2017-07-30T05:28:02+03:00[Europe/Moscow] en true Discrete optimization, Genetic algorithm, P versus NP problem, Pareto efficiency, Karush–Kuhn–Tucker conditions, Bellman equation, Stochastic programming, Feasible region, Response surface methodology, Walrasian auction, Job shop scheduling, Quadratic programming, Optimal design, Geometric median, Ordinal optimization, SAMPL flashcards
Mathematical optimization

Mathematical optimization

  • Discrete optimization
    Discrete optimization is a branch of optimization in applied mathematics and computer science.
  • Genetic algorithm
    In computer science and operations research, a genetic algorithm (GA) is a metaheuristic inspired by the process of natural selection that belongs to the larger class of evolutionary algorithms (EA).
  • P versus NP problem
    The P versus NP problem is a major unsolved problem in computer science.
  • Pareto efficiency
    Pareto efficiency, or Pareto optimality, is a state of allocation of resources in which it is impossible to make any one individual better off without making at least one individual worse off.
  • Karush–Kuhn–Tucker conditions
    In mathematical optimization, the Karush–Kuhn–Tucker (KKT) conditions (also known as the Kuhn–Tucker conditions) are first order necessary conditions for a solution in nonlinear programming to be optimal, provided that some are satisfied.
  • Bellman equation
    A Bellman equation, named after its discoverer, Richard Bellman, also known as a dynamic programming equation, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming.
  • Stochastic programming
    In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty.
  • Feasible region
    In mathematical optimization, a feasible region, feasible set, search space, or solution space is the set of all possible points (sets of values of the choice variables) of an optimization problem that satisfy the problem's constraints, potentially including inequalities, equalities, and integer constraints.
  • Response surface methodology
    In statistics, response surface methodology (RSM) explores the relationships between several explanatory variables and one or more response variables.
  • Walrasian auction
    A Walrasian auction, introduced by Léon Walras, is a type of simultaneous auction where each agent calculates its demand for the good at every possible price and submits this to an auctioneer.
  • Job shop scheduling
    Job shop scheduling (or job-shop problem) is an optimization problem in computer science and operations research in which ideal jobs are assigned to resources at particular times.
  • Quadratic programming
    Quadratic programming (QP) is a special type of mathematical optimization problem—specifically, the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.
  • Optimal design
    In the design of experiments, optimal designs (or optimum designs) are a class of experimental designs that are optimal with respect to some statistical criterion.
  • Geometric median
    The geometric median of a discrete set of sample points in a Euclidean space is the point minimizing the sum of distances to the sample points.
  • Ordinal optimization
    In mathematical optimization, ordinal optimization is the maximization of functions taking values in a partially ordered set ("poset").
  • SAMPL
    SAMPL, which stands for "Stochastic AMPL", is an algebraic modeling language resulting by expanding the well-known language AMPL with extended syntax and keywords.