Integral Global Optimization: Theory, Implementation and Applications

✍ Scribed by Soo Hong Chew, Quan Zheng (auth.)

Publisher: Springer-Verlag Berlin Heidelberg
Year: 1988
Tongue: English
Leaves: 189
Series: Lecture Notes in Economics and Mathematical Systems 298
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages N2-VII
Preliminary....Pages 1-8
Integral Characterizations of Global Optimality....Pages 9-87
Theoretical Algorithms and Techniques....Pages 88-131
Monte Carlo Implementation....Pages 132-155
Applications....Pages 156-176
Back Matter....Pages 177-185

✦ Subjects

Operations Research/Decision Theory; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Economic Theory

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