Numerical Methods Using Java: For Data Science, Analysis, and Engineering

© Haksun Li, PhD 2022

H. Li, PhDNumerical Methods Using Javahttps://doi.org/10.1007/978-1-4842-6797-4_11

11. Heuristics

Haksun Li, PhD¹  

(1)

Hong Kong, China

 

In computer science and mathematical optimization, a heuristic is a procedure designed to find a good enough solution to an optimization problem when the classical methods (LP, QP, SOCP, SDP, SQP) that we discussed in the past few chapters fail, are too slow, are infeasible, or are not applicable. This is especially true when the problem is too big (e.g., beyond the limited computation capacity), have incomplete or imperfect information (e.g., lack of structure for pruning), have a complex objective function (e.g., nondifferentiable), or have difficult constraints (rule-based constraints, exceptions). ...