Constraints

Subject to:

There are two kinds of constraints:

• Inequlities
• Equilities

The aera covered by all the constrainats are called the feasible region of the optimization problem.

If there is no any constraint, the problem is called unconstrained optimization problem. Most algorithms are designed to solve unconstrained optimization problems. In order to solve constrainted optimization problems. the following augmented Lagrange function method is used in this system.