MAPLE code for the gamma algorithm for global optimization of uncertain functions in economy and finance

DOI10.1016/J.CAMWA.2010.02.013zbMath1193.90012OpenAlexW2073665305MaRDI QIDQ988269

Efim A. Galperin, Miguel Delgado Pineda

Publication date: 26 August 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.02.013

zbMATH Keywords

cubic algorithmgamma algorithmglobal optimization of uncertain functions

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Approximation methods and heuristics in mathematical programming (90C59) Special types of economic markets (including Cournot, Bertrand) (91B54) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (1)

A strong convergence theorem for fixed points of generalized asymptotically quasi-\(\phi\)-nonexpansive mappings

Uses Software

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Cites Work

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• Global optimization in \(\mathbb R^{n}\) with box constraints and applications: a MAPLE code
• Global optimization in problems with uncertainties: the gamma algorithm.
• Global optimization in problems with uncertainties.
• Global optimization over general compact sets by the beta algorithm: a MAPLE code

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