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General form of an optimisation problem

Optimisation problems can be formulated in the following general form:

$\displaystyle \min$   $\displaystyle f(x)$  
subject to   $\displaystyle x\in X$  

where $ X\subset {\mathbb{R}}^n$ and $ f(x)$ is a function $ {\mathbb{R}}^n\rightarrow {\mathbb{R}}$. This means that the aim is to find x which belongs to a given domain X such that the objective function f is minimised. If a problem is a maximisation problem instead then one can turn it into the above form by using min -f(x) instead of max f(x).



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