# Questions tagged [constraints]

In mathematics, a constraint is a condition of an optimization problem that the solution must satisfy.

533 questions
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### Characterize candidates for absolute extrema with Lagrange multiplier for equality constraint

When we are looking for absolute extrema in a closed interval in basic calculus, the candidates for extrema lie in $A \bigcup B \bigcup C$ where $A$ is the set of points where derivative ...
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### CPLEX candidate solutions ignore lazy constraints

Whilst generating lazy constraints through my custom IloCplex.Callback.Function, I encounter the following behaviour: After identifying ‘valid’ lazy constraints A, for one candidate X my heuristic ...
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### Why is the constraint $\mbox{rank} (X) \leq r$ non-convex?

I have a problem claiming that the set of solutions of the minimization problem of a convex objective function on this rank constraint is non-convex since the constraint is non-convex. Note that $X$ ...
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### Constraint formulation that include consecutive values in an optimization problem

I am currently lost in finding a way on how to mathematically formulate a constraint within the following problem: I want to allocate some water tanks locations within a network, which size will vary ...
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### Missing Constraint for VRP with Time Schedules

Cross-posted at Operations Research SE I am trying to model a VRP with time schedules. The objective is to minimize the cost of vehicles used and routing. There are "activities" on the nodes that ...
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### Cauchy problem and boundary conditions in electromagnetism

Consider a connection on a principal $U(1)$-bundle $A_\mu$ over the flat base manifold $M_4$. The action of the theory is described in terms of the curvatures of such connection coupled to some source ...
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### Statistics with Fisher formalism : loss or gain of information with data cross-correlations

I am currently working on Fisher's formalism which is part of a more general theory, that of information. My problem applies to estimating cosmological parameters from input data with the Fisher ...
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### Multivariate Optimization over Lotteries

I have the following maximization problem. $\max\limits_{x,y,Pr(s)} E[xy]$ s.t. $E[(x(1-p)+y(1+p)-x^2-y^2)C - p^3)- Z xy] = 0$ where $1>Z,C,p>0$ are constants and $0<p\leq x\leq y<1$....
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