Management of constraints in optimization problems
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Optimization problems are encountered in all scientific disciplines and in many aspects of everyday life. Application of established optimization methods assumes that an expert can state the optimization problem correctly. Unfortunately, this is not the case in reality. Below we consider how to help an expert state and solve optimization problems. The proposed technique splits constraints of an optimization problem into ``soft'' (manageable) and ``rigid'' constraints and modifies the ``soft'' constraints in an interactive mode with the expert. The technique is illustrated with a numeric example devoted to the optimization of a real-life nonlinear system.
The article of record as published may be located at http://dx.doi.org/10.1016/j.na.2009.01.170
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