The document discusses local and global optima in mathematical optimization problems. It defines local optima as an extrema point within a region of input space, while global optima is the maximum or minimum value over the entire input space. An example shows a local maximum within a region and a global maximum over the whole space.
The document discusses local and global optima in mathematical optimization problems. It defines local optima as an extrema point within a region of input space, while global optima is the maximum or minimum value over the entire input space. An example shows a local maximum within a region and a global maximum over the whole space.
The document discusses local and global optima in mathematical optimization problems. It defines local optima as an extrema point within a region of input space, while global optima is the maximum or minimum value over the entire input space. An example shows a local maximum within a region and a global maximum over the whole space.
The document discusses local and global optima in mathematical optimization problems. It defines local optima as an extrema point within a region of input space, while global optima is the maximum or minimum value over the entire input space. An example shows a local maximum within a region and a global maximum over the whole space.
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1.
Overview In this tutorial, we’ll talk about the concepts of local and global optima in an optimization problem. First, we’ll make an introduction to mathematical optimization. Then, we’ll define the two terms and briefly present some algorithms for computing them.
2. Prerequisites First, let’s briefly introduce the basic terms of optimization. A mathematical optimization problem consists of three basic components: The objective function is the value we want to optimize The decision variables are the inputs of the objective function we can control The constraints restrict the range of values the decision variables can take
So, the goal is to find the optimal values of the decision variables that satisfy the constraints and optimize (maximize or minimize) the value of . However, as the problem becomes more complex, finding the optimal values becomes more difficult. So, sometimes it is easier to find some values that are not optimal but are good enough for the problem. In this case, we have a local optimal.
3. Local Optima A local optimum is an extrema (maximum or minimum) point of the objective function for a certain region of the input space. More formally, for the minimization case is a local minimum of the objective function if:
for all values of x in range .
4. Global Optima A global optimum is the maximum or minimum value the objective function can take in all the input space. More formally, for the minimization case is a global minimum of the objective function if:
for all values of x.
In the image below, we can see an example of a local and a global maximum: We observe that is the global maximum of the function since in , the function takes the higher value. However, if we consider only the region of negative numbers, is the maximum in this region. So, is a local maximum. In case the objective function contains more than one global optima, the optimization problem is referred to as multimodal. In this case, there are multiple values of the decision variables that optimize the objective function
