Integral Global Optimization


Book Description

This book treats the subject of global optimization with minimal restrictions on the behavior on the objective functions. In particular, optimal conditions were developed for a class of noncontinuous functions characterized by their having level sets that are robust. The integration-based approach contrasts with existing approaches which require some degree of convexity or differentiability of the objective function. Some computational results on a personal computer are presented.













Developments in Global Optimization


Book Description

In recent years global optimization has found applications in many interesting areas of science and technology including molecular biology, chemical equilibrium problems, medical imaging and networks. The collection of papers in this book indicates the diverse applicability of global optimization. Furthermore, various algorithmic, theoretical developments and computational studies are presented. Audience: All researchers and students working in mathematical programming.




Recent Advances in Global Optimization


Book Description

This book will present the papers delivered at the first U.S. conference devoted exclusively to global optimization and will thus provide valuable insights into the significant research on the topic that has been emerging during recent years. Held at Princeton University in May 1991, the conference brought together an interdisciplinary group of the most active developers of algorithms for global optimization in order to focus the attention of the mathematical programming community on the unsolved problems and diverse applications of this field. The main subjects addressed at the conference were advances in deterministic and stochastic methods for global optimization, parallel algorithms for global optimization problems, and applications of global optimization. Although global optimization is primarily a mathematical problem, it is relevant to several other disciplines, including computer science, applied mathematics, physical chemistry, molecular biology, statistics, physics, engineering, operations research, communication theory, and economics. Global optimization problems originate from a wide variety of mathematical models of real-world systems. Some of its applications are allocation and location problems and VLSI and data-base design problems. Originally published in 1991. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.




Advances in Global Optimization


Book Description

This proceedings volume addresses advances in global optimization—a multidisciplinary research field that deals with the analysis, characterization and computation of global minima and/or maxima of nonlinear, non-convex and nonsmooth functions in continuous or discrete forms. The volume contains selected papers from the third biannual World Congress on Global Optimization in Engineering & Science (WCGO), held in the Yellow Mountains, Anhui, China on July 8-12, 2013. The papers fall into eight topical sections: mathematical programming; combinatorial optimization; duality theory; topology optimization; variational inequalities and complementarity problems; numerical optimization; stochastic models and simulation and complex simulation and supply chain analysis.




Global Optimization


Book Description

The main contents and character of the monograph did not change with respect to the first edition. However, within most chapters we incorporated quite a number of modifications which take into account the recent development of the field, the very valuable suggestions and comments that we received from numerous colleagues and students as well as our own experience while using the book. Some errors and misprints in the first edition are also corrected. Reiner Horst May 1992 Hoang Tuy PREFACE TO THE FIRST EDITION The enormous practical need for solving global optimization problems coupled with a rapidly advancing computer technology has allowed one to consider problems which a few years aga would have been considered computationally intractable. As a consequence, we are seeing the creation of a large and increasing number of diverse algorithms for solving a wide variety of multiextremal global optimization problems. The goal of this book is to systematically clarify and unify these diverse approaches in order to provide insight into the underlying concepts and their pro perties. Aside from a coherent view of the field much new material is presented.




Introduction to Global Optimization


Book Description

Global optimization concerns the computation and characterization of global optima of nonlinear functions. Such problems are widespread in the mathematical modelling of real systems in a very wide range of applications and the last 30 years have seen the development of many new theoretical, algorithmic and computational contributions which have helped to solve globally multiextreme problems in important practical applications. Most of the existing books on optimization focus on the problem of computing locally optimal solutions. Introduction to Global Optimization, however, is a comprehensive textbook on constrained global optimization that covers the fundamentals of the subject, presenting much new material, including algorithms, applications and complexity results for quadratic programming, concave minimization, DC and Lipschitz problems, and nonlinear network flow. Each chapter contains illustrative examples and ends with carefully selected exercises, designed to help students grasp the material and enhance their knowledge of the methods involved. Audience: Students of mathematical programming, and all scientists, from whatever discipline, who need global optimization methods in such diverse areas as economic modelling, fixed charges, finance, networks and transportation, databases, chip design, image processing, nuclear and mechanical design, chemical engineering design and control, molecular biology, and environmental engineering.




Handbook of Global Optimization


Book Description

Global optimization is concerned with the computation and characterization of global optima of nonlinear functions. During the past three decades the field of global optimization has been growing at a rapid pace, and the number of publications on all aspects of global optimization has been increasing steadily. Many applications, as well as new theoretical, algorithmic, and computational contributions have resulted. The Handbook of Global Optimization is the first comprehensive book to cover recent developments in global optimization. Each contribution in the Handbook is essentially expository in nature, but scholarly in its treatment. The chapters cover optimality conditions, complexity results, concave minimization, DC programming, general quadratic programming, nonlinear complementarity, minimax problems, multiplicative programming, Lipschitz optimization, fractional programming, network problems, trajectory methods, homotopy methods, interval methods, and stochastic approaches. The Handbook of Global Optimization is addressed to researchers in mathematical programming, as well as all scientists who use optimization methods to model and solve problems.