Definition:Optimization Theory
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Definition
Optimization theory is a branch of mathematics whose aim is to find the "best" solution to a practical problem, often using techniques of numerical analysis.
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.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): numerical analysis
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): optimization theory
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): numerical analysis
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): optimization theory
- Weisstein, Eric W. "Optimization Theory." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/OptimizationTheory.html