Global Optimization - General

General

A common (standard) model form is the minimization of one real-valued function in the parameter-space, or its specified subset : here denotes the set defined by the constraints.

(The maximization of a real-valued function is equivalent to the minimization of the function .)

In many nonlinear optimization problems, the objective function has a large number of local minima and maxima. Finding an arbitrary local optimum is relatively straightforward by using classical local optimisation methods. Finding the global minimum (or maximum) of a function is far more difficult: symbolic (analytical) methods are frequently not applicable, and the use of numerical solution strategies often leads to very hard challenges.

Read more about this topic:  Global Optimization

Famous quotes containing the word general:

    That sort of half sigh, which, accompanied by two or three slight nods of the head, is pity’s small change in general society.
    Charles Dickens (1812–1870)

    A general is just as good or just as bad as the troops under his command make him.
    Douglas MacArthur (1880–1964)

    In truth, a mature man who uses hair-oil, unless medicinally, that man has probably got a quoggy spot in him somewhere. As a general rule, he can’t amount to much in his totality.
    Herman Melville (1819–1891)