1.1.1 Classical Optimization Models
As mentioned, optimization problems are encountered in many domains: science,
engineering, management, and business. An optimization problem may be defined by
the couple (S, f ), where S represents the set of feasible solutions2, and f : S −→ R
the objective function3 to optimize. The objective function assigns to every solution
s ∈ S of the search space a real number indicating its worth. The objective function
f allows to define a total order relation between any pair of solutions in the search
space.