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  2. Least absolute deviations - Wikipedia

    en.wikipedia.org/wiki/Least_absolute_deviations

    Least absolute deviations (LAD), also known as least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization technique based on minimizing the sum of absolute deviations (also sum of absolute residuals or sum of absolute errors) or the L 1 norm of such values.

  3. Lagrange multiplier - Wikipedia

    en.wikipedia.org/wiki/Lagrange_multiplier

    The point where the red constraint tangentially touches a blue contour is the maximum of f(x, y) along the constraint, since d 1 > d 2. For the case of only one constraint and only two choice variables (as exemplified in Figure 1), consider the optimization problem, (,) (,) = (Sometimes an additive constant is shown separately rather than being ...

  4. Constrained optimization - Wikipedia

    en.wikipedia.org/wiki/Constrained_optimization

    If the constrained problem has only equality constraints, the method of Lagrange multipliers can be used to convert it into an unconstrained problem whose number of variables is the original number of variables plus the original number of equality constraints. Alternatively, if the constraints are all equality constraints and are all linear ...

  5. Knapsack problem - Wikipedia

    en.wikipedia.org/wiki/Knapsack_problem

    The most common problem being solved is the 0-1 knapsack problem, which restricts the number of copies of each kind of item to zero or one. Given a set of items numbered from 1 up to , each with a weight and a value , along with a maximum weight capacity ,

  6. Duality (optimization) - Wikipedia

    en.wikipedia.org/wiki/Duality_(optimization)

    The problem has constraints; we would like to convert it to a program without constraints. Theoretically, it is possible to do it by minimizing the function J(x), defined as = + [()] where I is an infinite step function: I[u]=0 if u≤0, and I[u

  7. Limited-memory BFGS - Wikipedia

    en.wikipedia.org/wiki/Limited-memory_BFGS

    Since BFGS (and hence L-BFGS) is designed to minimize smooth functions without constraints, the L-BFGS algorithm must be modified to handle functions that include non-differentiable components or constraints. A popular class of modifications are called active-set methods, based on the concept of the active set. The idea is that when restricted ...

  8. Quadratic programming - Wikipedia

    en.wikipedia.org/wiki/Quadratic_programming

    A simple way to see this is to consider the non-convex quadratic constraint x i 2 = x i. This constraint is equivalent to requiring that x i is in {0,1}, that is, x i is a binary integer variable. Therefore, such constraints can be used to model any integer program with binary variables, which is known to be NP-hard.

  9. Big M method - Wikipedia

    en.wikipedia.org/wiki/Big_M_method

    For less-than or equal constraints, introduce slack variables s i so that all constraints are equalities. Solve the problem using the usual simplex method. For example, x + y ≤ 100 becomes x + y + s 1 = 100, whilst x + y ≥ 100 becomes x + y − s 1 + a 1 = 100. The artificial variables must be shown to be 0.