Optimisation of two variables function with linear inequalities constraints – Contraction of the feasible region

Abstract

Shows how a hi‐dimensional optimisation problem with linear inequalities constraints is converted into a global optimisation problem of one bounded variable function f*. Then, we reduce the feasible region f* before seeking its global optimum.

Citation

Ammar, H. and Cherruault, Y. (2000), "Optimisation of two variables function with linear inequalities constraints – Contraction of the feasible region", Kybernetes, Vol. 29 No. 9/10, pp. 1272-1283. https://doi.org/10.1108/03684920010346338