Global Optimization In Action

Global Optimization in Action

In science, engineering and economics, decision problems are frequently modelled by optimizing the value of a (primary) objective function under stated feasibility constraints. In many cases of practical relevance, the optimization problem structure does not warrant the global optimality of local solutions; hence, it is natural to search for the globally best solution(s). Global Optimization in Action provides a comprehensive discussion of adaptive partition strategies to solve global optimization problems under very general structural requirements. A unified approach to numerous known algorithms makes possible straightforward generalizations and extensions, leading to efficient computer-based implementations. A considerable part of the book is devoted to applications, including some generic problems from numerical analysis, and several case studies in environmental systems analysis and management. The book is essentially self-contained and is based on the author's research, in cooperation (on applications) with a number of colleagues. Audience: Professors, students, researchers and other professionals in the fields of operations research, management science, industrial and applied mathematics, computer science, engineering, economics and the environmental sciences.

Global Optimization in Action

Advances in Convex Analysis and Global Optimization

There has been much recent progress in global optimization algorithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. Convex analysis plays a fundamental role in the analysis and development of global optimization algorithms. This is due to the fact that virtually all nonconvex optimization problems can be described using differences of convex functions and differences of convex sets. A conference on Convex Analysis and Global Optimization was held June 5-9, 2000 at Pythagorian, Samos, Greece. It was in honor of the memory of C. Caratheodory (1873-1950). It was endorsed by the Mathematical Programming Society (MPS) and by the Society for industrial and Applied Mathematics (SIAN) Activity Group in Optimization. This volume contains a selection of refereed papers based on invited and contributing talks presented at the conference. The two themes of convexity and global optimization pervade the book. The conference provided a forum for researchers working on different aspects of convexity and global optimization to present their recent discoveries, and to interact with people working on complementary aspects of mathematical programming. Audience: Faculty, graduate students, and researchers in mathematical programming, computer science, and engineering.