Optimization

—The art, science and mathematics of finding the "best" member of a set.

jdong > Optimization

References
  1. ISBN 9780470183526, Engineering Optimization: Theory and Practice 4e, by Singiresu S. Rao, Wiley 2009.
  2. ISBN , , by
  1. Classifying Optimization Problems.
    TypeDescriptionDescription2
    Unconstrained Optimization
    Constrained Optimization
    Parameter/static optimization
    Trajectory/dynamic optimization
    Optimal Control Problem
    Non-linear Programming ProblemEither Obj Fun is non-linear or any constraint is non-linear
    Geometric Programming ProblemPosynomial
    Quadratic Programming ProblemObj Fun is quadraticLinear contraints
    Linear Programming ProblemObj Fun is linearConstraints are linear
    Integer Programming ProblemDesign variables are integers
    Real-valued Programming ProblemDesign variables are real numbers
    Stochastic Programming ProblemAny of Design variables or parameters is a random variable
    Separable Programming ProblemObj Fun can be separated as sum of functions of subsets of design variables