In mathematics and computer science, an optimization problem is the problem of finding the best solution from all feasible solutions. Optimization problems can be divided into two categories depending on whether the variables are continuous or discrete. An optimization problem with discrete variables is known as a discrete optimization. In a discrete optimization problem, we are looking for an object such as an integer, permutation or graph from a countable set. Problems with continuous variables include constrained problems and multimodal problems.
Continuous optimization problem
- f : ℝn → ℝ is the objective function to be minimized over the n-variable vector x,
- gi(x) ≤ 0 are called inequality constraints
- hj(x) = 0 are called equality constraints, and
- m ≥ 0 and p ≥ 0.
If m = p = 0, the problem is an unconstrained optimization problem. By convention, the standard form defines a minimization problem. A maximization problem can be treated by negating the objective function.
Combinatorial optimization problem
Formally, a combinatorial optimization problem A is a quadruple (I, f, m, g), where
- I is a set of instances;
- given an instance x ∈ I, f(x) is the set of feasible solutions;
- given an instance x and a feasible solution y of x, m(x, y) denotes the measure of y, which is usually a positive real.
- g is the goal function, and is either min or max.
The goal is then to find for some instance x an optimal solution, that is, a feasible solution y with
For each combinatorial optimization problem, there is a corresponding decision problem that asks whether there is a feasible solution for some particular measure m0. For example, if there is a graph G which contains vertices u and v, an optimization problem might be "find a path from u to v that uses the fewest edges". This problem might have an answer of, say, 4. A corresponding decision problem would be "is there a path from u to v that uses 10 or fewer edges?" This problem can be answered with a simple 'yes' or 'no'.
In the field of approximation algorithms, algorithms are designed to find near-optimal solutions to hard problems. The usual decision version is then an inadequate definition of the problem since it only specifies acceptable solutions. Even though we could introduce suitable decision problems, the problem is more naturally characterized as an optimization problem.
- "How Traffic Shaping Optimizes Network Bandwidth". IPC. 12 July 2016. Retrieved 13 February 2017.