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Published in:
2019 | OriginalPaper | Chapter
3. Set Constrained Optimization
Authors : Mohammad Fathi, Hassan Bevrani
Published in: Optimization in Electrical Engineering
Publisher: Springer International Publishing
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Abstract
A basic form of an optimization problem is to minimize or maximize an objective function of real variables in a given set. This kind of optimization is usually known as set constrained optimization. This chapter discusses some optimization concepts and conceptual optimality conditions of set constrained optimization. A number of basic and general optimization algorithms using iterative search methods such as steepest descent and Newton’s methods are then introduced with extensive examples.