Numerical analysis: Difference between revisions

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Optimization problems ask for the point at which a given function is maximized (or minimized). Often, the point also has to satisfy some [[Constraint (mathematics)|constraint]]s.
 
The field of optimization is further split in several subfields, depending on the form of the [[objective function]] and the constraint. For instance, [[linear programming]] deals with the case that both the objective function and the constraints are linear. A famous method in linear programming is the [[simplex algorithm|simplex method]].
 
The method of [[Lagrange multipliers]] can be used to reduce optimization problems with constraints to unconstrained optimization problems.