Objectives and constraints

Objectives and constraints are symmetrical in a mathematical sense but are asymmetrical in a psychological sense. By taking dual formulations, you can reverse the mathematical role of objectives and constraints, but in application objectives are more obvious than constraints.

In the question “What is the minimum value of x² over the interval [1, 5]?” the function f(x) = x² is the objective function and 1 ≤ x ≤ 5 is the constraint. If someone says the minimum is 0, they’ve minimized the objective function but ignored the constraint. This is clear in a such a simple problem, but failure to consider constraints can be much more subtle.

Objectives tend to be easily quantifiable—maximize profit, minimize energy consumption, etc.— but constraints tend to be less quantifiable—the solution has to be testable and maintainable, has to be legal, has to be something people will buy or vote for, etc.

When children ask “Why don’t you just …” it’s because they see a way to improve some objective, but the “just” part shows that they are either completely unaware of a relevant constraint or are unaware of how difficult it would be to overcome the constraint. As you mature, you become aware of more constraints. You realize that things that seem grossly subopitmal are actually close to optimal when you consider the necessary constraints. There may be room for improvement, but not as much as you imagined and at a higher cost.

Big opportunities open up when constraints change. Maybe an idea was abandoned because it would require more calculation than anyone could carry out by hand, and now’s the time to revisit it. Or maybe an idea was never developed because it would require instantaneous communication between people at multiple points on the globe. No problem now.

In both the examples above, a constraint was relaxed: computation and communication have gotten far less expensive. Increased constraints create opportunities as well. When the price of something goes up, its alternatives become more economical by comparison. Whether an oil field is worth developing, for example, depends on the current price of oil.

If I ask “Why hasn’t someone done this before?” I’m skeptical if the answer is “Because I’m smarter than everyone else who has tried.” But if the answer is “Because constraints have changed” then I’m much more receptive.

Related post: Boundary conditions are the hard part

2 thoughts on “Objectives and constraints

  1. This reminds me of a quote by Mignon McLaughlin: “Learning too soon our limitations, we never learn our powers.” Sometimes the things we learn when are young are obsoleted by either better observation or innovation but our mental models stay fixed. Sometimes we improve and can do things we could not before, but we don’t realize this because we don’t try again.

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