Global Optimization in Action: Continuous and Lipschitz Optimization (Algorithms, Implementations and Applications)

in Science, Engineering And Economics, Decision Problems Are Frequently Modelled By Optimizing The Value Of A (primary) Objective Function Under Stated Feasibility Constraints. In Many Cases Of Practical Relevance, The Optimization Problem Structure Does Not Warrant The Global Optimality Of Local Solutions; Hence, It Is Natural To Search For The Globally Best Solution(s). Global Optimization In Action Provides A Comprehensive Discussion Of Adaptive Partition Strategies To Solve Global Optimization Problems Under Very General Structural Requirements. A Unified Approach To Numerous Known Algorithms Makes Possible Straightforward Generalizations And Extensions, Leading To Efficient Computer-based Implementations. A Considerable Part Of The Book Is Devoted To Applications, Including Some Generic Problems From Numerical Analysis, And Several Case Studies In Environmental Systems Analysis And Management. The Book Is Essentially Self-contained And Is Based On The Author's Research, In Cooperation (on Applications) With A Number Of Colleagues. Audience: Professors, Students, Researchers And Other Professionals In The Fields Of Operations Research, Management Science, Industrial And Applied Mathematics, Computer Science, Engineering, Economics And The Environmental Sciences. booknews a Comprehensive Treatment Of A Broad Class Of Deterministic, Direct (gradient-free) Optimization Algorithms, Based On Adaptive, Sequential Partition And Search In The Feasible Set D. The Methodology Is Primarily Recommended For Solving Lipschitzian And Continuous Global Optimization Problems, In Which The Lack Of Further Analytical Information Realistically Excludes The Possibility Of Applying More Specifically Tailored Approaches. A Short Discussion Is Also Devoted To Adaptive Stochastic Algorithms, Especially Popular In Solving Difficult Black Box Global Optimization Problems With A (merely) Continuous Objective Function. Annotation C. Book News, Inc., Portland, Or (booknews.com)