Optimization problem: Difference between revisions

Revision as of 02:50, 28 August 2018

Revision as of 12:07, 17 October 2018

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\end{align}</math>

where

* <math>f(x): \mathbb{R}^n \to \mathbb{R}</math> is the '''[[Loss function|objective function]]''' to be minimized over the ''n''-variable vector <math>x</math>,

* <math>g_i(x) \leq 0</math> are called '''inequality [[Constraint (mathematics)|constraints]]'''

* <math>h_j(x) = 0</math> are called '''equality constraints''', and