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  2. Big M method - Wikipedia

    en.wikipedia.org/wiki/Big_M_method

    The "Big M" refers to a large number associated with the artificial variables, represented by the letter M. The steps in the algorithm are as follows: Multiply the inequality constraints to ensure that the right hand side is positive. If the problem is of minimization, transform to maximization by multiplying the objective by −1.

  3. Maximum and minimum - Wikipedia

    en.wikipedia.org/wiki/Maximum_and_minimum

    Similarly, the function has a global (or absolute) minimum point at x ∗, if f(x ∗) ≤ f(x) for all x in X. The value of the function at a maximum point is called the maximum value of the function, denoted max ( f ( x ) ) {\displaystyle \max(f(x))} , and the value of the function at a minimum point is called the minimum value of the ...

  4. Minimax approximation algorithm - Wikipedia

    en.wikipedia.org/wiki/Minimax_approximation...

    For example, given a function defined on the interval [,] and a degree bound , a minimax polynomial approximation algorithm will find a polynomial of degree at most to minimize max a ≤ x ≤ b | f ( x ) − p ( x ) | . {\displaystyle \max _{a\leq x\leq b}|f(x)-p(x)|.} [ 3 ]

  5. Least absolute deviations - Wikipedia

    en.wikipedia.org/wiki/Least_absolute_deviations

    Least absolute deviations (LAD), also known as least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization technique based on minimizing the sum of absolute deviations (also sum of absolute residuals or sum of absolute errors) or the L 1 norm of such values.

  6. Lagrange multiplier - Wikipedia

    en.wikipedia.org/wiki/Lagrange_multiplier

    In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). [1]

  7. Approximation algorithm - Wikipedia

    en.wikipedia.org/wiki/Approximation_algorithm

    For example, one of the long-standing open questions in computer science is to determine whether there is an algorithm that outperforms the 2-approximation for the Steiner Forest problem by Agrawal et al. [3] The desire to understand hard optimization problems from the perspective of approximability is motivated by the discovery of surprising ...

  8. Linear least squares - Wikipedia

    en.wikipedia.org/wiki/Linear_least_squares

    Linear least squares (LLS) is the least squares approximation of linear functions to data. It is a set of formulations for solving statistical problems involved in linear regression, including variants for ordinary (unweighted), weighted, and generalized (correlated) residuals.

  9. Least squares - Wikipedia

    en.wikipedia.org/wiki/Least_squares

    The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation. In regression analysis, least squares is a parameter estimation method based on minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each ...