Definition:Optimization Theory

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Optimization theory is a branch of mathematics whose aim is to find the "best" solution to a practical problem.

In this context, best is dependent upon the aim of what the solution of the problem is to achieve.

Optimization theory encompasses such topics as:

the calculus of variations
control theory
convex optimization theory
decision theory
game theory
linear programming
Markov chains
network analysis
queueing theory

and so on.

Also see

  • Results about optimization theory can be found here.


Weisstein, Eric W. "Optimization Theory." From MathWorld--A Wolfram Web Resource.