Français
1. Theoretical tools, algorithmic concepts
1.1 Problem to be solved
Quite formally, an optimization problem arises when we look for a point in a set X at which a function f defined on this set takes a minimum value. We'll write it as follows:
( 1 )The function f is called the criterion or cost function of the problem....
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Theoretical tools, algorithmic concepts
Constraint-free optimization
Documentation sources
Also in our database
Tools
(non-exhaustive list)
Differentiation and optimization codes
ADIC (C) http://www-new.mcs.anl.gov/adic/
ADIFOR (Fortran 77) http://www-unix.mcs.anl.gov/autodiff/ADIFOR/
ADOL-C (C++)...
The Ultimate Scientific and Technical Reference
