An objective function is a function whose value is to be minimized or maximized in a problem from optimization theory. A constrained optimization problem can be written in the form

where is the objective function and is the feasible region determined by the constraints. If is the entire domain of , the problem is said to be unconstrained.

In linear programming, both the objective function and the constraints are linear. Other problems optimize several objective functions simultaneously.

See also

Error Function, Global Optimization, Linear Programming, Optimization Theory

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References

Nocedal, J. and Wright, S. J. Numerical Optimization. New York: Springer-Verlag, 1999.

Cite this as:

Weisstein, Eric W. "Objective Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ObjectiveFunction.html

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