Linear Programming: A mathematical technique for optimising a linear objective function subject to linear equality and inequality constraints.

I want to minimize x1 + x2) and list the constraints (e.g. 0 <= x1 <= 10 and 5 < x2 <= 100).<BR><BR>However, upon reading and re-reading this problem, the solution seems intuitive and flat out ...

Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective and constraints. Here we ...

Interior methods are an omnipresent, conspicuous feature of the constrained optimization landscape today, but it was not always so. Primarily in the form of barrier methods, interior-point techniques ...