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objective function

The quantity an optimization problem is trying to make as small or as large as possible.

The objective function f:\mathbb R^n\to\mathbb R maps a candidate solution x (a choice of every decision variable) to a single number measuring how good that choice is. A minimization problem seeks x making f(x) as small as possible; a maximization problem seeking the largest f(x) is equivalent to minimizing -f(x), so this course states every problem as a minimization without loss of generality.

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