4.5. Mathematical Programming
Mathematical programming, or mathematical optimization, is a systematic approach used for optimizing (minimizing or maximizing) the value of an objective function with respect to a set of constraints. The problem in general can be expressed as:where
- x = (x1, …, xn) are optimization (or decision) variables,
- f : Rn → R is the objective function, and
- gt : Rn → R and bi, ∈ R form the constraints for the valid values of x
4.5.1. Categories of mathematical programming problems
According to the natures of f and X, mathematical programming problems can be classified into several different categories:
- If X = Rn, the ...
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