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Constrained Optimization
In mathematical optimization, constrained optimization (in some contexts called constraint optimization) is the process of optimizing an objective function with respect to some variables in the presence of constraints on those variables. The objective function is either a cost function or energy function, which is to be minimized, or a reward function or utility function, which is to be maximized. Constraints can be either hard constraints, which set conditions for the variables that are required to be satisfied, or soft constraints, which have some variable values that are penalized in the objective function if, and based on the extent that, the conditions on the variables are not satisfied. Relation to constraint-satisfaction problems The constrained-optimization problem (COP) is a significant generalization of the classic constraint-satisfaction problem (CSP) model. COP is a CSP that includes an ''objective function'' to be optimized. Many algorithms are used to handle ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematical Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, opti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Simplex Method
In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are not actually used in the method, but one interpretation of it is that it operates on simplicial ''cones'', and these become proper simplices with an additional constraint. The simplicial cones in question are the corners (i.e., the neighborhoods of the vertices) of a geometric object called a polytope. The shape of this polytope is defined by the constraints applied to the objective function. History George Dantzig worked on planning methods for the US Army Air Force during World War II using a desk calculator. During 1946 his colleague challenged him to mechanize the planning process to distract him from taking another job. Dantzig formulated the problem as linear inequalities inspired by the work of Wassily Leontief, however, at that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Constrained Least Squares
In constrained least squares one solves a linear least squares problem with an additional constraint on the solution. I.e., the unconstrained equation \mathbf \boldsymbol = \mathbf must be fit as closely as possible (in the least squares sense) while ensuring that some other property of \boldsymbol is maintained. There are often special-purpose algorithms for solving such problems efficiently. Some examples of constraints are given below: * Equality constrained least squares: the elements of \boldsymbol must exactly satisfy \mathbf \boldsymbol = \mathbf (see Ordinary least squares). * Regularized least squares: the elements of \boldsymbol must satisfy \, \mathbf \boldsymbol - \mathbf \, \le \alpha (choosing \alpha in proportion to the noise standard deviation of y prevents over-fitting). * Non-negative least squares (NNLS): The vector \boldsymbol must satisfy the vector inequality \boldsymbol \geq \boldsymbol defined componentwise—that is, each component mus ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bucket Elimination
In constraint satisfaction, local consistency conditions are properties of constraint satisfaction problems related to the consistency of subsets of variables or constraints. They can be used to reduce the search space and make the problem easier to solve. Various kinds of local consistency conditions are leveraged, including node consistency, arc consistency, and path consistency. Every local consistency condition can be enforced by a transformation that changes the problem without changing its solutions. Such a transformation is called constraint propagation. Constraint propagation works by reducing domains of variables, strengthening constraints, or creating new ones. This leads to a reduction of the search space, making the problem easier to solve by some algorithms. Constraint propagation can also be used as an unsatisfiability checker, incomplete in general but complete in some particular cases. Local consistency conditions can be grouped into various classes. The original lo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dynamic Programming
Dynamic programming is both a mathematical optimization method and a computer programming method. The method was developed by Richard Bellman in the 1950s and has found applications in numerous fields, from aerospace engineering to economics. In both contexts it refers to simplifying a complicated problem by breaking it down into simpler sub-problems in a recursive manner. While some decision problems cannot be taken apart this way, decisions that span several points in time do often break apart recursively. Likewise, in computer science, if a problem can be solved optimally by breaking it into sub-problems and then recursively finding the optimal solutions to the sub-problems, then it is said to have ''optimal substructure''. If sub-problems can be nested recursively inside larger problems, so that dynamic programming methods are applicable, then there is a relation between the value of the larger problem and the values of the sub-problems.Cormen, T. H.; Leiserson, C. E.; Rives ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Interval Arithmetic
