

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Nonlinear Optimization

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 282))

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Abstract

In Chap. 1 we dealt with optimality conditions for unconstrained problems, and then we described a number of algorithms for such problems in Chap. 2. The previous chapter discussed optimality conditions for constrained problems, and in parallel fashion, we will now turn to algorithms for such optimization problems. This chapter will cover some general approaches for constrained optimization, and the following three chapters describe some of the many algorithms for specific types of problems.

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Eiselt, H.A., Sandblom, CL. (2019). General Solution Methods for Constrained Optimization. In: Nonlinear Optimization . International Series in Operations Research & Management Science, vol 282. Springer, Cham. https://doi.org/10.1007/978-3-030-19462-8_5

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