Next: Lagrange multiplier and Penalty
Up: Mono-objective optimization
Previous: Unconstrained problem
  Contents
Constrained problem
The solution of problem 4.3 is slightly more complicated.
The presence of constraints reduces the feasible set of
independent variables that are solutions of the problem.
So the solutions, (i.e. the value of independent variables that minimize the
objective function),
must be searched in the set
that satisfies all the
constraints.
The most important
method to solve the problem of the minimization
taking into account the satisfaction of some constraints
(and, incidentally, the method most useful for our real problem)
is the method of
the Lagrange multiplier (and its derived, the method of
the penalty function).
Subsections
marco+site@equars.com