A simple computational procedure for optimization problems with functional inequality constraints

Kok Lay Teo, Chi-Keong Goh

IEEE Transactions on Automatic Control · 1987 · 55 citations · 5 references

Concepts

Abstract

In this note, a simple computational procedure is given for solving a class of optimization problems, where an objective function is to be minimized subject to conventional inequality constraints as well as to inequality constraints of the functional type.

References

5