scientific article; zbMATH DE number 192898
This book is devoted to deterministic methods for constrained global optimization - a subject which began to be studied more than two decades ago and for various reasons has received an intensive development in recent years (another book on this subject which has appeared recently is by \textit{P. M. Pardalos} and \textit{J. B. Rosen}, ``Constrained global optimization: Algorithms and applications (1987; Zbl 0638.90064)). The general problem discussed here is max\(\{\) f(x)\(|\) \(x\in X\), \(g_ i(x)\geq 0\) \((i=1,...,m)\}\), where X is a nonempty set in \(R^ n\), \(f,g_ i:\) \(X\to R\), such that a local maximum may not be a global one (so that conventional methods of local optimization cannot be used for locating a global maximum). The book consists of 10 chapters. The first three chapters deal with general questions such as Kuhn-Tucker-Lagrange optimality conditions and nonlinear duality (Chap. 1), convex and concave envelopes of functions (Chap. 2), and the basic approaches to solving nonconvex programming problems: direct and implicit enumeration, branch and bound, cuts (Chap. 3). The next four chapters discuss methods for solving the basic classes of constrained global optimization: maximizing a convex function over a polytope (Chap. 4), maximizing a convex function under reverse convex constraints (Chap. 5), continuous nonconvex programs (Chap. 6), nonconvex quadratic programming (Chap. 7), and the fixed charge problem (Chap. 8). The last two chapters are devoted to the reduction of constrained problems to unconstrained ones (Chap. 9) and the decomposition of nonconvex programs by Benders-Geoffrion's method (Chap. 10). By its systematic presentation and its well conceived structure the book may serve as a useful introduction to methods of nonconvex global optimization. Many results which were previously scattered in the journals are here given in a convenient form for the graduate student or the researcher. Also the book contains several unpublished results. However, the computational aspects of the algorithms are neglected; besides, only results published up to 1983 (in several parts, up to 1980) are discussed, so that the book is not an up-to-date account of the current state of research in nonconvex global optimization (this is particularly visible from the presentation of section 4.7 on Tuy-Zwart's method, Chap. 5 on problems with convex functions in the constraints and Chap. 7 on nonconvex quadratic programming).
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