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Convex Analysis and Global Optimization / Edition 1

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Overview

Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of global optimization methods. This book develops a coherent and rigorous theory of deterministic global optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general global optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development.
Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields who are interested in mathematical optimization.

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Editorial Reviews

Booknews
Develops a coherent and rigorous theory of deterministic global optimization from the point of view of the essential role of convex analysis in the development of global optimization methods. Part I is an introduction to convex analysis, with an emphasis on concepts, properties, and results needed for global optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of global search principles such as partitioning and cutting to general global optimization problems and to problems with a low rank nonconvex structure as well as quadratic problems. For graduate students in engineering, mathematics, operations research, and computer science. Annotation c. by Book News, Inc., Portland, Or.
From the Publisher
'The book gives a good review of the topic. ... The text is carefully constructed and well written, the exposition is clear. It leaves a remarkable impression of the concepts, tools and techniques in global optimization. It might also be used as a basis and guideline for lectures on this subject. Students as well as professionals will profitably read and use it.'
Mathematical Methods of Operations Research, 49:3 (1999)
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Product Details

Table of Contents

Part I: Convex Analysis. 1. Convex Sets. 2. Convex Functions. 3. D.C. Functions and D.C. Sets. Part II: Global Optimization. 4. Motivation and Overview. 5. Successive Partitioning Methods. 6. Outer and Inner Approximation. 7. Decomposition. 8. Nonconvex Quadratic Programming. References. Index.
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