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In mathematical optimization, constrained optimization (in some contexts called constraint optimization) is the process of optimizing an objective function with respect to some variables in the presence of constraints on those variables. The objective function is either a cost function or energy function which is to be minimized, or a reward function or utility function, which is to be maximized. Constraints can be either ''hard constraints'' which set conditions for the variables that are required to be satisfied, or ''soft constraints'' which have some variable values that are penalized in the objective function if, and based on the extent that, the conditions on the variables are not satisfied. ==General form== A general constrained minimization problem may be written as follows: : where and are constraints that are required to be satisfied; these are called hard constraints. In some problems, often called ''constraint optimization problems'', the objective function is actually the sum of cost functions, each of which penalizes the extent (if any) to which a soft constraint (a constraint which is preferred but not required to be satisfied) is violated. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Constrained optimization」の詳細全文を読む スポンサード リンク
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