Mathematical Programming Glossary - Index

Mathematical Programming Glossary - Index
 


within index:   A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

ABS algorithm
Abstract program
Active constraint
Active set method
Activity analysis
Acyclic
Adjacency matrix
Adjacent basis
Adjoint
Admissible
Advanced basis
Affine combination
Affine function
Affine hull
Affine independence
Affine scaling
Affine set
Aggregation
AIMMS
Algorithm
Almost complementary
Alternative systems
AMPL
Analytic center
Ant colony optimization
Anticycling rule
Approximation algorithm
Arborescent sets
Argmax
Argmin
Artificial variable
Assembly line balancing problem
Assignment polytope
Assignment problem
Asymptotic Linear Programming
Asymptotic stability
Auction algorithm
Augmented Lagrangian
Augmenting path
Automatic differentiation


Backbone
Backtracking
Backward substitution
Backward transformation
Backward triangularization
Balance equation
Barrier function
Barycenter
Basic
Benders' decomposition
Biconcave function
Biconvex function
Biconvex program
Bidding algorithm
Bilevel program
Bilinear function
Bilinear program
Big-M method
Bin packing problem
Binary relation
Binary variable
Binding constraint
Bisection
Bland's rule
Blending problem
Block pivot
Blocking polyhedron
Bolzano-Weierstrass theorem
Bordered hessian
Bottleneck assignment problem
Bottleneck transportation problem
Bottleneck TSP problem
Box constraint
Braess paradox
Branch and bound
Branch and cut
Branch and price
Breakpoint
Broyden family
Broyden-Fletcher-Goldfarb-Shanno (BFGS) method
Broyden-Fletcher-Goldfarb-Shanno (BFGS) update
Bundle method, bundle algorithm

Calculus of variations
Capacity expansion
Capital budgeting problem
Carathéodory conditions
Caterer problem
Cauchy-Schwarz inequality
Ceiling
Central path
Certainty equivalent
Certificate
Chance constraint
Character of a solution
Characteristic cone
Chemical equilibrium problem
Chinese postman problem
Chinese Remainder Theorem
Cholesky factorization
Chvátal cut
Chvátal function
Closed form solution
Closed function
Closed map
Closed set
Closure condition
Coercive function
Column generation
Combinatorial program
Compact formulation
Compact set
Compatibility theory
Complementarity condition
Complementarity problem
Complementary slackness
Complementary variables
Complexity
Complicating variables
Component
Composite concave program
Composite function
Concave function
Condition number
Cone
Cone of optimality
Conic program
Conjugate directions
Conjugate duality
Conjugate function
Conjugate gradient method
Conjugate vectors
Conjunctive Normal Form (CNF)
Connected network
Consistent
Constraint
Constraint qualification
Continuous program
Contour
Contraction map
Convergence
Convex combination
Convex cost flow problem
Convex function
Convex hull
Convex program
Convex set
Convex simplex method
Convexity cut
Corner polyhedron problem
Correlation matrix
Cost of capital
Covering problem
CPLEX
Cramer's rule
Crash
Criss-cross method
Critical path
Critical point
Crossover operation
Cut search
Cutset
Cutting plane
Cutting stock problem
Cyclic descent
Cycling
Damped Newton method
Dantzig-Wolfe decomposition
Davidon-Fletcher-Powell (DFP) method
Davidon-Fletcher-Powell (DFP) update
Dead end elimination
Decomposition principle
Decoupling principle
Degeneracy
Degeneracy graph
Degenerate Polyhedron
Degree-2 inequality
Degree of difficulty
Density
Detached coefficient form
Dichotomous search
Diet problem
Digraph
Dijkstra's algorithm
Dimension
Diophantine equations
Directed tree search
Directional derivative
Discount rate (or Discount factor)
Discrete program
Disjunctive Normal Form (DNF)
Disjunctive program
Divide and conquer
Dominance
Doubly stochastic matrix
Dual
Dual Degeneracy
Dual method
Dual norm
Dual price
Duality
Duality gap
Duality theorems
Dynamic program
Economic order quantity
Effective domain
Efficient frontier
Eigenvalue
Elastic program
Elementary matrix
Elementary simplex method
Elementary vector
Ellipsoid
Ellipsoid method
Epigraph
Equilibrium basis
Euclidean norm
Euler-Lagrange equation
Evolutionary algorithm
Exact penalty function
Existence of solution
Expanding Subspace Theorem
Explicitly quasiconcave function
Explicitly quasiconvex function
Exponent matrix
Exterior penalty function
Extrapolation
Extreme point
Extreme ray
Extreme value
Face
Facet
Facility location problem
Factorable function
Factorable program
Factored form of basis
Fallacy of Averages
Farkas' lemma
Fathom
Feasibility map
Feasible
Feasible direction
Fermat-Weber problem
Fibonacci search
Fibonacci sequence
Fill-in
First-order conditions
Fixed charge
Fixed point
Fixed variable
Fleet mix problem
Floor
Flow augmenting path
Forced equality
Forcing substructure
Forward substitution
Forward transformation
Forward triangularization
Fourier-Motzkin elimination
Frank-Wolfe Theorem
Fractional program
Free variable
Fritz John conditions
Fuzzy mathematical program
Fuzzy set
GAMS
Gauge function
Gaussian elimination
Gauss-Jordan elimination
Gauss-Seidel method
Generalized equation
Generalized inverse
Generalized Lagrange Multiplier method
Generalized network
Generalized reduced gradient method
Generalized upper bound
Genetic algorithm
Geometric convergence
Geometric mean
Geometric program
Global convergence
Global optimization
Global optimum
Glover's Linearization
Goal program
Golden mean
Golden section search
Gomory cut
Gomory function
Gomory group
Gradient
Gradient projection method
Graph
GRASP
Greedy algorithm
Gröbner basis
Group problem
Haar condition
Hadamard inequality
Half-line
Halfspace
Hausdorff metric
Hessenberg matrix
Hessian
Heuristic
Heuristic function
Heuristic search
Hirsch conjecture
Hölder's inequality
Homogeneous function
Homotopy
Hungarian Method
Hypergraph
Hyperplane
Hypograph
Implicit enumeration
Implicit Function Theorem
Implied equality
Inactive constraint
Incidence matrix
Inconsistent
Independent set
Indicator function
Inequality
Inequality of degree k
Infeasible
Inference dual
Infimum
Infinite [dimensional] program
Inner approximation
Integer equivalent aggregation
Integer polyhedron
Integer program
Integer rounding
Interior (point) method
Interior penalty function
Interior solution
Interpolation
Intersection cut
Inventory balance equation
Inventory control problem
Inverse problem
Involutionary property
Irreducible inconsistent subsystem
Irredundant
Isoperimetric problem
Isoquant
Isotonic function

