Standard formsOptimization Models > Gauss’ Bet | Functions and Maps | Standard forms | Nomenclature | Problem Classes | Complexity | History
Functional formAn optimization problem is a problem of the form ![]() where
In the above, the term ‘‘subject to’’ is sometimes replaced with the shorthand colon notation. Often the above is referred to as a ‘‘mathematical program’’. The term “programming” (or “program”) does not refer to a computer code. It is used mainly for historical purposes. We will use the more rigorous (but less popular) term “optimization problem”. Example: An optimization problem in two variables. Epigraph formIn optimization, we can always assume that the objective is a linear function of the variables. This can be done via the epigraph representation of the problem, which is based on adding a new scalar variable ![]() At optimum, We can picture this as follows. Consider the sub-level sets of the objective function, which are of the form Example: Geometric view of the optimization problem in two variables. Other standard formsSometimes we single out equality constraints, if any: ![]() where Sometimes, the constraints are described abstractly via a set condition, of the form ![]()
![]() where |