Sequential minimal optimization
Sequential Minimal Optimization (SMO) is an algorithm used for training support vector machines (SVM), which are a type of supervised machine learning model. Developed by John Platt in 1998, SMO provides a way to efficiently solve the optimization problem associated with training a SVM, specifically the quadratic programming problem that arises from maximizing the margin between different classes in the data.
Sequential Quadratic Programming (SQP) is an iterative method for solving nonlinear optimization problems. It is particularly effective for nonlinear programming problems that have constraints. The fundamental idea behind SQP is to approximate the original nonlinear optimization problem with a series of quadratic programming (QP) subproblems, which are easier to solve.
Simplex algorithm
The Simplex algorithm is a widely used method for solving linear programming problems, which are mathematical optimization problems where the objective is to maximize or minimize a linear function subject to a set of linear constraints. Developed by George Dantzig in the 1940s, the Simplex algorithm efficiently finds the optimal solution by moving along the edges of the feasible region defined by the constraints.
Simulated annealing
Simulated annealing is a probabilistic optimization algorithm inspired by the annealing process in metallurgy, where controlled cooling of materials leads to a more stable crystal structure. It is used to find an approximate solution to optimization problems, especially those that are discrete or combinatorial in nature. ### Key Concepts: 1. **Metaphor of Annealing**: In metallurgy, when a metal is heated and then gradually cooled, it allows the atoms to settle into a more organized and low-energy state.
Simultaneous Perturbation Stochastic Approximation (SPSA) is an optimization technique used primarily for estimating the minima or maximizing the performance of a function that is typically noisy and possibly non-differentiable. It is especially useful in situations where evaluating the function is expensive, such as in simulations, control problems, or real-world applications where measurements have inherent noise.
Space allocation problem
The space allocation problem typically refers to the challenge of efficiently allocating limited resources, such as space, to various tasks or items in a way that optimizes a specific objective. While the term can be applied in different contexts, it commonly appears in fields like operations research, computer science, urban planning, and logistics.
Space mapping
Space mapping is a mathematical and computational technique used in optimization and design problems, particularly in engineering. It serves as a way to connect or "map" a simpler or coarser model of a system to a more complex and accurate one. The idea is to use the simpler model to guide the optimization process, leveraging its faster computational speed while still benefiting from the accuracy of the complex model.
Special ordered set
A **special ordered set**, often abbreviated as SOS, is a specific type of set used primarily in combinatorial optimization and various mathematical programming contexts. The key feature of an SOS is that it imposes certain restrictions on the elements of the set, typically in integer programming scenarios.
Spiral optimization algorithm
The Spiral Optimization Algorithm (SOA) is a relatively recent algorithm inspired by the natural processes of spirals found in various phenomena, such as the arrangement of seeds in a sunflower or the shape of galaxies. It is a part of a broader category of bio-inspired algorithms, which also includes methods like genetic algorithms, particle swarm optimization, and ant colony optimization. ### Key Features of the Spiral Optimization Algorithm 1.
Stochastic dynamic programming
Stochastic dynamic programming (SDP) is an extension of dynamic programming that incorporates randomness in decision-making processes. It is a mathematical method used to solve problems where decisions need to be made sequentially over time in the presence of uncertainty. ### Key Components of Stochastic Dynamic Programming: 1. **State Space**: The set of all possible states that the system can be in. A state captures all relevant information necessary to make decisions at any point in the process.
Stochastic hill climbing
Stochastic hill climbing is a variation of the traditional hill climbing optimization algorithm that introduces randomness into the process of selecting the next move in the search space. While standard hill climbing evaluates neighboring solutions sequentially and chooses the best among them, stochastic hill climbing selects its next move based on a probability distribution, allowing it to potentially escape local optima and explore the search space more broadly. Here’s how it generally works: 1. **Current Solution**: Start with an initial solution (or state).
Stochastic programming
Stochastic programming is a framework for modeling optimization problems that involve uncertainty. Unlike traditional deterministic optimization, where the parameters of the model (such as costs, demands, or resource availabilities) are known with certainty, stochastic programming accounts for uncertainty by incorporating random variables and probabilistic constraints. The main idea is to make decisions that are robust against various possible future scenarios, allowing decision-makers to optimize an objective function while taking into consideration the risks and uncertainties inherent in the problem.
Subgradient method
The subgradient method is an optimization technique used to minimize non-differentiable convex functions. While traditional gradient descent is applicable to differentiable functions, many optimization problems involve functions that are not smooth or do not have well-defined gradients everywhere. In such cases, subgradients provide a useful alternative.
Successive linear programming
Successive linear programming (SLP) is an iterative optimization technique used to solve nonlinear programming problems by breaking them down into a series of linear programming problems. The basic idea is to linearize a nonlinear objective function or constraints around a current solution point, solve the resulting linear programming problem, and then update the solution based on the results. Here’s how it generally works: 1. **Initial Guess**: Start with an initial guess for the variables.
Ternary search
Ternary search is a divide-and-conquer search algorithm that is used to find the maximum or minimum value of a unimodal function. A unimodal function is defined as one that has a single local maximum or minimum within a given interval. Ternary search divides the search interval into three parts, which results in two midpoints, and then eliminates one of the three segments based on the comparison of the function values at these midpoints.
Tree rearrangement
Tree rearrangement generally refers to the processes or operations involved in modifying the structure or topology of a tree data structure. This term can be applied in different contexts, such as in computer science, graph theory, and even in evolutionary biology. Here are some contexts where tree rearrangement is relevant: 1. **Tree Data Structures**: In computer science, tree rearrangement might involve operations like rotations, balancing (as in AVL or Red-Black trees), or merging trees.
Truncated Newton method
The Truncated Newton method, also known as the Newton-CG (Change of Variable) method, is an optimization algorithm that combines aspects of the Newton method with techniques from conjugate gradient methods. It is particularly useful for optimizing large-scale problems where the direct computation and storage of the Hessian matrix (the matrix of second derivatives) is impractical.
Trust region
In optimization, particularly in the context of nonlinear optimization problems, a **trust region** is a strategy used to improve the convergence of algorithms. It refers to a region around the current point in which the optimization algorithm trusts that a model of the objective function is accurate enough to make reliable decisions.
Very Large-Scale Neighborhood Search (VLSN) is a metaheuristic optimization technique that extends the concept of neighborhood search algorithms to explore and exploit very large neighborhoods within a solution space. It is particularly effective for solving combinatorial optimization problems, such as scheduling, routing, and resource allocation.
Voronoi manifold
A Voronoi manifold is a concept that combines aspects of Voronoi diagrams and manifold theory. To understand it, let's break down the components: 1. **Voronoi Diagram**: This is a partition of a space into regions based on the distance to a specific set of points (called seeds or sites). Each region (Voronoi cell) consists of all points closer to one seed than to any other.