An objective function is a function whose value is to be minimized or maximized in a problem from optimization theory. A constrained optimization problem can be written in the form
 |
where 
is the objective function and 
is the feasible region determined by the constraints. If 
is the entire domain of 
, the problem is said to be unconstrained.
In linear programming, both the objective function and the constraints are linear. Other problems optimize several objective functions simultaneously.
