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Chapter 5: Constrained Gradient-Based Optimization

Chapter 5: Constrained Gradient-Based Optimization

pp. 153-222

Authors

, University of Michigan, Ann Arbor, , Brigham Young University, Utah
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Summary

Engineering design optimization problems are rarely unconstrained. In this chapter, we explain how to solve constrained problems. The methods in this chapter build on the gradient-based unconstrained methods fromand also assume smooth functions. We first introduce the optimality conditions for a constrained optimization problem and then focus on three main methods for handling constraints: penalty methods, sequential quadratic programming (SQP), and interior-point methods.

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