Standard Article

Constrained Optimization

Statistical and Numerical Computing

  1. Alfred Stein

Published Online: 15 SEP 2006

DOI: 10.1002/9780470057339.vac049

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Stein, A. 2006. Constrained Optimization. Encyclopedia of Environmetrics. 1.

Author Information

  1. University of Twente, Enschede, The Netherlands

Publication History

  1. Published Online: 15 SEP 2006

Abstract

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.