Optimization Problem - Continuous Optimization Problem

Continuous Optimization Problem

The standard form of a (continuous) optimization problem is

\begin{align} &\underset{x}{\operatorname{minimize}}& & f(x) \\ &\operatorname{subject\;to} & &g_i(x) \leq 0, \quad i = 1,\dots,m \\ &&&h_i(x) = 0, \quad i = 1, \dots,p \end{align}

where

  • is the objective function to be minimized over the variable ,
  • are called inequality constraints, and
  • are called equality constraints.

By convention, the standard form defines a minimization problem. A maximization problem can be treated by negating the objective function.

Read more about this topic:  Optimization Problem

Famous quotes containing the words continuous and/or problem:

    “The habit of common and continuous speech is a symptom of mental deficiency. It proceeds from not knowing what is going on in other people’s minds.”
    —Walter Bagehot (1826–1877)

    “The problem with marriage is that it ends every night after making love, and it must be rebuilt every morning before breakfast.”
    —Gabriel García Márquez (b. 1928)