Unconstrained optimization

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Taken literally, this is an unconstrained mathematical program. However, this phrase is also used in a context that LaTeX: X could contain the strict interior, with constraints of the form LaTeX: g(x) < 0, but the mathematical program behaves as unconstrained. This arises in the context of some algorithm design, as the solution is known to lie in the interior of LaTeX: X, such as with the barrier function. As long as the algorithm has a continuous trajectory, this abuse is ok, but the constraints must be considered if one could jump, as in pattern search.


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