Scholarlink

This entry deals with the conceptualization of an optimization problem. In particular, we first provide a formal definition of such a mathematical concept. Then, we give some classifications of the optimization problems on the basis of their main characteristics (presence of time dependence and of constraints). In so doing, we also outline the standard techniques adopted for seeking solutions of an optimization problem. Lastly, some examples taken by the classical theory of economics and finance are proposed.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Optimization Problems

  • 工具书词条

  • 发表日期：

    2025年

查看全文
  • Roy Cerqueti,
  • Raffaella Coppier

摘要

This entry deals with the conceptualization of an optimization problem. In particular, we first provide a formal definition of such a mathematical concept. Then, we give some classifications of the optimization problems on the basis of their main characteristics (presence of time dependence and of constraints). In so doing, we also outline the standard techniques adopted for seeking solutions of an optimization problem. Lastly, some examples taken by the classical theory of economics and finance are proposed.