Jacobian
Jamming
Jeroslow formula
Jensen's Inequality
Job scheduling/sequencing
Kantorovich inequality
Karmarkar's algorithm
Kernel of a basis
Klee-Minty polytope
Knapsack problem
k-opt
Kuhn-Tucker conditions
Kuhn-Tucker point
Label correcting algorithm
Label setting algorithm
Labeling algorithm
Lagrange conditions
Lagrange Multiplier Rule
Lagrange's multiplier theorem
Lagrangian
Lagrangian duality
Lagrangian relaxation
Lattice
Lattice program
Lattice search
Level set
Levenberg Marquardt algorithm
Lexicographic order
Lifting
LINDO
Line search
Line segment
Linear combination
Linear convergence
Linear program
Linearity interval
LINGO
Lipschitz continuous
Local convergence
Local optimum
Locally convex function
Location problem
Lockbox problem
Logical variable
Lot size problem
Lower semi-continuity
Lower triangular matrix
LPL
LU decomposition
Manpower planning problem
Marginal price
Markov decision process
Matching problem
Mathematical Program
Matrix norm
Matroid
Max flow problem
Max Flow - Min Cut theorem
Maximal
Maximand
Maximum
Maximum principle
MaxMin
MAXSAT
Memetic algorithm
Metaheuristic (some hyphenate: meta-heuristic)
Method of centers
Metric
MIMI
Minimal
Minimal inequality
Minimand
Minimax
Minimax Theorem
Minimum
Minkowski's inequality
MINOS
Mixed-integer program
Modified Newton method
MODLER
Monoid
Monotonic function
Monte Carlo optimization
Moore-Penrose inverse
More for less paradox
MOSEK
Mosel
MPL
Multi-commodity flow
Multilevel program
Multiple objectives
Multi-stage decision process
Mutation operation
Myopic optimization
Near optimal
Nearest neighbor algorithm
Negative definite matrix
Negative semi-definite matrix
Neighborhood
Nelder-Mead simplex method
Network
Network flows
Neural network
Newsboy problem
Newton's method
No-free-lunch theorem
Node packing problem
Nonbasic
Nondegeneracy
Nonlinear program
n-Opt
Norm
Normal cone
Northwest corner rule
NP-complete
NP-hard
Null space

