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  2. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    Standard form is the usual and most intuitive form of describing a linear programming problem. It consists of the following three parts: A linear (or affine) function to be maximized; e.g. (,) = + Problem constraints of the following form; e.g.

  3. Convex optimization - Wikipedia

    en.wikipedia.org/wiki/Convex_optimization

    Many optimization problems can be equivalently formulated in this standard form. For example, the problem of maximizing a concave function can be re-formulated equivalently as the problem of minimizing the convex function . The problem of maximizing a concave function over a convex set is commonly called a convex optimization problem.

  4. Simplex algorithm - Wikipedia

    en.wikipedia.org/wiki/Simplex_algorithm

    The transformation of a linear program to one in standard form may be accomplished as follows. [16] First, for each variable with a lower bound other than 0, a new variable is introduced representing the difference between the variable and bound. The original variable can then be eliminated by substitution. For example, given the constraint

  5. Canonical form - Wikipedia

    en.wikipedia.org/wiki/Canonical_form

    Each one is converted into a canonical form by sorting. Since both sorted strings literally agree, the original strings were anagrams of each other. In mathematics and computer science, a canonical, normal, or standard form of a mathematical object is a standard way of presenting that object as a mathematical expression. Often, it is one which ...

  6. Semidefinite programming - Wikipedia

    en.wikipedia.org/wiki/Semidefinite_programming

    A linear programming problem is one in which we wish to maximize or minimize a linear objective function of real variables over a polytope.In semidefinite programming, we instead use real-valued vectors and are allowed to take the dot product of vectors; nonnegativity constraints on real variables in LP (linear programming) are replaced by semidefiniteness constraints on matrix variables in ...

  7. Test functions for optimization - Wikipedia

    en.wikipedia.org/wiki/Test_functions_for...

    The artificial landscapes presented herein for single-objective optimization problems are taken from Bäck, [1] Haupt et al. [2] and from Rody Oldenhuis software. [3] Given the number of problems (55 in total), just a few are presented here. The test functions used to evaluate the algorithms for MOP were taken from Deb, [4] Binh et al. [5] and ...

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  9. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    There are two main relaxations of QCQP: using semidefinite programming (SDP), and using the reformulation-linearization technique (RLT). For some classes of QCQP problems (precisely, QCQPs with zero diagonal elements in the data matrices), second-order cone programming (SOCP) and linear programming (LP) relaxations providing the same objective value as the SDP relaxation are available.