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Lecture 3
January 28, 2002
Types of Optimization
Important Categories
Methods can be classified according to:
Analytical or Numerical
Important Categories
Methods can be classified according to:
x*
F(x)
xlxxu
F(x)=ax1 + bx2+ c
g1(x)=x1+x20
ANALYSIS
F(x)
g(x)
Xo
Global
Opt.
Local Opt.
x*
Local Opt.
F(x)
Global
Opt.
Local Opt.
x*
Local Opt.
{x1,x2}={101,110}
10
X2
0
0
x1
10
Candidate 1
Eval. Function
Candidate 2
Superior
Candidate
All wrong candidate solutions return FALSE which does not tell
you how to improve the solution.
for all y F
Note that the objective does not appear at all in the formulation!!
If your EF does not correspond with the objective you will
searching for the answer to the wrong problem.
N(x)
N(x) of x is a set of all points in the search space that close to the
given point x.
N(x) ={y S: dist(x,y)}
dist ( x, y )
2
(
x
y
)
i i
i 1
F=x2+3
xc
Min F=x2+3
xc
N(x): xc- x xc +
F=x2+3
x1
xc
F=x2+3
xc
x1
F=x2+3
xc