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Terminology

Terminology. program = optimization problem linear program, integer program, quadratic program, … decision variables objective constraints feasible solution. Terminology. max x x T r s.t. x T Cx <= (10%) 2 1 T x = 1. Least Squares. Data: ( x i ,y i ) i=1,…,n. Solution.

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Terminology

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  1. Terminology • program = optimization problem • linear program, integer program, quadratic program, … • decision variables • objective • constraints • feasible solution

  2. Terminology maxx xTr s.t. xTCx <= (10%)2 1Tx = 1

  3. Least Squares • Data: (xi,yi) i=1,…,n

  4. Solution

  5. Extensions • a,b >= 0 • aTxi+b >= 0

  6. Modeling • Data? • Variables? • Constraints? • Objective? • Intermediate Variables? • Solvable? • Solution make sense? • Sensitivity

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