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solution whereas local optimization finds the optimal value within the neighboring set of
candidate solution.
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Ankit Soni
Lives in Pittsburgh, PA
· 11y
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Originally Answered: Difference between locally optimum and globally optimum strategy?
Lets say we can measure the quality of the result that an algorithm produces by some number.
The higher the number, the better the result. Lets suppose that an algorithm is basically
traversing a tree containing positive and negative numbers. The leaves mark endpoints of the
algorithm. On reaching a leaf, the algorithm produces a result where the quality is the sum of all
the numbers on the path from the root to the leaf.
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· Updated 3y
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Global optimization is a way to find a “good enough” state for a problem. If problem is “drawing
Mona-Lisa out of just transparent circles”, then “good enough” can be defined as “looks like
Mona Lisa when I squint my eyes”:
But for an engineering problem like designing an efficient aircraft wing, then “good enough”
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Related questions
What advantages does global optimization have over local search techniques in solving machine
learning problems?
What is optimization?
What distinguishes a local, isolated local, and a global solution of an optimization problem?
Related questions
What advantages does global optimization have over local search techniques in solving machine
learning problems?
What is optimization?
What distinguishes a local, isolated local, and a global solution of an optimization problem?
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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:
for all values of x in range .
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:
We observe that is the global maximum of the function since in , the function takes
the higher value. However, if we consider only the region of negative numbers, is the
maximum in this region. So, is a local maximum.
In case the objective function contains more than one global optima, the optimization
problem is referred to as multimodal. In this case, there are multiple values of the
decision variables that optimize the objective function