Global optimization. (English) Zbl 0752.90075

Törn, Aimo; Zilinskas, Antanas

Lecture Notes in Computer Science. 350. Berlin etc.: Springer-Verlag. X, 255 p. (1989).

From the Contents: 1. Introduction (The global optimization problem, covering methods), 2. Covering Methods (basic covering methods, branch- and-bound type methods, internal methods, algorithms based on integral representation), 3. Methods of Generalized Descent (the Branin method, the tunneling method), 4. Random Search Methods, 5. Clustering Methods, 6. Methods Based on Statistical Models of Objective Functions, 7. Miscellaneous (parallel global optimization, heuristic methods), 8. Testing and Applications (one-dimensional algorithms, multidimensional algorithms, test problems, applications to practical problems).
The aim of the authors, formulated in the preface, has been attained: “The book is written to stimulate the research in the field, and to promote the use of global optimization methods by giving an introduction to different approaches.”.

Reviewer: J.Guddat (Berlin)

MSC:

90C30	Nonlinear programming
90-08	Computational methods for problems pertaining to operations research and mathematical programming
90-01	Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming

Keywords:

global optimization; covering methods; branch-and-bound; methods of generalized descent; random search; clustering; heuristic methods