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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer Science+Business Media New York
About this entry
Cite this entry
(2013). Optimality Criteria. In: Gass, S.I., Fu, M.C. (eds) Encyclopedia of Operations Research and Management Science. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-1153-7_200553
Download citation
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200553
Published:
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4419-1137-7
Online ISBN: 978-1-4419-1153-7
eBook Packages: Business and Economics