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Mastering Julia by Malcolm Sherrington

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Optimization problems

Mathematical optimization problems arise in the field of linear programming, machine learning, resource allocation, production planning, and so on.

One well-known allocation problem is that of the travelling salesman who has to make a series of calls, and wishes to compute the optimal route between calls. The problem is not tractable but clearly can be solved exhaustively. However by clustering and tree pruning, the number of tests can be markedly reduced.

The generalized aim is to formulate as the minimization of some f(x) function for all values of x over a certain interval, subject to a set of gi(x).restrictions

The problems of local maxima are also included by redefining the domain of x. It is possible to identify three ...

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