I am working on this constrained optimization problem. The objective function is the efficiency of the machine which is determined by 6 controllable variables. The constraint is the pressure can't exceed 10 psi. The pressure is dependent on another set of parameters which has very little overlap with the 6 controllable variables.

Objective function f(X)
Constraints g(Y) < 10

Typical optimization problem usually has the same parameters for objective function and constraint. What should I do if objective and constaints are using different sets of variables?

  • $\begingroup$ If there's actually no connection between X and Y, then the optimization is trivial: the constraint doesn't actually matter. There must be something more to the "very little overlap"? $\endgroup$ – Ben Reiniger Aug 13 '19 at 14:26

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