Global Optimisation
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Global Optimisation
Global optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function g(x) is equivalent to the minimization of the function f(x):=(-1)\cdot g(x). Given a possibly nonlinear and non-convex continuous function f:\Omega\subset\mathbb^n\to\mathbb with the global minima f^* and the set of all global minimizers X^* in \Omega, the standard minimization problem can be given as :\min_f(x), that is, finding f^* and a global minimizer in X^*; where \Omega is a (not necessarily convex) compact set defined by inequalities g_i(x)\geqslant0, i=1,\ldots,r. Global optimization is distinguished from local optimization by its focus on finding the minimum or maximum over the given set, as opposed to finding ''local'' minima or maxima. Finding an arbitrary local minimum is relatively str ...
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Applied Mathematics
Applied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models. In the past, practical applications have motivated the development of mathematical theories, which then became the subject of study in pure mathematics where abstract concepts are studied for their own sake. The activity of applied mathematics is thus intimately connected with research in pure mathematics. History Historically, applied mathematics consisted principally of applied analysis, most notably differential equations; approximation theory (broadly construed, to include representations, asymptotic methods, variational ...
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Feasible Set
In mathematical optimization, a feasible region, feasible set, search space, or solution space is the set of all possible points (sets of values of the choice variables) of an optimization problem that satisfy the problem's constraints, potentially including inequalities, equalities, and integer constraints. This is the initial set of candidate solutions to the problem, before the set of candidates has been narrowed down. For example, consider the problem of minimizing the function x^2+y^4 with respect to the variables x and y, subject to 1 \le x \le 10 and 5 \le y \le 12. \, Here the feasible set is the set of pairs (''x'', ''y'') in which the value of ''x'' is at least 1 and at most 10 and the value of ''y'' is at least 5 and at most 12. The feasible set of the problem is separate from the objective function, which states the criterion to be optimized and which in the above example is x^2+y^4. In many problems, the feasible set reflects a constraint that one or more ...
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Numerical Methods
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living cells in medicine and b ...
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Measurement Error
Observational error (or measurement error) is the difference between a measured value of a quantity and its true value.Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP. In statistics, an error is not necessarily a " mistake". Variability is an inherent part of the results of measurements and of the measurement process. Measurement errors can be divided into two components: ''random'' and ''systematic''. Random errors are errors in measurement that lead to measurable values being inconsistent when repeated measurements of a constant attribute or quantity are taken. Systematic errors are errors that are not determined by chance but are introduced by repeatable processes inherent to the system. Systematic error may also refer to an error with a non-zero mean, the effect of which is not reduced when observations are averaged. Measurement errors can be summarized in terms of accuracy and precision. Measurement error should not be confused with measurement uncer ...
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Rounding Error
A roundoff error, also called rounding error, is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. Rounding errors are due to inexactness in the representation of real numbers and the arithmetic operations done with them. This is a form of quantization error. When using approximation equations or algorithms, especially when using finitely many digits to represent real numbers (which in theory have infinitely many digits), one of the goals of numerical analysis is to estimate computation errors. Computation errors, also called numerical errors, include both truncation errors and roundoff errors. When a sequence of calculations with an input involving any roundoff error are made, errors may accumulate, sometimes dominating the calculation. In ill-conditioned problems, significant error may accumulate. In short, there are two major facets of roundoff errors i ...
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Tree (graph Theory)
In graph theory In mathematics, graph theory is the study of ''graphs'', which are mathematical structures used to model pairwise relations between objects. A graph in this context is made up of '' vertices'' (also called ''nodes'' or ''points'') which are conne ..., a tree is an undirected graph in which any two Vertex (graph theory), vertices are connected by ''exactly one'' Path (graph theory), path, or equivalently a Connected graph, connected Cycle (graph theory), acyclic undirected graph. A forest is an undirected graph in which any two vertices are connected by ''at most one'' path, or equivalently an acyclic undirected graph, or equivalently a Disjoint union of graphs, disjoint union of trees. A polytreeSee . (or directed tree or oriented treeSee .See . or singly connected networkSee .) is a directed acyclic graph (DAG) whose underlying undirected graph is a tree. A polyforest (or directed forest or oriented forest) is a directed acyclic graph whose underlying undirecte ...
