• 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
  • Thumbnail for Mathematical optimization
    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
  • 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
  • Thumbnail for Shadow price
    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