Constrained optimization problem
From Encyclopedia of Mathematics
A problem in which a function 
is to be optimized (i.e., minimized or maximized) subject to the requirement that the possible solutions lie in a so-called feasible set 
. The set 
is usually determined by constraints. Frequently occurring constraints are: 
, where 
is a function; 
(where 
is the 
th component of 
), an integrality constraint; or 
, a binary constraint.
See also Linear programming; Mathematical programming; Discrete programming; Integer programming.
How to Cite This Entry:
Constrained optimization problem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Constrained_optimization_problem&oldid=38540
Constrained optimization problem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Constrained_optimization_problem&oldid=38540
This article was adapted from an original article by M. Hazewinkel (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article