Introduction to Optimization
|Find x that minimizes F(x) subject to g(x)=0, h(x)≥ 0.|
Optimization is the term often used for minimizing or maximizing a function. It is sufficient to consider the problem of minimization only; maximization of F(x) is achieved by simply minimizing -F(x). In engineering, optimization is closely related to design. The function F(x), called the merit function or objective function, is the quantity that we wish to keep as small as possible, such as the cost or weight. The components of x, known as the design variables, are the quantities that we are free to adjust. Physical dimensions (lengths, areas, angles, and so on) are common examples of design variables.
Optimization is a large ...