7/29/2019 Chapter4 Constrained+Optimization

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Chapter 4 Constrained

Optimization

Introduction

The standard form of the constrained optimization problem is as follows:

Minimize ( )f x nx R

Subject to( ) 0

( ) 0

u

v

g x

h x

=

1,2,...,

1, 2,...,

u m

v p n

=

=