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State Space Search
State space search is a process used in the field of computer science, including artificial intelligence (AI), in which successive configurations or ''states'' of an instance are considered, with the intention of finding a ''goal state'' with the desired property. Problems are often modelled as a state space, a set of ''states'' that a problem can be in. The set of states forms a graph where two states are connected if there is an ''operation'' that can be performed to transform the first state into the second. State space search often differs from traditional computer science search methods because the state space is ''implicit'': the typical state space graph is much too large to generate and store in memory. Instead, nodes are generated as they are explored, and typically discarded thereafter. A solution to a combinatorial search instance may consist of the goal state itself, or of a path from some ''initial state'' to the goal state. Representation In state space search, ...
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Combinatorial Optimization
Combinatorial optimization is a subfield of mathematical optimization that consists of finding an optimal object from a finite set of objects, where the set of feasible solutions is discrete or can be reduced to a discrete set. Typical combinatorial optimization problems are the travelling salesman problem ("TSP"), the minimum spanning tree problem ("MST"), and the knapsack problem. In many such problems, such as the ones previously mentioned, exhaustive search is not tractable, and so specialized algorithms that quickly rule out large parts of the search space or approximation algorithms must be resorted to instead. Combinatorial optimization is related to operations research, algorithm theory, and computational complexity theory. It has important applications in several fields, including artificial intelligence, machine learning, auction theory, software engineering, VLSI, applied mathematics and theoretical computer science. Some research literature considers discrete o ...
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Discrete Optimization
Discrete optimization is a branch of optimization in applied mathematics and computer science. Scope As opposed to continuous optimization, some or all of the variables used in a discrete mathematical program are restricted to be discrete variables—that is, to assume only a discrete set of values, such as the integers. Branches Three notable branches of discrete optimization are:. * combinatorial optimization, which refers to problems on graphs, matroids and other discrete structures * integer programming * constraint programming These branches are all closely intertwined however since many combinatorial optimization problems can be modeled as integer programs (e.g. shortest path) or constraint programs, any constraint program can be formulated as an integer program and vice versa, and constraint and integer programs can often be given a combinatorial interpretation. See also *Diophantine equation In mathematics, a Diophantine equation is an equation, typically a pol ...
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Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can perform automated deductions (referred to as automated reasoning) and use mathematical and logical tests to divert the code execution through various routes (referred to as automated decision-making). Using human characteristics as descriptors of machines in metaphorical ways was already practiced by Alan Turing with terms such as "memory", "search" and "stimulus". In contrast, a Heuristic (computer science), heuristic is an approach to problem solving that may not be fully specified or may not guarantee correct or optimal results, especially in problem domains where there is no well-defined correct or optimal result. As an effective method, an algorithm ca ...
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Václav Chvátal
Václav (Vašek) Chvátal () is a Professor Emeritus in the Department of Computer Science and Software Engineering at Concordia University in Montreal, Quebec, Canada and a Visiting Professor at Charles University in Prague. He has published extensively on topics in graph theory, combinatorics, and combinatorial optimization. Biography Chvátal was born in 1946 in Prague and educated in mathematics at Charles University in Prague, where he studied under the supervision of Zdeněk Hedrlín. He fled Czechoslovakia in 1968, three days after the Soviet invasion, and completed his Ph.D. in Mathematics at the University of Waterloo, under the supervision of Crispin St. J. A. Nash-Williams, in the fall of 1970. Subsequently, he took positions at McGill University (1971 and 1978-1986), Stanford University (1972 and 1974-1977), the Université de Montréal (1972-1974 and 1977-1978), and Rutgers University (1986-2004) before returning to Montreal for the Canada Research Chair in Combi ...
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Ralph E
Ralph (pronounced ; or ,) is a male given name of English, Scottish and Irish origin, derived from the Old English ''Rædwulf'' and Radulf, cognate with the Old Norse ''Raðulfr'' (''rað'' "counsel" and ''ulfr'' "wolf"). The most common forms are: * Ralph, the common variant form in English, which takes either of the given pronunciations. * Rafe, variant form which is less common; this spelling is always pronounced , as are all other English spellings without "l". * Raife, a very rare variant. * Raif, a very rare variant. Raif Rackstraw from H.M.S. Pinafore * Ralf, the traditional variant form in Dutch, German, Swedish, and Polish. * Ralfs, the traditional variant form in Latvian. * Raoul, the traditional variant form in French. * Raúl, the traditional variant form in Spanish. * Raul, the traditional variant form in Portuguese and Italian. * Raül, the traditional variant form in Catalan. * Rádhulbh, the traditional variant form in Irish. Given name Middle Ages * Ralp ...
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