# Questions tagged [constrained-optimization]

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### Finding the minima of a multivariable function with constraints

I have a multivariable function (9 variables), and I want to find where the function records a minimum value. The function is as follows: It also has a few constraints: I tried a brute force ...
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### Constrained Optimization Closed Form Solution Using KKT Gives Wrong Values

I have a (I guess) simple constrained optimization problem that I'm hoping to find a closed-form solution for using Lagrangian analysis and KKT conditions. I figured out the solution but there is one ...
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### Convex optimization with linear constraints. Can I solve it analytically?

I have a constrained convex optimization problem with linear equality and inequality constraints. \begin{align} \label{eq:costf} \text{minimize}\ \ &f(x_1,\dots,x_m) = \sum_{i=1}^m \frac{1}{...
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### Augmented Lagrangian Function for Semidefinite Programming Problems

I am currently reading the paper "Alternating direction augmented Lagrangian methods for semidefinite programming" and was wondering about how one comes up with the Augmented Lagrangian ...
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### MINLP involving integrals, sparse matrices and CDF of random variables. Best environment?

INTRODUCTION My research often involves solving MINLP problems with few constraints (usually two) and not many variables (say between one and three integer ones, and between one and five real-valued ... 