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Optimization problem

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344: 774:, algorithms are designed to find near-optimal solutions to hard problems. The usual decision version is then an inadequate definition of the problem since it only specifies acceptable solutions. Even though we could introduce suitable decision problems, the problem is more naturally characterized as an optimization problem. 153: 339:{\displaystyle {\begin{aligned}&{\underset {x}{\operatorname {minimize} }}&&f(x)\\&\operatorname {subject\;to} &&g_{i}(x)\leq 0,\quad i=1,\dots ,m\\&&&h_{j}(x)=0,\quad j=1,\dots ,p\end{aligned}}} 719: 958: 158: 951: 838: â€“ optimization problem with a finite number of variables and an infinite number of constraints, or an infinite number of variables and a finite number of constraints 944: 1148: 1048: 621: 1140: 898: 873: 759:
that uses the fewest edges". This problem might have an answer of, say, 4. A corresponding decision problem would be "is there a path from
1153: 794: 823: â€“ Cognitive heuristic of searching for an acceptable decision − the optimum need not be found, just a "good enough" solution. 1173: 1387: 1090: 783: 737: 107: 1158: 477: 471: 1188: 835: 31: 1178: 1163: 1005: 396: 147: 128: 1248: 1225: 1119: 1043: 771: 119: 1366: 1327: 1243: 1168: 1095: 1080: 1033: 917: 578: 73: 1100: 598: 592: 570: 90: 58: 1105: 971: 797: â€“ theorem that asserts that there exist nearly optimal solutions to some optimization problems 1038: 1028: 1023: 814: 789: 450:, the problem is an unconstrained optimization problem. By convention, the standard form defines a 124: 95: 77: 1267: 985: 860: 365: 1085: 894: 869: 512: 81: 66: 1238: 1183: 1074: 1069: 803: 724: 459: 46: 936: 1258: 1229: 1203: 1198: 1193: 1124: 1109: 1018: 990: 967: 355: 767:
that uses 10 or fewer edges?" This problem can be answered with a simple 'yes' or 'no'.
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Optimization problems can be divided into two categories, depending on whether the
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that asks whether there is a feasible solution for some particular measure
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For each combinatorial optimization problem, there is a corresponding
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An optimization problem with discrete variables is known as a
714:{\displaystyle m(x,y)=g\left\{m(x,y'):y'\in f(x)\right\}.} 751:, an optimization problem might be "find a path from 624: 156: 840:
Pages displaying wikidata descriptions as a fallback
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1359: 1326: 1281: 1212: 1138: 1062: 1004: 978: 713: 338: 117:A problem with continuous variables is known as a 918:"How Traffic Shaping Optimizes Network Bandwidth" 859:Boyd, Stephen P.; Vandenberghe, Lieven (2004). 952: 27:Problem of finding the best feasible solution 8: 868:. Cambridge University Press. p. 129. 