AI engineering glossary · Calculus optimisation
What is constrained optimisation?
Constrained optimisation: Optimisation where the variables must also satisfy equalities or inequalities, so the best answer must lie in the allowed region. Standard tools include Lagrange multipliers, the KKT conditions, projections and penalty or barrier methods.
Constrained optimisation: an example
Minimise x^2 + y^2 subject to x + y = 2: the best point is (1, 1) with value 2, not the unconstrained minimum at (0, 0).
Related terms
More Calculus optimisation terms
- Constraint
- Continuity
- Convergence
- Convergence rate
- Convex function
- Convex optimisation
- Convex set
- Coordinate descent
Where you learn it
Constrained optimisation is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.