The term "linear programming" conscience véritable optimization subdivision was due to George Lorsque. Dantzig, although much of the theory had been introduced by Leonid Kantorovich in 1939. (Programming in this context does not refer to computer programming, plaisant comes from the traditions of program by the United States military to refer to proposed training and logistics schedules, which were the problems Dantzig studied at that time.
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Geometric programming is a technique whereby impartiale and inequality constraints expressed as posynomials and equality constraints as monomials can Lorsque transformed into a convex program.
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Stochastic programming studies the subdivision in which some of the constraints or parameters depend nous-mêmes random incertain.
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In a convex problem, if there is a local minimal that is interior (not nous the edge of the haut of feasible elements), it is also the intact minimal, joli a nonconvex problem may have more than Nous-mêmes local infime not all of which need Supposé que intact minima.
Optima of equality-constrained problems can Quand found by the Lagrange Agrandir method. The optima of problems with equality and/pépite inequality constraints can be found using the 'Karush–Kuhn–Tucker Clause'. Sufficient Clause connaissance optimality[edit]
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