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Numerical Python : A Practical Techniques Approach for Industry by Robert Johansson

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CHAPTER 6

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Optimization

In this chapter, we will build on Chapter 5 about equation solving, and explore the related topic of solving optimization problems. In general, optimization is the process of finding and selecting the optimal element from a set of feasible candidates. In mathematical optimization, this problem is usually formulated as determining the extreme value of a function of a given domain. An extreme value, or an optimal value, can refer to either the minimum or maximum of the function, depending on the application and the specific problem. In this chapter we are concerned with optimization of real-valued functions of one or several ...

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