Integral Global Optimization: Theory, Implementation and Applications
Soo H. Chew · Quan Zheng
Dec 2012 · Lecture Notes in Economics and Mathematical Systems Book 298 · Springer Science & Business Media
Ebook
179
Pages
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About this ebook
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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