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Introduction

  • A problem statement is the concise description of an optimization task:
minxf(x)subject toh(x)=0g(x)0xlxxu\begin{aligned} \min_{\boldsymbol{x}} \quad & f(\boldsymbol{x}) \\ \text{subject to} \quad & \boldsymbol{h}(\boldsymbol{x}) = \mathbf{0} \\ & \boldsymbol{g}(\boldsymbol{x}) \leq \mathbf{0} \\ & \boldsymbol{x}_l \leq \boldsymbol{x} \leq \boldsymbol{x}_u \end{aligned}
  • x\boldsymbol{x} : vector of design variables
  • f(x)f(\boldsymbol{x}) : objective function
  • h(x)\boldsymbol{h}(\boldsymbol{x}) : equality constraint functions
  • g(x)\boldsymbol{g}(\boldsymbol{x}) : inequality constraint functions
  • xl,xu\boldsymbol{x}_l, \boldsymbol{x}_u : lower and upper bounds, define design space