Optimization with equality and inequality constraints
Differentiable optimization

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AF1252 V1 Article

Optimization with equality and inequality constraints
Differentiable optimization

Author : Jean Charles GILBERT

Publication date: April 10, 2008 | Lire en français

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3. Optimization with equality and inequality constraints

In this paragraph, we present two classes of algorithms that can solve problems with constraints, such as :

(PEI){minf(x)ci(x)=0,iEci(x)0,iI.

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