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  2. Quadratic assignment problem - Wikipedia

    en.wikipedia.org/wiki/Quadratic_assignment_problem

    Intuitively, the cost function encourages facilities with high flows between each other to be placed close together. The problem statement resembles that of the assignment problem , except that the cost function is expressed in terms of quadratic inequalities, hence the name.

  3. 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.

  4. Approximation theory - Wikipedia

    en.wikipedia.org/wiki/Approximation_theory

    N. I. Achiezer (Akhiezer), Theory of approximation, Translated by Charles J. Hyman Frederick Ungar Publishing Co.,New York 1956 x+307 pp. A. F. Timan, Theory of approximation of functions of a real variable, 1963 ISBN 0-486-67830-X

  5. Newton's method - Wikipedia

    en.wikipedia.org/wiki/Newton's_method

    def f (x): return x ** 2-2 # f(x) = x^2 - 2 def f_prime (x): return 2 * x # f'(x) = 2x def newtons_method (x0, f, f_prime, tolerance, epsilon, max_iterations): """Newton's method Args: x0: The initial guess f: The function whose root we are trying to find f_prime: The derivative of the function tolerance: Stop when iterations change by less ...

  6. Approximation algorithm - Wikipedia

    en.wikipedia.org/wiki/Approximation_algorithm

    where f(y) is the value/cost of the solution y for the instance x. Clearly, the performance guarantee is greater than or equal to 1 and equal to 1 if and only if y is an optimal solution. If an algorithm A guarantees to return solutions with a performance guarantee of at most r ( n ), then A is said to be an r ( n )-approximation algorithm and ...

  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. Least-squares function approximation - Wikipedia

    en.wikipedia.org/wiki/Least-squares_function...

    In mathematics, least squares function approximation applies the principle of least squares to function approximation, by means of a weighted sum of other functions.The best approximation can be defined as that which minimizes the difference between the original function and the approximation; for a least-squares approach the quality of the approximation is measured in terms of the squared ...

  9. Mathematical optimization - Wikipedia

    en.wikipedia.org/wiki/Mathematical_optimization

    The function f is variously called an objective function, criterion function, loss function, cost function (minimization), [8] utility function or fitness function (maximization), or, in certain fields, an energy function or energy functional. A feasible solution that minimizes (or maximizes) the objective function is called an optimal solution.