In
mathematics, the term optimization, or mathematical programming, refers to the study of problems in which one seeks to minimize or maximize a
real function by systematically choosing the values of
real or
integer variables from within an allowed set. This problem can be represented in the following wayGiven: a
function f : A R from some
set A to the
real numbers Sought: 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").
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