Optimization (mathematics): Difference between revisions

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imported>Jitse Niesen
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imported>Todd Coles
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:''Given:'' a [[function (mathematics)|function]] ''f'' : ''A'' <math>\to</math> '''R''' from some [[set]] ''A'' to the [[Real number|real numbers]]                             
:''Given:'' a [[function (mathematics)|function]] ''f'' : ''A'' <math>\to</math> '''R''' from some [[set]] ''A'' to the [[Real number|real numbers]]                             
:''Find:'' an element ''x''<sub>0</sub> in ''A'' such that ''f''(''x''<sub>0</sub>) ≤  ''f''(''x'') for all ''x'' in ''A'' (''minimization'') or such that ''f''(''x''<sub>0</sub>) ≥ ''f''(''x'') for all ''x'' in ''A'' (''maximization'').
:''Find:'' an element ''x''<sub>0</sub> in ''A'' such that ''f''(''x''<sub>0</sub>) ≤  ''f''(''x'') for all ''x'' in ''A'' (''minimization'') or such that ''f''(''x''<sub>0</sub>) ≥ ''f''(''x'') for all ''x'' in ''A'' (''maximization'').
== See also ==
* [[Nonlinear programming]]
* [[Function minimization]]
* [[Linear programming]]
* [[Weighted least squares]]
== External links ==
* [http://glossary.computing.society.informs.org/ Mathematical Programming Glossary]
* [http://www.ipp.mpg.de/de/for/bereiche/stellarator/Comp_sci/CompScience/csep/csep1.phy.ornl.gov/mo/mo.html Mathematical optimization]
*[http://www-fp.mcs.anl.gov/otc/Guide/index.html NEOS Guide] currently being replaced by the [http://wiki.mcs.anl.gov/neos NEOS Wiki] - an extensive guide to optimization software
* [http://plato.asu.edu/guide.html Decision Tree for Optimization Software] Links to optimization source codes
* [http://www.mathprog.org/ Mathematical Programming Society]
* [http://www.coin-or.org/ COIN-OR] - Computational Infrastructure for Operations Research
* [http://www.mat.univie.ac.at/%7Eneum/glopt.html Global optimization]
* [http://www2.arnes.si/%7Eljc3m2/igor/links.html Optimization Related Links]
* [http://www.optimization-online.org Optimization Online] A repository for optimization e-prints
=== Optimization solvers ===
* [http://www.conopt.com/ CONOPT]
* [http://www.dna-evolutions.com/dnaappletsample.html JOpt]
* [http://www.mosek.com/ Mosek]
* [http://www.sas.com/technologies/analytics/optimization/ SAS OR]
* [http://www.stanford.edu/group/SOL/software.html Free Optimization Software by Systems Optimization Laboratory, Stanford University]
*[http://www.ime.usp.br/~egbirgin/tango/ TANGO Project] - Trustable Algorithms for Nonlinear General Optimization
=== Optimization libraries ===
*[http://ool.sourceforge.net/ OOL (Open Optimization library)] - a set of optimization routines in C.
*[http://www2.arnes.si/~ljc3m2/igor/ioptlib/ IOptLib (Investigative Optimization Library)] - a free open source library for development of optimization algorithms (ANSI C).
*[http://www.alglib.net/optimization/ ALGLIB] Optimization sources. C++, C#, Delphi, Visual Basic.

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In mathematics, the term optimization refers to study of problems in which one seeks for a minimum or a maximum of a real function within a given allowed set. This problem can be presented in the following way:

Given: a function f : A R from some set A to the real numbers
Find: an element x0 in A such that f(x0) ≤ f(x) for all x in A (minimization) or such that f(x0) ≥ f(x) for all x in A (maximization).