Optimization (mathematics): Difference between revisions
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imported>Igor Grešovnik m (typographic corrections) |
imported>Igor Grešovnik m (Added "See also") |
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:''Given:'' a [[function (mathematics)|function]] ''f'' : ''A'' <math>\to</math> '''R''' from some [[set]] ''A'' to the [[Real number|real numbers]] | :''Given:'' a [[function (mathematics)|function]] ''f'' : ''A'' <math>\to</math> '''R''' from some [[set]] ''A'' to the [[Real number|real numbers]] | ||
:''Find:'' an element ''x''<sub>0</sub> in ''A'' such that ''f''(''x''<sub>0</sub>) ≤ ''f''(''x'') for all ''x'' in ''A'' (''minimization''") or such that ''f''(''x''<sub>0</sub>) ≥ ''f''(''x'') for all ''x'' in ''A'' (''maximization''). | :''Find:'' an element ''x''<sub>0</sub> in ''A'' such that ''f''(''x''<sub>0</sub>) ≤ ''f''(''x'') for all ''x'' in ''A'' (''minimization''") or such that ''f''(''x''<sub>0</sub>) ≥ ''f''(''x'') for all ''x'' in ''A'' (''maximization''). | ||
== See also == | |||
* [[Nonlinear Programming]] | |||
* [[Function minimization]] | |||
* [[Linear Programming]] | |||
Revision as of 12:36, 13 November 2007
In mathematics, the term optimization refers to study of problems in which one seeks for a minimum or a maximum of a real function within a given allowed set. This problem can be presented in the following way:
- Given: a function f : A R from some set A to the real numbers
- Find: an element x0 in A such that f(x0) ≤ f(x) for all x in A (minimization") or such that f(x0) ≥ f(x) for all x in A (maximization).
