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Integral Global Optimization : Theory, Implementation and Applications : Lecture Notes in Economic and Mathematical Systems - S. L. Chew

Integral Global Optimization : Theory, Implementation and Applications

Lecture Notes in Economic and Mathematical Systems

Paperback

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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.

Contents: Preliminary; Integral Characterizations of Global Optimality; Theoretical Algorithms and Techniques; Monte Carlo Implementation; Applications; Bibliography.

ISBN: 9783540187721
ISBN-10: 3540187723
Series: Lecture Notes in Economic and Mathematical Systems
Audience: General
Format: Paperback
Language: English
Number Of Pages: 179
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 24.41 x 16.99  x 1.07
Weight (kg): 0.32