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5. Constrained nonlinear optimization Version: 20-11-2010
 

Summary: 5. Constrained nonlinear optimization
Version: 20-11-2010
Material (partially)
Chapter 12 in [FKS] (pp.283-320)
A reference e.g. L.12.2 refers to the corresponding Lemma
in the book [FKS]
CO, Chapter 5 p 1
5.1 Introduction
We consider the minimization problem
(P) min f(x) s.t. x F
where the feasible set is given by
F = {x Rn
| gj(x) 0, j J}
with J = {1, . . . , m}, f, gj C1(Rn, R)
Rem. We skip additional equality constraints hi(x) = 0 to
avoid technical difficulties.
Recall for x F the active index set Jx :
Jx = {j J | gj(x) = 0}
CO, Chapter 5 p 2
5.2 Optimality conditions

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering