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Diffusion Processes with Hidden States from ... - FU Berlin, FB MI

Diffusion Processes with Hidden States from ... - FU Berlin, FB MI

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A.4 Definitions for OptimizationDefinition A.11 (Local Optimum).A (local) optimum x ∗ l∈ X of one (objective) function f : X ↦→ R is either a local maximumor a local minimum.Definition A.12 (Global Maximum).A global maximum ˆx ∈ X of one (objective) function f : X ↦→ R is an input element <strong>with</strong>f ( ˆx) ≥ f (x) for all x ∈ X.Definition A.13 (Global Minimum).A global minimum ˇx ∈ X of one (objective) function f : X ↦→ R is an input element <strong>with</strong>f ( ˇx) ≤ f (x) for all x ∈ X.Definition A.14 (Global Optimum).A global optimum x ∗ ∈ X of one (objective) function f : X ↦→ R is either a global maximum or aglobal minimum.Definition A.15 (Optimal Set).The optimal set X ∗ is the set that contains all optimal elements.Definition A.16 (Solution Candidate).A solution candidate x is an element of the problem space X of a certain optimizationproblem.105

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