General Solution Methods for Constrained Optimization
H. A. Eiselt and
Carl-Louis Sandblom
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H. A. Eiselt: University of New Brunswick
Carl-Louis Sandblom: Dalhousie University
Chapter Chapter 5 in Nonlinear Optimization, 2019, pp 173-193 from Springer
Abstract:
Abstract In Chap. 1 we dealt with optimality conditions for unconstrained problems, and then we described a number of algorithms for such problems in Chap. 2 . The previous chapter discussed optimality conditions for constrained problems, and in parallel fashion, we will now turn to algorithms for such optimization problems. This chapter will cover some general approaches for constrained optimization, and the following three chapters describe some of the many algorithms for specific types of problems.
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-3-030-19462-8_5
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DOI: 10.1007/978-3-030-19462-8_5
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