Many of the concepts utilized in unconstrained optimization techniques can be extended to the constrained case. This is why the study of unconstrained optimization is useful as a start. The optimality conditions for the constrained case, however, are different. In some cases, the constraints are redundant and the solution obtained using unconstrained optimization techniques is the same one obtained using techniques for constrained optimization. In other cases, the constraints limit the feasibility region, giving rise to a solution completely different from the unconstrained one.

Chapter Contents:

• 8.1 Introduction
• 8.2 Problem definition
• 8.3 Possible optimization scenarios
• 8.4 A random search method
• 8.5 Finding a feasible starting point
• 8.6 The Complex method
• 8.7 Sequential linear programming
• 8.8 Method of feasible directions
• 8.9 Rosen's projection method
• 8.10 Barrier and penalty methods
• A8.1 Electrical engineering application: analog filter design
• A8.2 Spectroscopy
• References
• Problems

Inspec keywords: optimisation

Other keywords: unconstrained optimization techniques; redundant constraints; constrained optimization techniques

Subjects: Optimisation techniques; Optimisation; Optimisation techniques