[BOOK][B] Practical optimization
PE Gill, W Murray, MH Wright - 2019 - SIAM
PE Gill, W Murray, MH Wright
2019•SIAMA generic optimization problem in any domain—science, engineering, medicine, or business—
involves finding the optimal value of an objective function that depends on a set of variables,
where acceptable values of the variables are constrained by further functions of the
variables. Optimization problems come in many forms and categories, defined primarily by
assumptions that are satisfied (or not) about the objective and constraint functions, such as
continuous differentiability.
involves finding the optimal value of an objective function that depends on a set of variables,
where acceptable values of the variables are constrained by further functions of the
variables. Optimization problems come in many forms and categories, defined primarily by
assumptions that are satisfied (or not) about the objective and constraint functions, such as
continuous differentiability.
A generic optimization problem in any domain—science, engineering, medicine, or business—involves finding the optimal value of an objective function that depends on a set of variables, where acceptable values of the variables are constrained by further functions of the variables. Optimization problems come in many forms and categories, defined primarily by assumptions that are satisfied (or not) about the objective and constraint functions, such as continuous differentiability.
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