Before the arrival of the digital computer age, several optimization approaches and theories were utilized to solve simple problems with one or few variables. Powerful tools such as the single-variable Taylor expansion, the multivariable Taylor expansion, and the Karush-Kuhn-Tucker (KKT) conditions were utilized in solving unconstrained and constrained optimization problems. Substitution methods were also used to convert constrained optimization problems to unconstrained optimization ones. Other methods such as the method of constrained variations were also used for solving simple constrained optimization problems. In this chapter, I focus on explaining some of these classical approaches. The theoretical bases of these techniques are relevant for numerical optimization approaches to be addressed in the following chapters.
Classical optimization, Page 1 of 2
< Previous page Next page > /docserver/preview/fulltext/books/pc/pbsp008e/PBSP008E_ch3-1.gif /docserver/preview/fulltext/books/pc/pbsp008e/PBSP008E_ch3-2.gif