Constrained optimization: Difference between revisions

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====Lagrange multiplier====
 
If the constrained problem has only equality constraintsconstraint, the method of [[Lagrange multipliers]] can be used to convert it into an unconstrained problem whose number of variables is the original number of variables plus the original number of equality constraints. Alternatively, if the constraints are all equality constraints and are all linear, they can be solved for some of the variables in terms of the others, and the former can be substituted out of the objective function, leaving an unconstrained problem in a smaller number of variables.
 
===Inequality constraints===