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Mathematical optimization

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maxima and minima
largest and smallest value taken by a function in a given range
mathematical optimization
study of mathematical algorithms for optimization problems
P versus NP problem
unsolved problem in computer science about time complexity
Pareto efficiency
economic concept of a state in which no reallocation of resources can make everyone at least as well off
Lagrange multiplier
a method to solve constrained optimization problems
NP-complete
thumb|upright=0.8|It can be difficult to find a valid solution to a Sudoku puzzle, but once a solution has been found its validity can be verified easily. It is NP-complete to determine whether an Sudoku has a valid solution.
gradient descent
optimization algorithm
constraint
condition of an optimization problem that a solution must satisfy
optimal control
mathematical optimization method for deriving control policies
Karush–Kuhn–Tucker conditions
first-order necessary conditions for a solution in nonlinear programming to be optimal
nearest neighbor search
(as a form of proximity search (metric space)) optimization problem of finding the point in a given set that is closest (or most similar) to a given point
compressed sensing
signal processing technique for efficiently acquiring and reconstructing a signal, by finding solutions to underdetermined linear systems
multi-objective optimization
area of multiple criteria decision making, that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously
convex optimization
subfield of mathematical optimization
cake number
maximum number of regions into which a cube can be partitioned by n cuts
lazy caterer's sequence
Sequence of integers
hyperparameter optimization
choosing a set of optimal hyperparameters for a learning algorithm
No free lunch in search and optimization
theorem
multiple-criteria decision analysis
sub-discipline of operations research that explicitly evaluates multiple conflicting criteria in decision making
minimax theorem
theorem providing conditions that guarantee that the max–min inequality is also an equality
geometric median
point minimizing the distance to other points
constrained optimization
class of optimization problems in mathematics, finance, linear programming, economics and cost modeling
feasible region
set of all possible points of an optimization problem that satisfy the problem's constraints
response surface methodology
sequential experimentation for improvement and for finding an optimal response
discrete optimization
branch of mathematical optimization
Walrasian auction
simultaneous auction where each agent calculates its demand for the good at every possible price and submits this to an auctioneer
utility maximization problem
the fundamental optimization problem that economic agents face
topology optimization
mathematical method for optimizing material layout under given conditions
robust optimization
type of optimization
least-squares spectral analysis
frequency-domain analysis method
Jeep problem
mathematics problem
Keynes–Ramsey rule
Optimality condition for the rate of change of consumption
Subgradient method
concept in convex optimization mathematics
Continuous optimization
branch of optimization in applied mathematics
Wolfe conditions
inequalities for inexact line search