Items related to Integral Global Optimization: Theory, Implementation...

Integral Global Optimization: Theory, Implementation and Applications (Lecture Notes in Economics and Mathematical Systems, 298) - Softcover

Chew Soo Hong; Zheng Quan

 
9783540187721: Integral Global Optimization: Theory, Implementation and Applications (Lecture Notes in Economics and Mathematical Systems, 298)

Synopsis

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.

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