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13 Optimization - Optimization CEE 3804 Computer...

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Optimization CEE 3804 Computer Applications for Civil and Environmental Engineers
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CEE 3804 2 Optimization While root finding involves searching for zeros of a function, optimization involves searching for a maximum or minimum of a function. An optimum occurs where the curve is flat. Hence f’(x) = 0 at an optimum. The second derivative f’’(x) is positive for a minimum and negative for a maximum.
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CEE 3804 3
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CEE 3804 4 Types of Optimization Some optimization algorithms treat the problem as a root finding problem for f’(x). As with roots, a distinction is made between single variable problems and multivariable problems.
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