Integral Global Optimization: Theory, Implementation and Applications - Soo H. Chew,Quan Zheng
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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 ... Full description
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Description
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.
More Information
| Author | Soo H. Chew, Quan Zheng |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Series | Lecture Notes in Economics and Mathematical Systems |
| Release year | 1988 |
| Cover type | Softcover |
| EAN | 9783540187721 |