606:The goal is then to find for some instance 959: 945: 937: 214: 623: 286: 229: 192: 162: 157: 155: 30:For broader coverage of this topic, see 1049:Locally convex topological vector space 889:Ausiello, Giorgio; et al. (2003), 851: 806: â€“ Type of computational problem 786: â€“ Type of computational problem 7: 590:is the goal function, and is either 123:, in which an optimal value from a 466:Combinatorial optimization problem 218: 215: 211: 208: 205: 202: 199: 196: 193: 25: 539:is the set of feasible solutions; 893:(Corrected ed.), Springer, 127:must be found. They can include 1154:Ekeland's variational principle 795:Ekeland's variational principle 614:, that is, a feasible solution 310: 253: 136:Continuous optimization problem 700: 694: 674: 657: 640: 628: 298: 292: 241: 235: 184: 178: 1: 784:Counting problem (complexity) 736:. For example, if there is a 891:Complexity and Approximation 1174:Hermite–Hadamard inequality 1404: 478:combinatorial optimization 472:Combinatorial optimization 469: 29: 836:Semi-infinite programming 369:to be minimized over the 32:Mathematical optimization 1360:Applications and related 1164:Fenchel-Young inequality 772:approximation algorithms 743:which contains vertices 546:and a feasible solution 462:the objective function. 150:optimization problem is 131:and multimodal problems. 1120:Legendre transformation 1044:Legendre transformation 120:continuous optimization 1388:Computational problems 1367:Convexity in economics 1301:(lower) ideally convex 1159:Fenchel–Moreau theorem 1149:CarathĂ©odory's theorem 715: 340: 1289:Convex series related 1189:Shapley–Folkman lemma 716: 577:, which is usually a 341: 110:must be found from a 91:discrete optimization 1179:Krein–Milman theorem 972:variational analysis 622: 456:maximization problem 452:minimization problem 417:equality constraints 154: 129:constrained problems 55:optimization problem 1169:Jensen's inequality 1039:Lagrange multiplier 1029:Convex optimization 1024:Convex metric space 862:Convex Optimization 815:Operations research 790:Design Optimization 125:continuous function 1297:(cs, bcs)-complete 1268:Algebraic interior 986:Convex combination 711: 542:given an instance 518:given an instance 458:can be treated by 366:objective function 336: 334: 170: 67:feasible solutions 65:solution from all 1375: 1374: 900:978-3-540-65431-5 875:978-0-521-83378-3 373:-variable vector 163: 16:(Redirected from 1395: 1293:(cs, lcs)-closed 1239:Effective domain 1194:Robinson–Ursescu 1070:Convex conjugate 961: 954: 947: 938: 933: 931: 929: 904: 903: 886: 880: 879: 867: 856: 841: 832: 804:Function problem 800: 770:In the field of 766: 762: 758: 754: 750: 746: 742: 735: 725:decision problem 720: 718: 717: 712: 707: 703: 687: 673: 617: 612:optimal solution 609: 601: 595: 589: 576: 568: 553: 549: 545: 538: 527: 510: 503: 483: 449: 434: 427: 414: 392: 376: 372: 362: 345: 343: 342: 337: 335: 291: 290: 280: 279: 278: 234: 233: 223: 221: 190: 173: 171: 160: 47:computer science 21: 18:Optimal solution 1403: 1402: 1398: 1397: 1396: 1394: 1393: 1392: 1378: 1377: 1376: 1371: 1355: 1322: 1277: 1208: 1134: 1125:Semi-continuity 1110:Convex function 1091:Logarithmically 1058: 1019:Convex geometry 1000: 991:Convex function 974: 968:Convex analysis 965: 927: 925: 916: 913: 908: 907: 901: 888: 887: 883: 876: 865: 858: 857: 853: 848: 839: 830: 798: 780: 764: 760: 756: 752: 748: 744: 740: 734: 728: 680: 666: 653: 649: 620: 619: 615: 607: 597: 591: 587: 574: 555: 551: 547: 543: 529: 519: 508: 485: 484:is a quadruple 481: 