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Integral Global Optimization

Theory, Implementation and Applications

  • Book
  • © 1988

Overview

Authors:
  1. Soo Hong Chew

    1. Department of Economics, Johns Hopkins University, Baltimore, USA

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    You can also search for this author in PubMed   Google Scholar

  2. Quan Zheng

    1. Department of Mathematics, Shanghai University of Science and Technology, Shanghai, China

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 298)

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Table of contents (5 chapters)

  1. Front Matter

    Pages N2-VII
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  2. Preliminary

    • Soo Hong Chew, Quan Zheng
    Pages 1-8

  3. Integral Characterizations of Global Optimality

    • Soo Hong Chew, Quan Zheng
    Pages 9-87

  4. Theoretical Algorithms and Techniques

    • Soo Hong Chew, Quan Zheng
    Pages 88-131

  5. Monte Carlo Implementation

    • Soo Hong Chew, Quan Zheng
    Pages 132-155

  6. Applications

    • Soo Hong Chew, Quan Zheng
    Pages 156-176

  7. Back Matter

    Pages 177-185
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Keywords

About this book

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.

Authors and Affiliations

  • Department of Economics, Johns Hopkins University, Baltimore, USA

    Soo Hong Chew

  • Department of Mathematics, Shanghai University of Science and Technology, Shanghai, China

    Quan Zheng

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