Constrained Nonlinear Optimization in Information Science

Abstract

This chapter provides an overview of constrained optimization methods. Background, theory, and examples are provided. Coverage includes Lagrange multipliers for equality constrained optimization with a Cobb-Douglass example from Information Science. We also provide Karush-Kuhn-Tucker for inequality constrained optimization and a production example for smart phones with inequalities. An overview and discussion of numerical methods and techniques is also provided. We also provide a brief list of technology available to assist in solving these constrained nonlinear optimization problems.