ABSTRACT

Practical system problems are very often formulated with some constraints imposed on their variables. Optimization of such problems must be carried out within the limits of these constraints. The basic difference between the constrained and unconstrained problems is the selection of admissible points that are eligible for optimization. The so-called admissible points are those vectors that satisfy the constraints of the problem. An optimum of the constrained problem is judged by the comparison of admissible points. Constrained problems are assumed to have at least one admissible point.