Integral Global Optimization : Theory, Implementation and Applications, PDF eBook

Integral Global Optimization : Theory, Implementation and Applications PDF

Part of the Lecture Notes in Economics and Mathematical Systems series

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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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