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When is an optimization problem an unconstrained optimization problem?


Asked by Jalen Flynn on Dec 09, 2021 FAQ



If m = p = 0, the problem is an unconstrained optimization problem. By convention, the standard form defines a minimization problem. A maximization problem can be treated by negating the objective function. Formally, a combinatorial optimization problem A is a quadruple (I, f, m, g), where
Also,
Solution of both the subproblems can involve values of cost and constraint functions as well as their gradients at the current design point. Conceptually, algorithms for unconstrained and constrained optimization problems are based on the same iterative philosophy.
Just so, This is called the first-order condition, and it is a necessary, but not sufficient condition, to optimize the function, in that a critical point can yield either to an extreme value (minimum or maximum) or to an inflection point (saddle point in a multivariate function). Every extreme value is always a stationary value, but not vice versa.
Besides,
For unconstrained optimization, each algorithm in Chapters 10 and 11Chapter 10Chapter 11 required reduction in the cost function at every design iteration. With that requirement, a descent toward the minimum point was maintained. A function used to monitor progress toward the minimum is called the descent, or merit, function.
Accordingly,
Unconstrained optimization methods can be used to find roots of a nonlinear system of equations. To demonstrate this, we consider the following 2 x 2 system: We define a function that is the sum of the squares of the functions F1 and F2 as Note that if x1 and x2 are roots of Eq. (a), then f = 0 in Eq. (b).