Lecture Notes in Economics and Mathematical Systems: Theory, Implementation and Applications

Chew, Soo H.; Zheng, Quan

This book treats the subject of global optimization with minimal restrictions on the behavior on the objective functions. In particular, optimal conditions were developed for a class of noncontinuous functions characterized by their having level sets that are robust. The integration-based approach contrasts with existing approaches which require some degree of convexity or differentiability of the objective function. Some computational results on a personal computer are presented.

Details

Published by: Springer

Publication Date: 1988-02-24

Format: Paperback

ISBN-13: 9783540187721

DOI: 10.1007/978-3-642-46623-6

Dimensions: 244cm x170cm

Pages: 179