一、基本概念:
1. 三个核心概念:
目标函数(代价函数,cost function) 约束条件(constraint condition) 求解方法
2. 分类
线性规划:cost function and constraint conditions art both linear form;
非线性规划:at leat one of the cost function and constraint function is NOT linear;
整数优化/混合优化:
动态优化(最优控制)dynamic programming (optimal control):
随机优化stochastic optimization:
多目标优化multi-objective:
博弈论game theory: