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Lagrangian Methods for Constrained Optimization

Lagrangian Methods for Constrained Optimization

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is a regional constraint. For example, it might be x ≥ 0. The constraint g(x)=b is a functional constraint. Sometimes the functional constraint is an inequality constraint, like g(x) ≤ b. But if it is, we can always add a slack variable, z, and re-write it as the equality constraint g(x)+z = b, re-defining the regional constraint as x ∈ ...

  Regional

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