Optimización global

From SEG Wiki
Revision as of 13:36, 25 July 2018 by Covarj (talk | contribs) (Created page with "Optimización global")
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search
Other languages:
English • ‎español

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.