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:

    “I read the newspapers avidly. It is my one form of continuous fiction.”
    —Aneurin Bevan (1897–1960)

    “The family environment in which your children are growing up is different from that in which you grew up. The decisions our parents made and the strategies they used were developed in a different context from what we face today, even if the “content” of the problem is the same. It is a mistake to think that our own experience as children and adolescents will give us all we need to help our children. The rules of the game have changed.”
    —Lawrence Kutner (20th century)