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:

    “For good and evil, man is a free creative spirit. This produces the very queer world we live in, a world in continuous creation and therefore continuous change and insecurity.”
    —Joyce Cary (1888–1957)

    “The government is huge, stupid, greedy and makes nosy, officious and dangerous intrusions into the smallest corners of life—this much we can stand. But the real problem is that government is boring. We could cure or mitigate the other ills Washington visits on us if we could only bring ourselves to pay attention to Washington itself. But we cannot.”
    —P.J. (Patrick Jake)