Line search 1970-01-01
Line search is an optimization technique used to find a minimum (or maximum) of a function along a specified direction. It is commonly employed in gradient-based optimization algorithms, especially in the context of iterative methods like gradient descent, where the goal is to minimize a differentiable function. ### Key Components of Line Search: 1. **Objective Function**: The function \( f(x) \) that we want to minimize.
Linear-fractional programming 1970-01-01
Linear-fractional programming (LFP) is a type of mathematical optimization problem where the objective function is a ratio of linear functions.
Lloyd's algorithm 1970-01-01
Lloyd's algorithm is a popular iterative method used for quantization and clustering, particularly in the context of k-means clustering. It is often employed to partition a dataset into \( k \) clusters by minimizing the variance within each cluster. Here is a summary of the steps involved in Lloyd's algorithm: 1. **Initialization**: Begin by selecting \( k \) initial cluster centroids. These can be chosen randomly from the dataset or via other methods.
Local search (optimization) 1970-01-01
Local search optimization is a heuristic search algorithm used to solve optimization problems by exploring the solution space incrementally. Instead of evaluating all possible solutions (which can be computationally expensive or infeasible for larger problems), local search methods focus on searching a neighborhood around a current solution to find better solutions. ### Key Characteristics: 1. **Initial Solution**: Local search starts with an initial solution, which can be generated randomly or through another method.
MCS algorithm 1970-01-01
The MCS (Minimum Cut Set) algorithm is specifically related to the field of reliability analysis and fault tree analysis in engineering and computer science. It is used to identify and analyze the minimum cut sets of a system, which are the smallest combinations of component failures that can cause the system to fail. Here's a brief overview of its purpose and functionalities: ### Purpose 1. **Reliability Assessment**: It helps in determining how reliable a system is and identifying potential weak points that could lead to failure.
MM algorithm 1970-01-01
The MM algorithm, or the "Minorization-Maximization" algorithm, is an optimization technique often used in mathematical optimization, statistics, and machine learning. The key idea behind the MM algorithm is to solve complex optimization problems by breaking them down into a series of simpler subproblems.
Matheuristics 1970-01-01
Matheuristics is a hybrid optimization approach that combines mathematical programming techniques with heuristic methods. It aims to solve complex optimization problems that may be difficult to tackle using either approach alone. In matheuristics, mathematical programming is used to define or provide a framework for the problem, often utilizing linear, integer, or combinatorial programming models. These mathematical models can capture the problem's structure and provide exact formulations.
Maximum subarray problem 1970-01-01
The Maximum Subarray Problem is a classic algorithmic problem that involves finding the contiguous subarray within a one-dimensional array of numbers that has the largest sum. In other words, given an array of integers (which can include both positive and negative numbers), the goal is to identify the subarray (a contiguous segment of the array) that yields the highest possible sum.
Mehrotra predictor–corrector method 1970-01-01
The Mehrotra predictor-corrector method is an algorithm used in the field of optimization, particularly for solving linear programming problems and certain classes of nonlinear programming problems. It is part of the broader class of interior-point methods, which are algorithms designed to find solutions to linear and nonlinear optimization problems by exploring the interior of the feasible region rather than the boundary.
Method of moving asymptotes 1970-01-01
The Method of Moving Asymptotes (MMA) is an optimization technique commonly used in mathematical programming and optimization problems, particularly in the context of non-linear programming. It is particularly well-suited for solving problems where the objective function and/or the constraints may not be convex, or when traditional methods may struggle to converge to a solution.
Mirror descent 1970-01-01
Mirror descent is an optimization algorithm that generalizes the gradient descent method. It is particularly useful in complex optimization problems, especially those involving convex functions and spaces that are not Euclidean. The underlying idea is to perform updates not directly in the original space but in a transformed space that reflects the geometry of the problem. ### Key Concepts 1.
Multiple subset sum 1970-01-01
The **Multiple Subset Sum Problem** is a variation of the classic Subset Sum Problem. In the general Subset Sum Problem, you're given a set of integers and a target sum, and you want to determine if there exists a subset of the integers that adds up to that target sum. In the **Multiple Subset Sum Problem**, you are given: 1. A set of integers (often referred to as weights). 2. A set of target sums.
Natural evolution strategy 1970-01-01
Natural Evolution Strategies (NES) are a family of optimization algorithms inspired by the principles of natural evolution, particularly focusing on the idea of optimizing a set of parameters using mechanisms analogous to natural selection, mutation, and reproduction. ### Key Concepts of NES: 1. **Population-based Optimization**: NES operates on a population of candidate solutions rather than a single solution. This allows for exploration of different parts of the solution space simultaneously.
Negamax 1970-01-01
Negamax is a simplified version of the minimax algorithm, used in two-player zero-sum games such as chess, checkers, and tic-tac-toe. It is a decision-making algorithm that enables players to choose the optimal move by minimizing their opponent's maximum possible score while maximizing their own score. The core idea behind Negamax is based on the principle that if one player's gain is the other player's loss, the two can be treated symmetrically.
Nelder–Mead method 1970-01-01
The Nelder-Mead method, also known as the simplex method, is a popular iterative optimization technique used to find the minimum or maximum of a function in an n-dimensional space. It is particularly suited for optimizing functions that are not differentiable, making it a powerful tool in various fields, including statistics, machine learning, and engineering.
Newton's method 1970-01-01
Newton's method, also known as the Newton-Raphson method, is an iterative numerical technique used to find approximate solutions to equations, specifically for finding roots of real-valued functions. It's particularly useful for solving non-linear equations that may be difficult or impossible to solve algebraically.
Newton's method in optimization 1970-01-01
Newton's method (or the Newton-Raphson method) is an iterative numerical technique used to find successively better approximations to the roots (or zeroes) of a real-valued function. In optimization, it is often used to find the local maxima and minima of functions. ### Principle of Newton's Method in Optimization The method employs the first and second derivatives of a function to find critical points where the function's gradient (or derivative) is zero.
Nonlinear conjugate gradient method 1970-01-01
The Nonlinear Conjugate Gradient (CG) method is an iterative optimization algorithm used to minimize nonlinear functions. It is particularly useful for large-scale optimization problems because it does not require the computation of second derivatives, making it more efficient than methods like Newton's method. ### Key Features: 1. **Purpose**: The primary purpose of the Nonlinear CG method is to find the local minimum of a nonlinear function. It is commonly applied in various fields, including machine learning and scientific computing.
Nonlinear programming 1970-01-01
Nonlinear programming (NLP) is a branch of mathematical optimization that deals with the optimization of a nonlinear objective function, subject to constraints that may also be nonlinear. In contrast to linear programming, where both the objective function and the constraints are linear (i.e., they can be expressed as a linear combination of variables), nonlinear programming allows for more complex relationships between the variables.
OR-Tools 1970-01-01
OR-Tools is an open-source software suite developed by Google for solving optimization problems. It is specifically designed to facilitate operations research (OR) and combinatorial optimization, making it useful for a wide range of applications, from logistics and supply chain management to scheduling and routing. Key features of OR-Tools include: 1. **Problem Solvers**: It provides various algorithms for solving linear programming, mixed-integer programming, constraint programming, and routing problems.