Introduction to global optimization
Global optimization problems where a global optimal solution and not a local one has to be sought, are more and more encountered in the modeling of real world problems. Aim of this book written by well-known researchers in the field of optimization, is to provide an introduction to specific but important classes of optimization problems. That is accomplished both by giving the fundamental theoretical results and solution algorithms. In Chapter 1 the fundamental results on convexity and optimization are provided. Quadratic programming, concave minimization, optimization of the difference of two convex functions, Lipschitz optimization and global optimization on networks are treated in Chapters 2 to 5, respectively. Each chapter contains examples and exercises whose solutions are given at the end of the book. It is to appreciate the complexity analysis carried out for the problems investigated, the one for local minimization is not usually given in books. To sum up, the prerequisites for the book are rather modest and the book can serve as an excellent introduction to a large variety of global optimization problems.
- Detecting critical nodes in sparse graphs
- Knapsack feasibility as an absolute value equation solvable by successive linear programming
- Constrained global optimization: algorithms and applications
- On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization
- Utility function programs and optimization over the efficient set in multiple-objective decision making
- Lagrange duality and partitioning techniques in nonconvex global optimization
- Necessary and sufficient global optimality conditions for convex maximization revisited
- On the complexity of approximating a KKT point of quadratic programming
- Applications of interval arithmetic in non-smooth global optimization
- Subdivision, sampling, and initialization strategies for simplical branch and bound in global optimization.
- Global optimization based on a statistical model and simplicial partitioning.
- Least squares splines with free knots: Global optimization approach.
- Computability on continuous, lower semi-continuous and upper semi-continuous real functions
- Recent developments and trends in global optimization
- Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
- Improved approximation results on standard quartic polynomial optimization
- An efficient strategy for the activation of MIP relaxations in a multicore global MINLP solver
- D.C. programming approach for solving an applied ore-processing problem
- Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants
- An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section
- On convergence rate of a rectangular partition based global optimization algorithm
- On an iterative method for solving absolute value equations
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
- A branch and bound algorithm for solving a class of D-C programming
- Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT}
- The linear complementarity problem as a separable bilinear program
- Value-estimation function method for constrained global optimization
- Subdivision of simplices relative to a cutting plane and finite concave minimization
- Maximizing a concave function over the efficient or weakly-efficient set
- Combination between global and local methods for solving an optimization problem over the efficient set
- The controlled estimation method in the multiobjective linear fractional problem
- Finding all solutions of nonlinearly constrained systems of equations
- A new algorithm for solving the general quadratic programming problem
- Linearly constrained global minimization of functions with concave minorants
- An exact algorithm for graph partitioning
- Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision
- Modified T-F function method for finding global minimizer on unconstrained optimization
- Global optimization problems and domain reduction strategies
- DC programming: overview.
- A class of optimization problems over the efficient set of a multiple criteria nonlinear programming problem
- Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties
- Novel global optimization algorithm with a space-filling curve and integral function
- Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
- An optimization method for chaotic turbulent flow
- A revision of the rectangular algorithm for a class of DC optimization problems
- A hybrid of Bayesian approach based global search with clustering aided local refinement
- Starshaped sets
- Simplicial Lipschitz optimization without the Lipschitz constant
- Global optimality conditions for quadratic \(0-1\) optimization problems
- Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function
- Probability of unique integer solution to a system of linear equations
- Revealing evolutionarily optimal strategies in self-reproducing systems via a new computational approach
- A derivative-free algorithm for constrained global optimization based on exact penalty functions
- On EOQ cost models with arbitrary purchase and transportation costs
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
- Variations and extension of the convex-concave procedure
- A filled function method for global optimization
- A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming
- A new integral filter algorithm for unconstrained global optimization
- A hybrid global optimization algorithm for nonlinear least squares regression
- A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
- Iterative MC-algorithm to solve the global optimization problems
- Systems of nonlinear algebraic equations with positive solutions
- A note on maxmin problem
- Simple transformation functions for finding better minima
- The joint replenishment problem with variable production costs
- An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems
- Adaptive extremal optimization by detrended fluctuation analysis
- Two level minimization in multidimensional scaling
- A global minimization algorithm for Lipschitz functions
- Solving 0-1 programming problems by a penalty approach.
- Solving fractional problems with dynamic multistart improving hit-and-run
- Mean-variance portfolio optimal problem under concave transaction cost
- A soft approach for hard continuous optimization
- On memory gradient method with trust region for unconstrained optimization
- Fractional programming with convex quadratic forms and functions
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- New line search methods for unconstrained optimization
- Second-order sufficient optimality conditions for local and global nonlinear programming
- A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems
- An optimal trade-off model for portfolio selection with sensitivity of parameters
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- On a nonseparable convex maximization problem with continuous Knapsack constraints
- Introduction to nonlinear and global optimization
- Differential evolution algorithm of solving an inverse problem for the spatial Solow mathematical model
- On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization
- On convexification for a class of global optimization problems
- Nonlinear algebraic systems with positive coefficients and positive solutions
- Solving sum-of-ratios fractional programs using efficient points
- Fractional optimization problems
- Mean-variance portfolio optimization with parameter sensitivity control
- On the goodness of global optimisation algorithms, an introduction into investigating algorithms
- A generalization of -subdivision ensuring convergence of the simplicial algorithm
- Extended reverse-convex programming: an approximate enumeration approach to global optimization
- Optimality conditions for the minimization of quadratic 0-1 problems
- Optimal Planning of Distributed Generation via Nonlinear Optimization and Genetic Algorithms
- Solving the maximum vertex weight clique problem via binary quadratic programming
- A global optimization approach for generating efficient points for multiobjective concave fractional programs
- scientific article; zbMATH DE number 429516 (Why is no real title available?)
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