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Non-convex global optimization by the beta algorithm: A MAPLE code

โœ Scribed by M. Delgado Pineda

Book ID
103845476
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
270 KB
Volume
63
Category
Article
ISSN
0362-546X

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โœฆ Synopsis

A variant of the beta algorithm based on cubic algorithm (Math. Comput. Modelling 38 (2003) 77-97) is presented for global optimization of continuous functions over general compact robust sets. This is a set-monotonic algorithm over non-convex, disconnected set not satisfying any qualification constraint other than being compact and robust. On this basis, a MAPLE code is developed for full global optimization of functions of n variables. The code does not create ill-conditioned situations. Graphics are included, and the solution set can be visualized in projections on coordinate planes. The code is ready for engineering applications. Results of numerical experiments are presented, with graphs, to illustrate the use of the code.

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โœ M. Delgado Pineda; E.A. Galperin ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 424 KB

a b s t r a c t Problems with uncertainties are ubiquitous in many areas of life and the economy. Due to a lack of information as regards the economy and in finance, problems with uncertainties (stock prices, marketing problems, inflation, unemployment) are usually formulated by giving bounds on max