Take 1-D knapsack problem as an example:

How to model an optimization problem

  • Choose some decision variables
  • Express the problem constraints in terms of these variables
  • Express the objective function

In 1-D knapsack

Discrete Optimization (Coursera) week2 - 1.5 问题的建模,A toy example
Discrete Optimization (Coursera) week2 - 1.5 问题的建模,A toy example
The difficulty comes from the exponential growth of search space:

Suppose there are 50 items to pick, then we have 2502^{50} choices. If we use 1 milisecond to check if a solution is valid, it needs 1,285,273,866 centuries.

So We have to somehow narrow the search space …

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