Introduction to Global Optimization / Edition 2

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Overview

Most of the existing books in optimization focus on the problem of computing locally optimal solutions. Global optimization is concerned with the computation and characterization of global optima of nonlinear functions. Global optimization problems are widespread in the mathematical modeling of real world systems for a very broad range of applications. During the past three decades many new theoretical, algorithmic, and computational contributions helped to solve globally multiextreme problems arising from important practical applications. Introduction to Global Optimization is a comprehensive textbook that covers the fundamentals in global optimization and presents much new material. The book includes algorithms, applications, and complexity results for quadratic programming, concave minimization, DC and Lipschitz problems, and nonlinear network flow problems. Each chapter contains illustrative examples and ends with carefully selected exercises which are designed to help the student to get a grasp of the material and enhance his knowledge of global optimization methods. The textbook is addressed not only to students of mathematical programming, but to all scientists in various disciplines who need global optimization methods to model and solve problems.
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Editorial Reviews

Booknews
A textbook for an undergraduate course in mathematical programming for students with a knowledge of elementary real analysis, linear algebra, and classical linear programming (simple techniques). Focuses on the computation and characterization of global optima of nonlinear functions, rather than the locally optimal solutions addressed by most books on optimization. Incorporates the theoretical, algorithmic, and computational advances of the past three decades that help solve globally multi-extreme problems in the mathematical modeling of real world systems. Annotation c. Book News, Inc., Portland, OR (booknews.com)
From the Publisher
Comments on the first edition:
'Each chapter contains illlustrative examples and exercises. This excellent book is the first textbook on deterministic global optimization.'
Mathematical Reviews (96g:90001)
'The authors provide a nice selection of homework exercises (with solutions) at an appropriate level and a good mixture of theory, application, and numerical problems throughout the text. The text would be perfect for a course on global optimization.'
Interfaces 28 (1998)
'Overall, this book provides an excellent introduction to the fascinating field of global optimization. The authors have used their extensive knowledge of and perspective on the field to create a coherent text that is accessible to a large audience that includes both students of mathematical programming and scientists who utilize optimization in their work.'
Journal of Global Optimization 9 (1996)
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Product Details

Table of Contents

Preface
1 Fundamental Results on Convexity and Optimization 1
2 Quadratic Programming 47
3 General Concave Minimization 105
4 D.C. Programming 191
5 Lipschitz Optimization 231
6 Global Optimization on Networks 261
Solutions 285
Selected References 308
Index 314
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