A Stochastic Approach to Global Optimization

  • A. H. G. Rinnooy Kan
  • C. G. E. Boender
  • G. Th. Timmer
Part of the NATO ASI Series book series (volume 15)


Letf : Rn → R be a real valued smooth objective function. The area of nonlinear programming is traditionally concerned with methods that find a local optimum (say local minimum) of f, i.e. a point x* e Rn such that there exists a neighbourhood B of x* with
$$f({{x}^{*}}) \leqslant f(x) \forall x \in B$$


Sample Point Local Minimum Local Search Global Optimization Global Minimum 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 1985

Authors and Affiliations

  • A. H. G. Rinnooy Kan
    • 1
  • C. G. E. Boender
    • 1
    • 2
  • G. Th. Timmer
    • 1
    • 2
  1. 1.Econometric InstituteErasmus University RotterdamThe Netherlands
  2. 2.Department of Mathematics and InformaticsDelft University of TechnologyThe Netherlands

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