Optimization

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Introduction

1.1 Historical Review

Optimization means nding the best solution among many feasible solu-

tions that are available to us. Feasible solutions are those that satisfy all the

constraints in the optimization problem. The best solution could be mini-

mizing the cost of a process or maximizing the efciency of a system. Some

simple optimization problems that come to mind are machine allocation

and diet problems. In the machine allocation problem, one has to nd how

jobs are to be allocated to different machines of different capacities and with

different operating costs so as to meet the production target with minimum

cost. In the ...