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Integral Global Optimization

Theory, Implementation and Applications

  • Soo Hong Chew
  • Quan Zheng

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 298)

Table of contents

  1. Front Matter
    Pages N2-VII
  2. Soo Hong Chew, Quan Zheng
    Pages 1-8
  3. Soo Hong Chew, Quan Zheng
    Pages 9-87
  4. Soo Hong Chew, Quan Zheng
    Pages 88-131
  5. Soo Hong Chew, Quan Zheng
    Pages 132-155
  6. Soo Hong Chew, Quan Zheng
    Pages 156-176
  7. Back Matter
    Pages 177-185

About this book

Introduction

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.

Keywords

algorithms global optimization integration optimization strategy

Authors and affiliations

  • Soo Hong Chew
    • 1
  • Quan Zheng
    • 2
  1. 1.Department of EconomicsJohns Hopkins UniversityBaltimoreUSA
  2. 2.Department of MathematicsShanghai University of Science and TechnologyShanghaiChina

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-46623-6
  • Copyright Information Springer-Verlag Berlin Heidelberg 1988
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-18772-1
  • Online ISBN 978-3-642-46623-6
  • Series Print ISSN 0075-8442
  • Buy this book on publisher's site