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continuous convex programming

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  • Convex function — on an interval. A function (in black) is convex if and only i …   Wikipedia

  • Linear programming — (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships.… …   Wikipedia

  • Quadratic programming — (QP) is a special type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a quadratic function of several variables subject to linear constraints on these variables.The quadratic programming problem… …   Wikipedia

  • Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… …   Wikipedia

  • John von Neumann — Von Neumann redirects here. For other uses, see Von Neumann (disambiguation). The native form of this personal name is Neumann János. This article uses the Western name order. John von Neumann …   Wikipedia

  • Quasiconvex function — In mathematics, a quasiconvex function is a real valued function defined on an interval or on a convex subset of a real vector space such that the inverse image of any set of the form ( infty,a) is a convex set. Definition and… …   Wikipedia

  • CMA-ES — stands for Covariance Matrix Adaptation Evolution Strategy. Evolution strategies (ES) are stochastic, derivative free methods for numerical optimization of non linear or non convex continuous optimization problems. They belong to the class of… …   Wikipedia

  • Metaheuristic — In computer science, metaheuristic designates a computational method that optimizes a problem by iteratively trying to improve a candidate solution with regard to a given measure of quality. Metaheuristics make few or no assumptions about the… …   Wikipedia

  • Convexity in economics — Economics …   Wikipedia

  • Differential evolution — In computer science, differential evolution (DE) is a method that optimizes a problem by iteratively trying to improve a candidate solution with regard to a given measure of quality. Such methods are commonly known as metaheuristics as they make… …   Wikipedia

  • Genetic algorithm — A genetic algorithm (GA) is a search heuristic that mimics the process of natural evolution. This heuristic is routinely used to generate useful solutions to optimization and search problems. Genetic algorithms belong to the larger class of… …   Wikipedia

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