Constrained optimization

Abstract

Constrained optimization was introduced in Section 1.2 where it was sometimes found necessary for practical reasons arising in applications to search for the optimum of a function f within a certain feasible region defined by inequality and/or equality constraints of the form

$$\matrix{ {{g_i}\left( x \right) \le 0} & {i = 1,2, \ldots ,l} \cr } $$

(5.1)

$$\matrix{ {{h_i}\left( x \right) = 0} & {j = 1,2, \ldots ,m} \cr } $$

(5.2) .