Theory official Flashcards
Single objective optimization / scalar optimization: mathematical definition
a
Definition of global minimum, local minimum, convexity
a
Optimality conditions (constrained+unconstrained): KKT conditions
aa
Non linear optimization: is it possible to guarantee a global optimum? Why? List the 2 main heuristic rules on which the algorithms are based. What is the general search procedure for optimization problems?
a
5 properties of a good algorithm
aa
Grid and random methods, Pattern search and Simplex method
a
Basic descend methods
a
Penalty methods
a
MOP: mathematical definition of the Pareto optimal solution and meaning. Local vs global Pareto optimal solution.
a
Pareto optimal necessary condition. Ideal vs Nadir solution
a
Low discrepancy sequences. Definition of uniformity and discrepancy
a
Feasibility and boundedness
a
Scalarization techniques
a
Lagrange multipliers
a
John Fritz optimal condition
a