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Nonlinear programming
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=== Branch and bound === Another method involves the use of [[branch and bound]] techniques, where the program is divided into subclasses to be solved with convex (minimization problem) or linear approximations that form a lower bound on the overall cost within the subdivision. With subsequent divisions, at some point an actual solution will be obtained whose cost is equal to the best lower bound obtained for any of the approximate solutions. This solution is optimal, although possibly not unique. The algorithm may also be stopped early, with the assurance that the best possible solution is within a tolerance from the best point found; such points are called Ξ΅-optimal. Terminating to Ξ΅-optimal points is typically necessary to ensure finite termination. This is especially useful for large, difficult problems and problems with uncertain costs or values where the uncertainty can be estimated with an appropriate reliability estimation.
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