Mathematical Optimization (mathematical)optimization problem minimize fo(x) subject to fi(x)<bi,i=1,...,m =(1,...,n):optimization variables ●fo:Rm一R:objective function ●fi:Rn一R,i=1,..,m:constraint functions optimal solution has smallest value of fo among all vectors that satisfy the constraints System Engineering by J.J.Gao CLGO 5+ - System Engineering by J. J. Gao 5 Mathematical Optimization