Difference between revisions of "Mathematical optimization"

Latest revision as of 13:44, 24 August 2016

In mathematics, computer science and operations research, mathematical optimization (alternatively, optimization or mathematical programming) is the selection of a best element (with regard to some criteria) from some set of available alternatives.

Description

In the simplest case, an optimization problem consists of maximizing or minimizing a real function by systematically choosing input values from within an allowed set and computing the value of the function.

The generalization of optimization theory and techniques to other formulations comprises a large area of applied mathematics.

More generally, optimization includes finding "best available" values of some objective function given a defined domain (or a set of constraints), including a variety of different types of objective functions and different types of domains.

See also

• Applied mathematics
• Brachistochrone
• Curve fitting
• Deterministic global optimization
• Feasible set
• Firefly algorithm
• Goal programming
• Important publications in optimization
• Least squares
• Mathematical Optimization Society (formerly Mathematical Programming Society)
• Mathematical optimization algorithms
• Mathematical optimization software
• Process optimization
• Set (mathematics)
• Set theory
• Simulation-based optimization
• Variational calculus

External links

• Mathematical optimization @ Wikipedia