Optimization (mathematics)

In mathematics, the term optimization refers to study of problems in which one seeks for a minimum or a maximum of a real function within a given allowed set. This problem can be presented in the following way:

Given: a function f : A $\to$ R from some set A to the real numbers

Find: an element x₀ in A such that f(x₀) ≤ f(x) for all x in A (minimization) or such that f(x₀) ≥ f(x) for all x in A (maximization).

See also

• Nonlinear programming
• Function minimization
• Linear programming
• Weighted least squares

External links

• Mathematical Programming Glossary
• Mathematical optimization
• NEOS Guide currently being replaced by the NEOS Wiki - an extensive guide to optimization software
• Decision Tree for Optimization Software Links to optimization source codes
• Mathematical Programming Society
• COIN-OR - Computational Infrastructure for Operations Research
• Global optimization
• Optimization Related Links
• Optimization Online A repository for optimization e-prints

Optimization solvers

• CONOPT
• JOpt
• Mosek
• SAS OR
• Free Optimization Software by Systems Optimization Laboratory, Stanford University
• TANGO Project - Trustable Algorithms for Nonlinear General Optimization

Optimization libraries

• OOL (Open Optimization library) - a set of optimization routines in C.
• IOptLib (Investigative Optimization Library) - a free open source library for development of optimization algorithms (ANSI C).
• ALGLIB Optimization sources. C++, C#, Delphi, Visual Basic.