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Everything about Constrained optimization

Optimizing objective functions that have constrained variables

In mathematical optimization, constrained optimization is the process of optimizing an objective function with respect to some variables in the presence of constraints on those variables. The objective function is either a cost function or energy function, which is to be minimized, or a reward function or utility function, which is to be maximized. Constraints can be either hard constraints, which set conditions for the variables that are required to be satisfied, or soft constraints, which have some variable values that are penalized in the objective function if, and based on the extent that, the conditions on the variables are not satisfied. Wikipedia →

đź§­ Start here: a 6-step reading path

  1. Read the overview: Constrained optimizationA 5-minute orientation
  2. Skim a recent paper: Geometrically Constrained Trajectory Optimization for MulticoptersInfluential work since 2022
  3. Pick up a classic book: Trends in PDE Constrained OptimizationThe most-reprinted book on the subject
  4. Read the landmark paper: An Evolutionary Many-Objective Optimization Algorithm Using Reference-Point-Based Nondominated Sorting Approach, Part I: Solving Problems With Box ConstraintsCited 6,964 times
  5. Go sideways: Differential evolutionA closely related topic
  6. Go sideways: Karush–Kuhn–Tucker conditionsA closely related topic

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