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Fig. 8.1. Example of TSP with 101 cities
8.2 Complexity of an Optimization Problem
Optimisation problems can be classified as a function of their intrinsic com-
plexity.
In industrial applications, an optimisation problem can often be modelled
with a cost function and a set of constraints that are linear functions of the
optimisation variables (real numbers). In that case, the problem is a linear
programming problem and an exact solution can be found in a reasonable
time: the optimal solution can be found in a number of iterations that varies
Fig. 8.2. Optimal solution of the TSP given on Fig. 8.1
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