I was reading Professor Kenneth Lange's book: Optimization and there is a whole chapter dedicated to the MM algorithm but from what I was seeing. All of the example were applied for non-constrained optimization problem only ?
Is it possible to applied it for constrained problem ?
For example:
$\begin{array}{l} Min\,\,Z = - xy - 2x\\ st\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,xy \le 12 \end{array}$
Where $x \geq 0$ and $y \geq 0$
Thank you very much !
Yes. MM "can deal gracefully with equality and inequality constraints". There are many examples of applying MM to constrained optimization problems in
Examples of MM Algorithms, Kenneth Lange, de Leeuw Seminar, April 26, 2018