1.无约束优化:
minf(w)min f(w) minf(w)
2.有约束优化:
minf(w)h(w)=0 i=1,2,3...kmin f(w)\\ h(w)=0\,\,\,\,\,i=1,2,3...k\\ minf(w)h(w)=0i=1,2,3...k
例子:
1.下列式子中的约束条件下求极值
f(x,y)=x2+y2gi(x,y)=x+y−1=0f(x,y)=x^2+y^2 \\g_i(x,y)=x+y-1=0 \\ f(x,y)=x2+y2gi(x,y)=x+y−1=0
2.等式约束: