Cheg 258 - Lecture Notes - Mar. 23, 2001

Announcements

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.

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