Skip to main content
Top

2016 | OriginalPaper | Chapter

5. Constrained Optimization

Authors : Mongi A. Abidi, Andrei V. Gribok, Joonki Paik

Published in: Optimization Techniques in Computer Vision

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In most practical image processing and computer vision problems involving optimization, the solutions do not span the entire range of real values. This resulting bounding property is often imposed upon the solution process in the form of constraints placed upon system parameters. Optimization problems with constraints are generally referred to as constrained optimization problems.
The basic idea of solving most constrained optimization problems is to determine the solution that satisfies the stated performance index, subject to the given constraints. In this chapter, proper methods of finding the solutions to constrained optimization problems, according to the characteristics of various types of constraints, are discussed.
If the solution and its local perturbation do not violate the given constraints, we consider the problem as being unconstrained. Therefore, the important issue of constrained optimization is analyzing the local behavior of the solution on or near the boundary of constraints.
This chapter includes three sections. The first section describes the constrained optimization problem and defines the terminology commonly used with this problem, both in the literature and in this chapter. The second and the third sections describe optimality conditions and the corresponding optimization methods with linear and nonlinear constraints, respectively.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Footnotes
1
We note that in the single linear equation constraint case, the projected gradient is a scalar quantity, while in the multiple linear equations constraint case, it is an \( M\times 1 \) vector, where M represents the number of constraints.
 