Interval arithmetic (also known as interval mathematics, interval analysis, or interval computation) is a mathematical technique used to put bounds on rounding errors and measurement errors in mathematical computation. Numerical methods using interval arithmetic can guarantee reliable and mathematically correct results. Instead of representing a value as a single number, interval arithmetic represents each value as a range of possibilities. For example, instead of saying the height of someone is approximately 2 meters, one could using interval arithmetic, say that the height of the person is definitely between 1.97 meters and 2.03 meters. Mathematically, using interval arithmetic, instead of working with an uncertain real-valued variable x, one works with an interval ,b/math> that defines the range of values that x can have. In other words, any value of the variable x lies in the closed interval between a and b. A function f, when applied to x, yields an inexact value; f ins ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Branch-and-bound
Branch and bound (BB, B&B, or BnB) is an algorithm design paradigm for discrete and combinatorial optimization problems, as well as mathematical optimization. A branch-and-bound algorithm consists of a systematic enumeration of candidate solutions by means of state space search: the set of candidate solutions is thought of as forming a rooted tree with the full set at the root. The algorithm explores ''branches'' of this tree, which represent subsets of the solution set. Before enumerating the candidate solutions of a branch, the branch is checked against upper and lower estimated ''bounds'' on the optimal solution, and is discarded if it cannot produce a better solution than the best one found so far by the algorithm. The algorithm depends on efficient estimation of the lower and upper bounds of regions/branches of the search space. If no bounds are available, the algorithm degenerates to an exhaustive search. The method was first proposed by Ailsa Land and Alison Doig whilst ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
NP Hard
In computational complexity theory, NP-hardness ( non-deterministic polynomial-time hardness) is the defining property of a class of problems that are informally "at least as hard as the hardest problems in NP". A simple example of an NP-hard problem is the subset sum problem. A more precise specification is: a problem ''H'' is NP-hard when every problem ''L'' in NP can be reduced in polynomial time to ''H''; that is, assuming a solution for ''H'' takes 1 unit time, ''H''s solution can be used to solve ''L'' in polynomial time. As a consequence, finding a polynomial time algorithm to solve any NP-hard problem would give polynomial time algorithms for all the problems in NP. As it is suspected that P≠NP, it is unlikely that such an algorithm exists. It is suspected that there are no polynomial-time algorithms for NP-hard problems, but that has not been proven. Moreover, the class P, in which all problems can be solved in polynomial time, is contained in the NP class. Defi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Convex Function
In mathematics, a real-valued function is called convex if the line segment between any two points on the graph of a function, graph of the function lies above the graph between the two points. Equivalently, a function is convex if its epigraph (mathematics), epigraph (the set of points on or above the graph of the function) is a convex set. A twice-differentiable function of a single variable is convex if and only if its second derivative is nonnegative on its entire domain. Well-known examples of convex functions of a single variable include the quadratic function x^2 and the exponential function e^x. In simple terms, a convex function refers to a function whose graph is shaped like a cup \cup, while a concave function's graph is shaped like a cap \cap. Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. For instance, a st ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ellipsoid Method
In mathematical optimization, the ellipsoid method is an iterative method for convex optimization, minimizing convex functions. When specialized to solving feasible linear optimization problems with rational data, the ellipsoid method is an algorithm which finds an optimal solution in a number of steps that is polynomial in the input size. The ellipsoid method generates a sequence of ellipsoids whose volume uniformly decreases at every step, thus enclosing a minimizer of a convex function. History The ellipsoid method has a long history. As an iterative method, a preliminary version was introduced by Naum Z. Shor. In 1972, an approximation algorithm for real convex optimization, convex minimization was studied by Arkadi Nemirovski and David B. Yudin (Judin). As an algorithm for solving linear programming problems with rational data, the ellipsoid algorithm was studied by Leonid Khachiyan; Khachiyan's achievement was to prove the Polynomial time, polynomial-time solvability of li ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Quadratic Programming
Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables. Quadratic programming is a type of nonlinear programming. "Programming" in this context refers to a formal procedure for solving mathematical problems. This usage dates to the 1940s and is not specifically tied to the more recent notion of "computer programming." To avoid confusion, some practitioners prefer the term "optimization" — e.g., "quadratic optimization." Problem formulation The quadratic programming problem with variables and constraints can be formulated as follows. Given: * a real-valued, -dimensional vector , * an -dimensional real symmetric matrix , * an -dimensional real matrix , and * an -dimensional real vector , the objective of quadratic programming is to find an -dimensional vector , that wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
