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

The main points of the lecture were

• Constrained optimization

Goals:

• 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