In mathematical optimization, constrained optimization (in some contexts called constraint optimization) is the process of optimizing an objective function...
13 KB (1,844 words) - 07:20, 14 June 2024
single-objective optimization cases are presented. In the second part, test functions with their respective Pareto fronts for multi-objective optimization problems...
30 KB (867 words) - 15:35, 29 December 2023
Lagrange multiplier (category Mathematical optimization)
{\displaystyle g(x)=0~.} The solution corresponding to the original constrained optimization is always a saddle point of the Lagrangian function, which can...
50 KB (7,780 words) - 05:43, 11 September 2024
generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from...
52 KB (6,012 words) - 12:31, 16 September 2024
PDE-constrained optimization is a subset of mathematical optimization where at least one of the constraints may be expressed as a partial differential...
9 KB (1,042 words) - 07:57, 4 August 2024
Penalty method (category Optimization algorithms and methods)
class of algorithms for solving constrained optimization problems. A penalty method replaces a constrained optimization problem by a series of unconstrained...
7 KB (902 words) - 19:06, 2 August 2024
Limited-memory BFGS (redirect from L-BFGS-B: Optimization subject to simple bounds)
separate box/linearly constrained version, BLEIC. R's optim general-purpose optimizer routine uses the L-BFGS-B method. SciPy's optimization module's minimize...
15 KB (2,370 words) - 06:13, 28 December 2023
Shadow price (section Constrained optimization)
costs, and only estimates the value of the site as a whole. In constrained optimization in economics, the shadow price is the change, per infinitesimal...
27 KB (3,684 words) - 19:48, 28 February 2024
Augmented Lagrangian method (category Optimization algorithms and methods)
for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a...
15 KB (1,934 words) - 13:22, 4 January 2024
distinguished from, probabilistic optimization methods such as chance-constrained optimization. The origins of robust optimization date back to the establishment...
23 KB (3,402 words) - 05:16, 2 September 2024