Essays and Surveys in Global Optimization (eBook, PDF)

• Format: PDF

Produktbeschreibung

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.

Produktdetails

• Verlag: Springer US
• Erscheinungstermin: 5. Dezember 2005
• Englisch
• ISBN-13: 9780387255705
• Artikelnr.: 37288554

Autorenporträt

Charles Audet, École Polytechnique de Montréal and GERAD, Canada / Pierre Hansen, HEC, Montréal and GERAD, Canada / Gilles Savard, École Polytechnique de Montréal and GERAD, Canada

Inhaltsangabe

Unilateral Analysis and Duality.- Monotonic Optimization: Branch and Cut Methods.- Duality Bound Methods in Global Optimization.- General Quadratic Programming.- On Solving Polynomial, Factorable, and Black-Box Optimization Problems Using the RLT Methodology.- Bilevel Programming.- Applications of Global Optimization to Portfolio Analysis.- Optimization Techniques in Medicine.- Global Optimization in Geometry — Circle Packing into the Square.- A Deterministic Global Optimization Algorithm for Design Problems.

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Foreword.- Avant-propos.- Contributing Authors.- Preface.- Unilaterial Analysis and Duality.- Monotonic Optimization: Branch and Cut Methods.- Duality Bound Methods in Global Optimization.- General Quadratic Programming.- On Solving Polynomial, Factorable, and Black-box Optimization Problems Using the RLT Methodology.- Bilevel Programming.- Applications of Global Optimization to Portfolio Analysis.- Optimization Techniques in Medicine.- Global Optimization in Geometry - Circle Packing into the Square.- A Deterministic Global Optimization Algorithm for Design Problems.