Terminology

1
Terminology

• program optimization problem
• linear program, integer program, quadratic
  program,
• decision variables
• objective
• constraints
• feasible solution

2
Terminology

• maxx xTr
• s.t. xTCx lt (10)2
• 1Tx 1

3
Least Squares

• Data (xi,yi) i1,,n

4
Solution
5
Extensions

• a,b gt 0
• aTxib gt 0

6
Modeling

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