Objective function
100% Rule
Online problem
Optimal
Optimal partition
Optimal response function
Optimality region
Optimum
Order of convergence
Orthogonal complement
Orthogonal matrix
Orthogonal vectors
OSL
Outer approximation
Out-of-kilter algorithm
Over-optimize
Packing problem
Parallel algorithm
Parallel tangents
Parameter
Parametric analysis
Parametric programming
Pareto optimum
Partial conjugate gradient method
Partial quasi-Newton method
Partial solution
Partially ordered set
Particle Swarm Optimization
Partitioning problem
Path
Path following
Pattern search
Penalty function
Perturbation
Phase I & Phase II
Pivot
Pivot selection
P-matrix
Pointed cone
Point-to-set map
Polar cone
Policy iteration
Polyhedral annexation
Polyhedral annexation problem
Polyhedron
Polymatroid
Polytope
Pooling of inventory
Pooling problem
Portfolio selection problem
Positive definite matrix
Positive semi-definite matrix
Postman problem
Posynomial
Precedence constraint
Preconditioning
Predictor-corrector algorithm
Pre-processing
Presolve
Pricing
Primal Degeneracy
Primal method
Primal program
Prime representation
Principle of optimality
Problems
Product form of basis
Product mix problem
Production scheduling problem
Projected gradient method
Proper optimum
Pseudo-boolean function
Pseudo-boolean program
Pseudoconcave function
Pseudoconvex function
Pseudocost
Pseudo-inverse
Pseudo-monotone function
Quadratic assignment problem
Quadratic form
Quadratic program
Quasiconcave function
Quasiconvex function
Quasimonotonic function
Quasi-Newton method
Randomized program
Range of compatibility
Range constraint
Rank-one correction
Rank-two correction
Rate of convergence
Rates of substitution
Ray
Recession cone
Recession direction
Recourse model
Reduce
Reduced cost
Reduced gradient method
Redundant constraint
Refinery problems
Reformulation
Reformulation-Linearization Technique
Regular point
Relative interior
Relaxation
Reoptimization
Reproduction operation
Requirements space
Residuals
Response space
Restricted basis entry rule
Reverse convex constraint
Reverse convex program
Right-hand side
Rim data
Robust optimization
Rosenbrock function
Rosen's decomposition
Routing problems
Saddle point
Satisfiability problem
Scaling
Scatter search
Scheduling
Search tree
Secant method
Second-order conditions
Self concordance
Semi-assignment problem
Semi-definite program
Semi-infinite program
Sensitivity analysis
Separable program
Separating hyperplane
Sequencing problems
Sequential decision process
Sequential Linear Programming
Sequential Quadratic Programming
Sequential Unconstrained Minimization Technique
Set covering problem
Shadow price
Sherman-Morrison formula
Shortest path
Signomial
Simplex
Simplex method
Simplex multiplier
Simplicial subdivision
Simulated annealing
Skew symmetric matrix
Slack variable
Slater's (interiority) condition
Spanning tree
Sparsity
Specially ordered set
Spectral radius
Spectrum
Speed of convergence
Stability region
Stable mathematical program
Stable set
Standard Linearization
Stationary point
Stationary policy
Steel beam assortment problem
Steepest ascent
Steiner problem
Step size
Stochastic matrix
Stochastic program
Strict interior
Strict optimum
Strictly complementary
Strictly concave function
Strictly convex function
Strictly quasiconcave function
Strictly quasiconvex function
Strongly concave function
Strongly convex function
Strongly quasiconcave function
Strongly quasiconvex function
Structural variable
Subadditive function
Subdifferential
Subgradient
Sublinear rate of convergence
Submodular function
Subspace
Substitution
Successive approximation
Sufficient matrix
Superadditive function
Superbasic variable
Superconsistent
Superlinear rate of convergence
Supermodular function
Super-sparsity
Support set
Supporting hyperplane
Supremum
Surplus variable
Surrogate constraint
Surrogate relaxation
Symmetric dual
Symmetry exclusion
Tableau
Tabu search
Tangent cone
Tangent plane
Target analysis
Taylor expansion
Taylor series
Taylor's Theorem
Theorem of the alternative
Tight constraint
Time-staged
TNP rule
Tolerance approach
Tolerances
Topological sort
Totally unimodular matrix
Transportation problem
Transposition theorem
Transshipment problem
Traveling salesman problem (TSP)
Triangle inequality
Triangular matrix
Trim problem
Truncated gradient
Trust region method
Unbounded mathematical program
Unconstrained mathematical program
Unconstrained optimization
Unimodal function
Unimodular matrix
Unitary matrix
Univariate optimization
Upper semi-continuity
Upper triangular matrix
Utility function

Valid inequality
Value iteration
Variable metric method
Variable upper bound
Variational calculus
Variational inequality
Vector space
Vehicle routing problem
Vertex
Vertex cover
Vertex enumeration

Warehouse problem
Weak duality
Weber problem
Weierstrass' theorem
Well posed
Working set
XPRESS-MP


Zigzag phenomenon
within index:   A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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