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Removing Equality Constraints

Explore methods for removing equality constraints in optimization problems to simplify them. Learn to solve constraint equations, express variables, and substitute back into the objective function. This approach reduces complexity by converting multivariate constrained problems into simpler unconstrained ones, helping you solve optimization tasks more efficiently.

We’re going to learn about good constraints. Those are constraints that make our lives easier.

Getting started with equality constraints

Remember the problem of finding the smaller surface of the soda cans? Here’s the problem formulation:

minr,h2πrh+2πr2s.t.:πr2h=355\min_{r, h} 2\pi rh + 2\pi r^2 \\ s.t.: \pi r^2h = 355

That constraint was helpful. We knew how to deal with the target functions of one variable and the constraint helped us to get rid of variable hh.

We used the constraint to make hh a function of rr:

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