Constrained Optimization

When to Use

Use this skill when working on constrained-optimization problems in optimization.

Decision Tree

1. Constraint Classification

   • Equality: h(x) = 0
   • Inequality: g(x) <= 0
   • Bounds: l <= x <= u

2. Lagrangian Method (Equality Constraints)

   • L(x, lambda) = f(x) + sum lambda_j * h_j(x)
   • Solve: grad_x L = 0 and h(x) = 0
   • sympy_compute.py solve "grad_L_system"