Optimization Objectives

Published by onesixx on

주어진 제약(constraints)하에서 최적화(optimized)를 통해 최대/소값을 구해야하는 함수

https://www.varsitytutors.com/hotmath/hotmath_help/topics/linear-programming

Example: 여러Constraints이 설정되어 있는 목적함수(objective function , f(x,y)=4x+5y )의 minimum 또는 maximum 값을 찾아 보자

Constraints :
x>0,
y≥0,
x+y≤6

feasible(decision variable) solutions(space, area, alternatives):
Constraint를 통해 만들어지 삼각형

vertex(꼭지점, 복수 vertices )
(0,0) , (0,6), (6,0) 

각 꼭지점에 대해 Objective function의 값을 구해보면,
(0,0): f(0,0)=4(0)+5(0)=0 , Minimum value of f(x,y)
(0,6): f(0,6)=4(0)+5(6)=30, Maximum value of f(x,y)
(6,0): f(6,0)=4(6)+5(0)=24

Multi-objective optimization 

aka. multi-objective programming, vector optimization, multi-criteria optimization, multi-attribute optimization, Pareto optimization

Categories: R Analysis

onesixx

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