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Optimization problem

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In mathematics, computer science and economics, an optimization problem is the problem of finding the best solution from all feasible solutions.

Optimization problems can be divided into two categories, depending on whether the variables are continuous or discrete:

Continuous optimization problem

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The standard form of a continuous optimization problem is[1]

where

  • f : n is the objective function to be minimized over the n-variable vector x,
  • gi(x) ≤ 0 are called inequality constraints
  • hj(x) = 0 are called equality constraints, and
  • m ≥ 0 and p ≥ 0.

If m = p = 0, the problem is an unconstrained optimization problem. By convention, the standard form defines a minimization problem. A maximization problem can be treated by negating the objective function.

Combinatorial optimization problem

Formally, a combinatorial optimization problem A is a quadruple[citation needed] (I, f, m, g), where

  • I is a set of instances;
  • given an ins

See also

References

  1. ^ Boyd, Stephen P.; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. p. 129. ISBN 978-0-521-83378-3.