Statistical and Numerical Computing
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Stein, A. 2006. Constrained Optimization. Encyclopedia of Environmetrics. 1.
- Published Online: 15 SEP 2006
Constrained optimization aims to find an optimum of a function in the presence of constraints. Constrained optimization generally yields a lower optimum on the optimization function as compared with unconstrained optimization, but it honors the presence of constraints. A simple example concerns maximization of the production of a farm subject to constraints on the amount of fertilizers (say n kg per week) and man hours (h hours per day). Another example is minimization of leaching towards the environment, subject to constraints on soil parameters, groundwater table and other environmental variables.