474: 468: 440: 429: 422: 407: 402: 385: 380: 374: 370: 350: 333: 332: 282: 276: 275: 225: 222: 188: 187: 172: 152: 151: 138: 61:of finding the 35: 28: 23: 22: 15: 12: 11: 5: 1401: 1399: 1391: 1390: 1380: 1379: 1373: 1372: 1370: 1369: 1363: 1361: 1357: 1356: 1354: 1353: 1348: 1346:Strong duality 1343: 1338: 1332: 1330: 1324: 1323: 1321: 1320: 1285: 1283: 1279: 1278: 1276: 1275: 1270: 1261: 1256: 1254:John ellipsoid 1251: 1246: 1241: 1236: 1222: 1216: 1214: 1210: 1209: 1207: 1206: 1201: 1196: 1191: 1186: 1181: 1176: 1171: 1166: 1161: 1156: 1151: 1145: 1143: 1141:results (list) 1136: 1135: 1133: 1132: 1127: 1122: 1117: 1115:Invex function 1112: 1103: 1098: 1093: 1088: 1083: 1077: 1072: 1066: 1064: 1060: 1059: 1057: 1056: 1051: 1046: 1041: 1036: 1031: 1026: 1021: 1016: 1014:Choquet theory 1010: 1008: 1002: 1001: 999: 998: 993: 988: 982: 980: 979:Basic concepts 976: 975: 966: 964: 963: 956: 949: 941: 935: 934: 924:. 12 July 2016 912: 911:External links 909: 906: 905: 899: 881: 874: 850: 849: 847: 844: 843: 842: 833: 827:Search problem 824: 818: 812: 807: 801: 792: 787: 779: 776: 732: 710: 706: 702: 699: 696: 693: 690: 686: 683: 679: 676: 672: 669: 665: 662: 659: 656: 652: 648: 645: 642: 639: 636: 633: 630: 627: 604: 603: 585: 540: 516: 470:Main article: 467: 464: 437: 436: 420: 405: 400: 383: 378: 331: 328: 325: 322: 319: 316: 313: 309: 306: 303: 300: 297: 294: 289: 285: 281: 277: 274: 271: 268: 265: 262: 259: 256: 252: 249: 246: 243: 240: 237: 232: 228: 224: 220: 217: 213: 210: 207: 204: 201: 198: 195: 191: 189: 186: 183: 180: 177: 174: 169: 166: 161: 159: 137: 134: 133: 132: 115: 94:, in which an 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 1400: 1389: 1386: 1385: 1383: 1368: 1365: 1364: 1362: 1358: 1352: 1349: 1347: 1344: 1342: 1339: 1337: 1334: 1333: 1331: 1329: 1325: 1318: 1316: 1310: 1308: 1302: 1298: 1294: 1290: 1287: 1286: 1284: 1280: 1274: 1271: 1269: 1265: 1262: 1260: 1257: 1255: 1252: 1250: 1247: 1245: 1242: 1240: 1237: 1235: 1231: 1227: 1223: 1221: 1218: 1217: 1215: 1211: 1205: 1202: 1200: 1197: 1195: 1192: 1190: 1187: 1185: 1184:Mazur's lemma 1182: 1180: 1177: 1175: 1172: 1170: 1167: 1165: 1162: 1160: 1157: 1155: 1152: 1150: 1147: 1146: 1144: 1142: 1137: 1131: 1130:Subderivative 1128: 1126: 1123: 1121: 1118: 1116: 1113: 1111: 1107: 1104: 1102: 1099: 1097: 1094: 1092: 1089: 1087: 1084: 1082: 1078: 1076: 1073: 1071: 1068: 1067: 1065: 1061: 1055: 1052: 1050: 1047: 1045: 1042: 1040: 1037: 1035: 1032: 1030: 1027: 1025: 1022: 1020: 1017: 1015: 1012: 1011: 1009: 1007: 1006:Topics (list) 1003: 997: 994: 992: 989: 987: 984: 983: 981: 977: 973: 969: 962: 957: 955: 950: 948: 943: 942: 939: 923: 919: 915: 914: 910: 902: 896: 892: 885: 882: 877: 871: 864: 863: 855: 852: 845: 837: 834: 828: 825: 822: 819: 816: 813: 811: 810:Glove problem 808: 805: 802: 796: 793: 791: 788: 785: 782: 781: 777: 775: 773: 768: 739: 731: 726: 721: 708: 704: 697: 691: 688: 684: 681: 677: 670: 667: 663: 660: 654: 650: 646: 643: 637: 634: 631: 625: 613: 600: 594: 586: 583: 580: 572: 566: 562: 558: 541: 536: 532: 526: 522: 517: 515:of instances; 514: 507: 506: 505: 501: 497: 493: 489: 479: 473: 465: 463: 461: 457: 453: 447: 443: 432: 425: 421: 418: 412: 408: 401: 399: 398: 390: 386: 379: 368: 367: 361: 357: 