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Applications of Constrained Optimization

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Abstract

Constrained optimization provides a general framework in which a variety of design criteria and specifications can be readily imposed on the required solution. Usually, a multivariable objective function that quantifies a performance measure of a design can be identified. This objective function may be linear, quadratic, or highly nonlinear, and usually it is differentiable so that its gradient and sometimes Hessian can be evaluated. In a real-life design problem, the design is carried out under certain physical limitations with limited resources. If these limitations can be quantified as equality or inequality constraints on the design variables, then a constrained optimization problem can be formulated whose solution leads to an optimal design that satisfies the limitations imposed.

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Authors and Affiliations

  1. Department of Electrical and Computer Engineering, University of Victoria, Victoria, BC, Canada

    Andreas Antoniou & Wu-Sheng Lu

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  1. Andreas Antoniou
  2. Wu-Sheng Lu

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Correspondence toAndreas Antoniou.

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Antoniou, A., Lu, WS. (2021). Applications of Constrained Optimization. In: Practical Optimization. Texts in Computer Science. Springer, New York, NY. https://doi.org/10.1007/978-1-0716-0843-2_16

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