Continuous optimization

Given function f:df: \mathbb{R}^d \rightarrow \mathbb{R}. Find x̂\hat{x} such that:

f(x̂)minxf(x)+ϵf(\hat{x}) \leq \min_x f(x) + \epsilon ^f11fcd


Have some function f:df: \mathbb{R}^d \rightarrow \mathbb{R}. Want to find x*x^* such that: f(x*)=minxf(x*)f(x^*) = \min_x f(x^*)

Or at least x̂\hat{x} which is close to a minimum e.g. #^f11fcd

Often have additional constraints such as 𝐱>0\mathbf{x} > 0, ||𝐱||2R||\mathbf{x}||_2 \leq R, ||𝐱||1R||\mathbf{x}||_1 \leq R, 𝐚T𝐱>c\mathbf{a}^T \mathbf{x} > c


Also see: Convex Optimization notes (specific type of continuous optimization)