The other day I was trying to explain the concept of constrained optimization to an artist. As I was fumbling around a bit, my friend (who was also a Math nerd) said:
Constrained optimization is like fishing… you have a limited amount of bait, you don’t know what the fish want, how many fish are out there, or what type/proportion they are but the goal is to catch as many as possible in a few hours.
While it’s not a perfect analogy… it’s pretty good. What’s your favorite analogy for constrained optimization?