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Constrained Optimization

Introduction

Optimization Problems

Global Optimization

Local Optimization

Solving Optimization Problems

Linear Optimization

Introduction

The LinearOptimization Function

Examples

Importing Large Datasets and Solving Large-Scale Problems

Application Examples of Linear Optimization

Algorithms for Linear Optimization

Numerical Nonlinear Local Optimization

Introduction

The FindMinimum Function

Examples of FindMinimum

Numerical Algorithms for Constrained Local Optimization

IPOPTLink

Numerical Nonlinear Global Optimization

Introduction

The NMinimize Function

Numerical Algorithms for Constrained Global Optimization

Numerical Nonlinear Global Optimization Examples

Exact Global Optimization

Introduction

Algorithms

Optimization by Cylindrical Algebraic Decomposition

Linear Optimization

Univariate Optimization

Optimization by Finding Stationary and Singular Points

Optimization over the Integers

Optimization over Regions

Comparison of Constrained Optimization Functions

References

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Constrained Optimization

Introduction

Linear Optimization

Numerical Nonlinear Local Optimization

Numerical Nonlinear Global Optimization

Numerical Nonlinear Global Optimization Examples

Exact Global Optimization

Comparison of Constrained Optimization Functions

References