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Comment by mathnmusic

Can't every constrained optimization problem be converted into an unconstrained one? For eg, instead of saying "minimize f(x) with the constraint g(x) = 0", can't we just say "minimize f(x) + abs(g(x)) * 10^30" ?

Also, is there a reason why most optimization texts (like this one) only discuss point optimization and not path optimization (i.e. calculus of variations) ?

parent mathnmusic 7 years ago

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