ABSTRACT

In most optimization problems, the object function f will usually depend on several variables, x1, x2, x3, …, xn. These are called the control variables because their values can be selected. Optimization theory develops methods for selecting optimal values for the control variables x1, x2, x3, …, xn that either maximize (or minimize) the objective function f. In many cases, the choice of values for x1, x2, x3, …, xn is not entirely free but is subject to some constraints.