Course Inication
Course Inication
management philosophy: that you can improve the overall performance of a system (such
as a company) by individually improving the performance of its parts.
These isolated improvements are known as “local optima.” A local optimum is whatever is
best for the performance of one individual part, whereas the global optimum is what is best
for the performance of the system as a whole.
To put our previous conclusion a different way: adding up a series of local optima does not
automatically lead to a global optimum. In fact, it can lead to the exact opposite.
This is perhaps the most counterintuitive aspect of complex systems: that individually
optimizing the performance of each part results in an overall system that is severely under-
optimized. The more you “improve” each part of a system, the worse overall performance
gets.
1. Overview
In this tutorial, we’ll talk about the concepts of local and global optima in an
optimization problem. First, we’ll make an introduction to mathematical optimization.
Then, we’ll define the two terms and briefly present some algorithms for computing them.
2. Prerequisites
First, let’s briefly introduce the basic terms of optimization.
A mathematical optimization problem consists of three basic components:
The objective function is the value we want to optimize
The decision variables are the inputs of the objective function we can
control
The constraints restrict the range of values the decision variables can take
So, the goal is to find the optimal values of the decision variables that satisfy the
constraints and optimize (maximize or minimize) the value of . However, as the
problem becomes more complex, finding the optimal values becomes more difficult. So,
sometimes it is easier to find some values that are not optimal but are good enough for the
problem. In this case, we have a local optimal.
3. Local Optima
A local optimum is an extrema (maximum or minimum) point of the objective
function for a certain region of the input space. More formally, for the minimization
case is a local minimum of the objective function if:
4. Global Optima
A global optimum is the maximum or minimum value the objective function can take
in all the input space. More formally, for the minimization case is a global
minimum of the objective function if: