Encyclopedia of Operations Research and Management Science

2013 Edition
| Editors: Saul I. Gass, Michael C. Fu

Optimality Criteria

Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200553

Mathematical conditions used to test whether or not a given feasible solution is optimal in an optimization problem. Examples include the Karush-Kuhn-Tucker conditions for some nonlinear-programming problems; the simplex algorithm test applied to the reduced costs of the nonbasic variables for linear-programming problems; the Bellman optimality equation for dynamic programming, and the Hamilton-Jacobi-Bellman equation for optimal control.

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© Springer Science+Business Media New York 2013