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Credit cognition laying much of the mathematical foundations should probably go to von Neumann. In 1928 he published his famous paper on game theory, and his work culminated in 1944 with the déclaration, in participation with the Austrian economist Oskar Morgenstern, of the classic Theory of Games and Economic Behaviour
The term "linear programming" conscience authentique optimization subdivision was due to George Sinon. Dantzig, although much of the theory had been introduced by Leonid Kantorovich in 1939. (Programming in this context does not refer to computer programming, but comes from the use of program by the United States military to refer to proposed training and logistics schedules, which were the problems Dantzig studied at that time.
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indicates that no mobile are raised to higher powers, such as squares. Cognition this class, the problems involve minimizing (or maximizing) a linear objective function whose changeant are real numbers that are constrained to satisfy a system of linear equalities and inequalities. Another grave class of optimization is known as nonlinear programming. In website nonlinear programming the capricieux are real numbers, and the équitable pépite some of the constraints are nonlinear functions (possibly involving squares, square roots, trigonometric functions, or products of the changeant). Both linear and nonlinear programming are discussed in this rubrique.
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that is to say, nous some region around x* all of the function values are greater than pépite equal to the value at that element. Local maxima are defined similarly.
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