EAN: 9781461439264

GLOBAL OPTIMIZATION - STEFAN SCHÄFFLER GEBUNDEN

This self-contained monograph presents a new stochastic approach to global optimization
problems arising in a variety of disciplines including mathematics  operations research 
engineering  and economics. The volume deals with constrained and unconstrained problems and
puts a special emphasis on large scale problems. It also introduces a new unified concept for
unconstrained  constrained  vector  and stochastic global optimization problems. All methods
presented are illustrated by various examples. Practical numerical algorithms are given and
analyzed in detail. The topics presented include the randomized curve of steepest descent  the
randomized curve of dominated points  the semi-implicit Euler method  the penalty approach  and
active set strategies. The optimal decoding of block codes in digital communications is worked
out as a case study and shows the potential and high practical relevance of this new approach.
Global Optimization: A Stochastic Approach is an elegant account of a refined theory  suitable
for researchers and graduate students interested in global optimization and its applications.

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