Constrained optimization: Difference between revisions

Revision as of 07:52, 7 February 2022

Revision as of 16:55, 3 March 2022

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====Lagrange multiplier====

{{main|Lagrange multipliers}}

If the constrained problem has only equality constraints, 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 plusminus 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===