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Optimization (mathematics)




Given:

Sought:


Such a formulation is called an optimization problem or a '''mathematical programming problem''' (a term not directly related to Computer Programming , but still in use for example for Linear Programming - see history below). Many real-world and theoretical problems may be modeled in this general framework.

Typically, ''A'' is some Subset of the Euclidean Space R''n'', often specified by a set of '' Constraint s'', equalities or inequalities that the members of ''A'' have to satisfy. The elements of ''A'' are called ''feasible solutions''. The function ''f'' is called an ''objective function'', or ''cost function''. A feasible solution that minimizes (or maximizes, if that is the goal) the objective function is called an ''optimal solution''.

The Domain ''A'' of ''f'' is called the ''search space'',
while the elements of ''A'' are called '' Candidate Solution s'' or ''feasible solutions''.

  • is defined as a point for which there exists some δ > 0 so that for and all x such that