Theoretical tools, algorithmic concepts
Differentiable optimization
Article REF: AF1252 V1
Theoretical tools, algorithmic concepts
Differentiable optimization

Author : Jean Charles GILBERT

Publication date: April 10, 2008 | Lire en français

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1. Theoretical tools, algorithmic concepts

1.1 Problem to be solved

Quite formally, an optimization problem arises when we look for a point in a set X at which a function f defined on this set takes a minimum value. We'll write it as follows:

(PX){minf(x)xX.( 1 )

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