
Optimization: An Introduction (2006) [pdf] - p0llard
http://www3.imperial.ac.uk/pls/portallive/docs/1/7288263.PDF
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mathnmusic
Can't every constrained optimization problem be converted into an
unconstrained one? For eg, instead of saying "minimize f(x) with the
constraint g(x) = 0", can't we just say "minimize f(x) + abs(g(x)) * 10^30" ?

Also, is there a reason why most optimization texts (like this one) only
discuss point optimization and not path optimization (i.e. calculus of
variations) ?

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jefft255
a) this is not the same problem. The second equation you suggest could have a
different minimum than the first, e.g. if f(x) goes to negative infinity but
only when g(x) != 0.

b) because this is a much more complex topic, for which you need to know
optimization first anyways.

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joker3
This is a very high-level introduction. If you want a lot more meat, see Boyd
& Vandenberghe, which is legitimately free online at
[http://web.stanford.edu/~boyd/cvxbook/](http://web.stanford.edu/~boyd/cvxbook/).
It doesn't have any material on global optimization for nonconvex problems,
but that's not really an introductory topic anyway.

