Constrained Optimization

Alfred Stein

Alfred Stein

University of Twente, Enschede, The Netherlands

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First published: 15 September 2006

Abstract

Constrained optimization aims to find an optimum of a function in the presence of constraints. Constrained optimization generally yields a lower optimum on the optimization function as compared with unconstrained optimization, but it honors the presence of constraints. A simple example concerns maximization of the production of a farm subject to constraints on the amount of fertilizers (say n kg per week) and man hours (h hours per day). Another example is minimization of leaching towards the environment, subject to constraints on soil parameters, groundwater table and other environmental variables.

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