Cheg 258 - Lecture Notes - Mar. 24, 2000
Announcements
The 2nd hour exam will be one week from today (e.g., Friday March 31).
There is no homework assigned today.
Class notes
Scanned Notes
The main points of the lecture were
Goals:
After this class you should be able to:
- Set up and solve constrained optimization problems.
- Use slack variables to convert inequality constraints to equality constraints.
Reading
- The class notes and section 9.8 of Kahaner and chapter 8 of Hanna.
Questions of the Day:
- How could you convert the inequality constraint h(x) > 1 into an equality
constraint? Be specific.
- When implementing the penalty function approach, why is it usually better
to take the square of the 2-norm of g rather than the 2-norm or the 1-norm?
Matlab Example Codes
example 23
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David.T.Leighton.1@nd.edu