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  2. Rosenbrock function - Wikipedia

    en.wikipedia.org/wiki/Rosenbrock_function

    The solution with the function value can be found after 325 function evaluations. Using the Nelder–Mead method from starting point x 0 = ( − 1 , 1 ) {\displaystyle x_{0}=(-1,1)} with a regular initial simplex a minimum is found with function value 1.36 ⋅ 10 − 10 {\displaystyle 1.36\cdot 10^{-10}} after 185 function evaluations.

  3. Constrained optimization - Wikipedia

    en.wikipedia.org/wiki/Constrained_optimization

    The sum of these values is an upper bound because the soft constraints cannot assume a higher value. It is exact because the maximal values of soft constraints may derive from different evaluations: a soft constraint may be maximal for x = a {\displaystyle x=a} while another constraint is maximal for x = b {\displaystyle x=b} .

  4. Lagrange multiplier - Wikipedia

    en.wikipedia.org/wiki/Lagrange_multiplier

    The Lagrange multiplier theorem states that at any local maximum (or minimum) of the function evaluated under the equality constraints, if constraint qualification applies (explained below), then the gradient of the function (at that point) can be expressed as a linear combination of the gradients of the constraints (at that point), with the ...

  5. Min-conflicts algorithm - Wikipedia

    en.wikipedia.org/wiki/Min-conflicts_algorithm

    Repeat this process of conflicted variable selection and min-conflict value assignment until a solution is found or a pre-selected maximum number of iterations is reached. If a solution is not found the algorithm can be restarted with a different initial assignment. Because a constraint satisfaction problem can be interpreted as a local search ...

  6. Newton's method in optimization - Wikipedia

    en.wikipedia.org/wiki/Newton's_method_in...

    The geometric interpretation of Newton's method is that at each iteration, it amounts to the fitting of a parabola to the graph of () at the trial value , having the same slope and curvature as the graph at that point, and then proceeding to the maximum or minimum of that parabola (in higher dimensions, this may also be a saddle point), see below.

  7. Low-rank approximation - Wikipedia

    en.wikipedia.org/wiki/Low-rank_approximation

    In mathematics, low-rank approximation refers to the process of approximating a given matrix by a matrix of lower rank. More precisely, it is a minimization problem, in which the cost function measures the fit between a given matrix (the data) and an approximating matrix (the optimization variable), subject to a constraint that the approximating matrix has reduced rank.

  8. Simplex algorithm - Wikipedia

    en.wikipedia.org/wiki/Simplex_algorithm

    Columns 2, 3, and 4 can be selected as pivot columns, for this example column 4 is selected. The values of z resulting from the choice of rows 2 and 3 as pivot rows are 10/1 = 10 and 15/3 = 5 respectively. Of these the minimum is 5, so row 3 must be the pivot row. Performing the pivot produces

  9. AC-3 algorithm - Wikipedia

    en.wikipedia.org/wiki/AC-3_algorithm

    AC-3 operates on constraints, variables, and the variables' domains (scopes). A variable can take any of several discrete values; the set of values for a particular variable is known as its domain. A constraint is a relation that limits or constrains the values a variable may have. The constraint may involve the values of other variables.