Ebook: Essays and Surveys in Global Optimization
- Tags: Operations Research/Decision Theory, Operations Research Mathematical Programming, Optimization, Mathematical Modeling and Industrial Mathematics, Industrial and Production Engineering, Computational Mathematics and Numerical Analysis
- Year: 2005
- Publisher: Springer US
- Edition: 1
- Language: English
- pdf
Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solutions are found, proof of its optimality is also expected from this methodology. Therefore, with these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. Essays and Surveys in Global Optimization is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.
Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solutions are found, proof of its optimality is also expected from this methodology. Therefore, with these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. Essays and Surveys in Global Optimization is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.
Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solutions are found, proof of its optimality is also expected from this methodology. Therefore, with these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. Essays and Surveys in Global Optimization is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.
Content:
Front Matter....Pages i-xiv
Unilateral Analysis and Duality....Pages 1-37
Monotonic Optimization: Branch and Cut Methods....Pages 39-78
Duality Bound Methods in Global Optimization....Pages 79-105
General Quadratic Programming....Pages 107-129
On Solving Polynomial, Factorable, and Black-Box Optimization Problems Using the RLT Methodology....Pages 131-163
Bilevel Programming....Pages 165-193
Applications of Global Optimization to Portfolio Analysis....Pages 195-210
Optimization Techniques in Medicine....Pages 211-232
Global Optimization in Geometry — Circle Packing into the Square....Pages 233-265
A Deterministic Global Optimization Algorithm for Design Problems....Pages 267-294
Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solutions are found, proof of its optimality is also expected from this methodology. Therefore, with these difficulties in mind, global optimization is becoming an increasingly powerful and important methodology. Essays and Surveys in Global Optimization is the most recent examination of its mathematical capability, power, and wide ranging solutions to many fields in the applied sciences.
Content:
Front Matter....Pages i-xiv
Unilateral Analysis and Duality....Pages 1-37
Monotonic Optimization: Branch and Cut Methods....Pages 39-78
Duality Bound Methods in Global Optimization....Pages 79-105
General Quadratic Programming....Pages 107-129
On Solving Polynomial, Factorable, and Black-Box Optimization Problems Using the RLT Methodology....Pages 131-163
Bilevel Programming....Pages 165-193
Applications of Global Optimization to Portfolio Analysis....Pages 195-210
Optimization Techniques in Medicine....Pages 211-232
Global Optimization in Geometry — Circle Packing into the Square....Pages 233-265
A Deterministic Global Optimization Algorithm for Design Problems....Pages 267-294
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