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algorithmmathematical-optimizationlinear-programming

What is the name of this optimization problem?


suppose that we can describe a problem with two formulas, i.e. we have:

f(a,b) and g(b,c) with unknown a,b,c

with

a=inv(c)

and we have such optimization algorithm as a solution:

-1: start with random a, name it old-a
-2: solve f(old-a,b), and find b
-3: put b in g(b,c), and find c
-4: now we have an approximation of a: new-a = inv(c)
-5: old-a = new-a, go to step 1, until we reached to an err such that err=(new-a - old-a)<epsilon

What is the name of this optimization?

I know it could be a multi-objective optimization, goal programming, a kind of linear programming, or some chain ... but I want a certain name of optimization problem or sub-class name, with an exact definition of it. I mean, if it is a sub-class of LP, then what is the sub-class name, and where is a reference book or paper?


Solution

  • I asked this question from several students, and they said that it is not a special algorithm, it is just a kind of evolutionary optimization.