353: 349: 348: 347: 329: 326: 323: 320: 317: 314: 311: 307: 304: 301: 295: 287: 283: 272: 269: 266: 263: 260: 257: 254: 250: 247: 244: 238: 230: 226: 181: 175: 167: 164: 149: 145: 144: 143:standard form 135: 130: 126: 122: 121: 116: 113: 112:countable set 109: 105: 101: 97: 93: 92: 87: 86: 85: 83: 79: 75: 70: 68: 64: 60: 56: 52: 48: 44: 40: 33: 19: 1351:Weak duality 1314: 1306: 1226:Orthogonally 926:. Retrieved 921: 890: 884: 861: 854: 769: 729: 722: 611: 605: 569:denotes the 564: 560: 556: 534: 530: 524: 520: 499: 495: 491: 487: 476:Formally, a 475: 455: 451: 445: 441: 438: 430: 423: 416: 410: 403: 394: 388: 381: 364: 351: 141: 139: 118: 89: 71: 62: 54: 36: 1341:Duality gap 1336:Dual system 1220:Convex hull 928:13 February 821:Satisficing 415:are called 397:constraints 395:inequality 393:are called 104:permutation 98:such as an 43:engineering 39:mathematics 1264:Radial set 1234:Convex set 996:Convex set 846:References 148:continuous 78:continuous 1249:Hypograph 689:∈ 324:… 267:… 245:≤ 74:variables 51:economics 1382:Category 1273:Zonotope 1244:Epigraph 778:See also 685:′ 671:′ 579:positive 504:, where 480:problem 460:negating 354: : 165:minimize 82:discrete 1328:Duality 1230:Pseudo- 1204:Ursescu 1101:Pseudo- 1075:Concave 1054:Simplex 1034:Duality 571:measure 363:is the 100:integer 59:problem 57:is the 1311:, and 1282:Series 1199:Simons 1106:Quasi- 1096:Proper 1081:Closed 897:  872:  346:where 96:object 1139:Main 866:(pdf) 738:graph 618:with 511:is a 419:, and 413:) = 0 391:) ≀ 0 146:of a 108:graph 53:, an 1259:Lens 1213:Sets 1063:Maps 970:and 930:2017 895:ISBN 870:ISBN 747:and 582:real 454:. A 428:and 140:The 76:are 63:best 49:and 1313:(Hw 922:IPC 763:to 755:to 610:an 599:max 596:or 593:min 573:of 550:of 513:set 448:= 0 439:If 433:≄ 0 426:≄ 0 106:or 84:: 80:or 37:In 1384:: 1305:(H 1303:, 1299:, 1295:, 1232:) 1228:, 1108:) 1086:K- 920:. 563:, 554:, 528:, 523:∈ 498:, 494:, 490:, 444:= 358:→ 102:, 69:. 45:, 41:, 1319:) 1317:) 1315:x 1309:) 1307:x 1291:( 1266:/ 1224:( 1079:( 960:e 953:t 946:v 932:. 878:. 765:v 761:u 757:v 753:u 749:v 745:u 741:G 733:0 730:m 709:. 705:} 701:) 698:x 695:( 692:f 682:y 678:: 675:) 668:y 664:, 661:x 658:( 655:m 651:{ 647:g 644:= 641:) 638:y 635:, 632:x 629:( 626:m 616:y 608:x 602:. 588:g 584:. 575:y 567:) 565:y 561:x 559:( 557:m 552:x 548:y 544:x 537:) 535:x 533:( 531:f 525:I 521:x 509:I 502:) 500:g 496:m 492:f 488:I 486:( 482:A 446:p 442:m 435:. 431:p 424:m 411:x 409:( 406:j 404:h 389:x 387:( 384:i 382:g 377:, 375:x 371:n 360:ℝ 356:ℝ 352:f 330:p 327:, 321:, 318:1 315:= 312:j 308:, 305:0 302:= 299:) 296:x 293:( 288:j 284:h 273:m 270:, 264:, 261:1 258:= 255:i 251:, 248:0 242:) 239:x 236:( 231:i 227:g 219:o 216:t 212:t 209:c 206:e 203:j 200:b 197:u 194:s 185:) 182:x 179:( 176:f 168:x 114:. 34:. 20:)

Index

Optimal solution
Mathematical optimization
mathematics
engineering
computer science
economics
problem
feasible solutions
variables
continuous
discrete
discrete optimization
object
integer
permutation
graph
countable set
continuous optimization
continuous function
constrained problems
standard form
continuous
ℝ
ℝ
objective function
constraints
negating
Combinatorial optimization
combinatorial optimization
set

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