Literature
[ber82]
go back to reference D.P. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods (Academic, New York, 1982)MATH D.P. Bertsekas, Constrained Optimization and Lagrange Multiplier Methods (Academic, New York, 1982)MATH
[gill89]
go back to reference P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Constrained nonlinear programming, in Optimization, ed. by G.L. Nemhauser, A.H.G. Rinnooy Kan, M.J. Todd (North-Holland, Amsterdam, 1989), pp. 171–210CrossRef P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Constrained nonlinear programming, in Optimization, ed. by G.L. Nemhauser, A.H.G. Rinnooy Kan, M.J. Todd (North-Holland, Amsterdam, 1989), pp. 171–210CrossRef
[gold93]
go back to reference J. Goldsmith, A.H. Barr, Applying constrained optimization to computer graphics. SMPTE J. 102(10), 910–912 (1993)CrossRef J. Goldsmith, A.H. Barr, Applying constrained optimization to computer graphics. SMPTE J. 102(10), 910–912 (1993)CrossRef
[par87]
go back to reference P.M. Pardalos, J.B. Rosen, Constrained Global Optimization: Algorithms and Applications (Springer, New York, 1987)CrossRefMATH P.M. Pardalos, J.B. Rosen, Constrained Global Optimization: Algorithms and Applications (Springer, New York, 1987)CrossRefMATH
[flou90]
go back to reference C.A. Floudas, P.M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Lecture Notes in Computer Science (Springer, Berlin, 1990)CrossRefMATH C.A. Floudas, P.M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Lecture Notes in Computer Science (Springer, Berlin, 1990)CrossRefMATH
[gill82]
go back to reference P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Linearly constrained optimization, in Nonlinear Optimization 1981, ed. by M.J.D. Powell (Academic Press, London, 1982), pp. 123–139 P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Linearly constrained optimization, in Nonlinear Optimization 1981, ed. by M.J.D. Powell (Academic Press, London, 1982), pp. 123–139
[gill88]
go back to reference P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Recent developments in constrained optimization. J. Comput. Appl. Math. 22, 257–270 (1988)MathSciNetCrossRefMATH P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Recent developments in constrained optimization. J. Comput. Appl. Math. 22, 257–270 (1988)MathSciNetCrossRefMATH
[gill89a]
go back to reference P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Constrained nonlinear programming, in Optimization, ed. by G.L. Nemhauser, A.H.G. Rinnooy Kan, M.J. Todd (Elsevier, Amsterdam, 1989), pp. 171–210CrossRef P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, Constrained nonlinear programming, in Optimization, ed. by G.L. Nemhauser, A.H.G. Rinnooy Kan, M.J. Todd (Elsevier, Amsterdam, 1989), pp. 171–210CrossRef
[gill89b]
go back to reference P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, A practical anti-cycling procedure for linearly constrained optimization. Math. Program. 45, 437–474 (1989)MathSciNetCrossRefMATH P.E. Gill, W. Murray, M.A. Saunders, M.H. Wright, A practical anti-cycling procedure for linearly constrained optimization. Math. Program. 45, 437–474 (1989)MathSciNetCrossRefMATH
[wright92]
go back to reference M.H. Wright, Interior methods for constrained optimization, in Acta Numerica, vol 1 (Cambridge University Press, Cambridge, 1992), pp. 341–407 M.H. Wright, Interior methods for constrained optimization, in Acta Numerica, vol 1 (Cambridge University Press, Cambridge, 1992), pp. 341–407
[wright98]
go back to reference M.H. Wright, The interior-point revolution in constrained optimization, in High-Performance Algorithms and Software in Nonlinear Optimization, ed. by R. DeLeone, A. Murli, P.M. Pardalos, G. Toraldo (Kluwer Academic Publishers, Dordrecht, 1998), pp. 359–381CrossRef M.H. Wright, The interior-point revolution in constrained optimization, in High-Performance Algorithms and Software in Nonlinear Optimization, ed. by R. DeLeone, A. Murli, P.M. Pardalos, G. Toraldo (Kluwer Academic Publishers, Dordrecht, 1998), pp. 359–381CrossRef
[conn89]
go back to reference A.R. Conn, N.I.M. Gould, P.L. Toint, Large-scale optimization. Math. Program. B 45, 3 (1989)MATH A.R. Conn, N.I.M. Gould, P.L. Toint, Large-scale optimization. Math. Program. B 45, 3 (1989)MATH
[conn90]
[smo96]
go back to reference Gert Smolka, Problem solving with constraints and programming. ACM Comput. Surv. 28(4es) (December 1996). Electronic Section Gert Smolka, Problem solving with constraints and programming. ACM Comput. Surv. 28(4es) (December 1996). Electronic Section
[brent73]
go back to reference R.P. Brent, Algorithms for Minimization Without Derivatives (Prentice Hall, Englewood Cliffs, NJ, 1973)MATH R.P. Brent, Algorithms for Minimization Without Derivatives (Prentice Hall, Englewood Cliffs, NJ, 1973)MATH
[chong96]
go back to reference E. Chong, S. Zak, An Introduction to Optimization (Wiley, New York, 1996)MATH E. Chong, S. Zak, An Introduction to Optimization (Wiley, New York, 1996)MATH
[fang93]
go back to reference S.C. Fang, S. Puthenpura, Linear Optimization and Extensions (Prentice Hall, Englewood Cliffs, NJ, 1993)MATH S.C. Fang, S. Puthenpura, Linear Optimization and Extensions (Prentice Hall, Englewood Cliffs, NJ, 1993)MATH
[far87]
go back to reference R.W. Farebrother, Linear Least Squares Computation (Marcel Dekker, New York, 1987)MATH R.W. Farebrother, Linear Least Squares Computation (Marcel Dekker, New York, 1987)MATH
[golub65]
[strang86]
go back to reference G. Strang, Introduction to Applied Mathematics (Wellesley-Cambridge, Wellesley, MA, 1986)MATH G. Strang, Introduction to Applied Mathematics (Wellesley-Cambridge, Wellesley, MA, 1986)MATH
[strang88]
go back to reference G. Strang, Linear Algebra and Its Applications, 3rd edn. (W. B. Saunders, New York, 1988)MATH G. Strang, Linear Algebra and Its Applications, 3rd edn. (W. B. Saunders, New York, 1988)MATH
Metadata
Title
Constrained Optimization
Authors
Mongi A. Abidi
Andrei V. Gribok
Joonki Paik
Copyright Year
2016
DOI
https://doi.org/10.1007/978-3-319-46364-3_5

Premium Partner