Constraint (mathematics)


In mathematics, a constraint is a condition of an optimization problem that the solution must satisfy. There are several types of constraints—primarily equality constraints, inequality constraints, and integer constraints. The set of candidate solutions that satisfy all constraints is called the feasible set.

Example

The following is a simple optimization problem:
subject to
and
where denotes the vector.
In this example, the first line defines the function to be minimized. The second and third lines define two constraints, the first of which is an inequality constraint and the second of which is an equality constraint. These two constraints are hard constraints, meaning that it is required that they be satisfied; they define the feasible set of candidate solutions.
Without the constraints, the solution would be, where has the lowest value. But this solution does not satisfy the constraints. The solution of the constrained optimization problem stated above is, which is the point with the smallest value of that satisfies the two constraints.

Terminology

If the problem mandates that the constraints be satisfied, as in the above discussion, the constraints are sometimes referred to as hard constraints. However, in some problems, called flexible constraint satisfaction problems, it is preferred but not required that certain constraints be satisfied; such non-mandatory constraints are known as soft constraints. Soft constraints arise in, for example, preference-based planning. In a MAX-CSP problem, a number of constraints are allowed to be violated, and the quality of a solution is measured by the number of satisfied constraints.

Global constraints

Global constraints are constraints representing a specific relation on a number of variables, taken altogether. Some of them, such as the constraint, can be rewritten as a conjunction of atomic constraints in a simpler language: the alldifferent constraint holds on n variables, and is satisfied iff the variables take values which are pairwise different. It is semantically equivalent to the conjunction of inequalities. Other global constraints extend the expressivity of the constraint framework. In this case, they usually capture a typical structure of combinatorial problems. For instance, the regular constraint expresses that a sequence of variables is accepted by a deterministic finite automaton.
Global constraints are used to simplify the modeling of constraint satisfaction problems, to extend the expressivity of constraint languages, and also to improve the constraint resolution: indeed, by considering the variables altogether, infeasible situations can be seen earlier in the solving process. Many of the global constraints are referenced into an