The process of solving a problem finding a global (as opposed to a local) minimum or maximum of a function by widely searching in a model space.
Optimization (numerical optimization)
Many problems involve the search for a solution through a process that may be an
- iterative search
- for a solution vector in -variables called the unknowns,
- through the maximization or minimization of a scalar valued function called the objective function
- which may be subject to constraints where which the vector of unknowns must satisfy.
It is desired that the process converge sufficiently rapidly as to be economical, and that the resulting solution be sufficiently precise.