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

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023

H. Li, PhDNumerical Methods Using Kotlinhttps://doi.org/10.1007/978-1-4842-8826-9_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, and SQP) 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), has incomplete or imperfect information (e.g., lack of structure for pruning), has a complex objective function (e.g., nondifferentiable), ...