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.
| ISBN: | 9783540187721 |
| Publication date: | 24th February 1988 |
| Author: | Soo H Chew, Quan Zheng |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 179 pages |
| Series: | Lecture Notes in Economics and Mathematical Systems |
| Genres: |
Operational research Cybernetics and systems theory Management decision making Economic theory and philosophy Optimization |