Types of Optimization:

Continuous Optimization:

A few models possibly bode well if the factors take on qualities from a discrete set, frequently a subset
of whole numbers, while different models contain factors that can take on any genuine worth. Models
with discrete factors are discrete optimization issues; models with continuous factors are continuous
optimization issues. Continuous optimization issues will in general be simpler to tackle than discrete
optimization issues; the perfection of the capacities implies that the target capacity and limitation work
esteems at a point x can be utilized to conclude information about focuses in a neighborhood of x.
Nonetheless, enhancements in algorithms combined with progressions in figuring innovation have
drastically expanded the size and multifaceted nature of discrete optimization issues that can be settled
proficiently. Continuous optimization algorithms are important in discrete optimization on the grounds
that many discrete optimization algorithms produce a succession of continuous sub problems.

Example:

In order to forecast weather, we first need to solve a problem to identify the state of the atmosphere a
few hours ago. This is done by finding the state that is most consistent with recent meteorological
observations (temperature, wind speed, humidity, etc.) taken at a variety of locations and times. The
model contains differential equations that describe evolution of the atmosphere, statistical elements
that describe prior knowledge of the atmospheric state, and an objective that measures the consistency
between the atmospheric state and the observations

Unconstrained Optimization:

Another important qualification is between issues in which there are no imperatives on the factors and
issues in which there are requirements on the factors. Unconstrained optimization issues emerge
straightforwardly in many viable applications; they additionally emerge in the reformulation of
compelled optimization issues in which the limitations are supplanted by a punishment term in the goal
work. Compelled optimization issues emerge from applications in which there are express imperatives
on the factors. The requirements on the factors can differ generally from straightforward limits to
frameworks of uniformities and disparities that model complex connections among the factors.
Compelled optimization issues can be facilitated characterized according to the idea of the requirements
e.g., straight, nonlinear, curved, and the perfection of the capacities.

Example:

Let f(x, y) = 8x^3 – 24xy + y^3. Find the critical points of, f.

Sol:

Let

f/x = 24^2 – 24y =24(x^2 – y)

f/y = 24x- 3y^2 = 3(8x – y^2)

Both of these are zero if x^2 – y= 0 and 8x – y^2 = 0. Substituting the first into second.
0 = (x^2)^2 – 8x = x^4 – 8x = x(x^3 - 8) = x(x-2)(x^2 + 2x+4)

And the solutions are x=0 and x= 2. If x=0 then y=0 and if x=2 then y =4. So the critical points are (0, 0)
and (2, 4).

Multi Objectives Optimization:

Most optimization issues have a solitary target work, notwithstanding, there are intriguing situations
when optimization issues have no target work or various target capacities. Practicality issues are issues
in which the objective is to discover values for the factors that fulfill the imperatives of a model with no
specific goal to advance. Complementarity issues are inescapable in designing and financial aspects. The
objective is to discover an answer that fulfills the complementarity conditions. Multi-target optimization
issues emerge in many fields, for example, designing, financial aspects, and coordination, when ideal
choices should be taken within the sight of compromises between two or more clashing objectives. For
instance, building up another component may include limiting weight while expanding strength or
picking a portfolio may include augmenting the normal return while limiting the danger. By and by,
issues with numerous objectives frequently are reformulated as single target issues by either forming a
weighted blend of the various objectives or by supplanting a portion of the objectives by limitations.

Example:

Let we have single optimization function in the optimization problem.

Max Y = Z^3 – (X-2)^2 +3

Now let’s add another objective to the optimization problem:

Min k = (X -2)^2 + 1

Now the optimization problem is as follows:

Max Y, Max K

Where

Y = Z^3 – (X-2)^2 +3

K = (X -2)^2 + 1

Subject to:

1< X < 3 & 1 < Z < 2

Deterministic Optimization:

In deterministic optimization, it is expected that the information for the given issue are known precisely.
Be that as it may, for many real issues, the information can't be known precisely for an assortment of
reasons. The primary explanation is because of straightforward estimation error. The second and more
central explanation is that some information address information about the future e. g., item interest or
cost for a future time-frame, and just can't be known with conviction. In optimization under
vulnerability, or stochastic optimization, the vulnerability is incorporated into the model. Strong
optimization procedures can be utilized when the boundaries are known uniquely inside specific limits;
the objective is to discover an answer that is possible for all information and ideal in some sense.
Stochastic programming models exploit the way that likelihood circulations overseeing the information
are known or can be assessed; the objective is to discover some strategy that is plausible for all the
conceivable information examples and enhances the normal performance of the model.

Example:

Egg dropping problem.

Let us take a trail at floor x for an (n, k) problem there are two outcomes;

1- Egg broken: if egg’s broke then we solve a problem (n-1, x-1)

2- Egg not broken: if egg’s not broke then we solve problem (n, k-x)

Naturally nature select the bigger value that we minimize over x:

W(n, k) = min {1 +max{W(n-1,x-1),W(n, k-x)}}, n >1, k >1