Equality Constraints and the Theorem of Lagrange
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چکیده
• An inequality constrained optimization problem is an optimization problem in which the constraint set D can be represented as D = U ∩ {x ∈ R | h(x) ≥ 0}, where h : R → R. We refer to the functions h = (h1, . . . , hl) as inequality constraints. • An optimization problem with mixed constraints is an optimization problem in which the constraint set D can be represented as D = U ∩ {x ∈ R | g(x) = 0 and h(x) ≥ 0},
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