Deterministic Global Optimization

Beschreibung

This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branch-and-bound methods which are popular algorithms, for instance, in Lipschitzian optimization, d.c. programming, and interval analysis.It also introduces a new concept for the rate of convergence and analyzes several bounding operations reported in the literature, from the theoretical as well as from the empirical point of view. Furthermore, extensions of the prototype algorithm for multicriteria global optimization problems as well as mixed combinatorial optimization problems are considered. Numerical examples based on facility location problems support the theory. Applications of geometric branch-and-bound methods, namely the circle detection problem in image processing, the integrated scheduling and location makespan problem, and the median line location problem in the three-dimensional space are also presented.The book is intended for both researchers and students in the areas of mathematics, operations research, engineering, and computer science.
This monograph deals with a general class of solution approaches in deterministic global optimization, namely the geometric branch-and-bound methods which are popular algorithms, for instance, in Lipschitzian optimization, d.c. programming, and interval analysis.It also introduces a new concept for the rate of convergence and analyzes several bounding operations reported in the literature, from the theoretical as well as from the empirical point of view. Furthermore, extensions of the prototype algorithm for multicriteria global optimization problems as well as mixed combinatorial optimization problems are considered. Numerical examples based on facility location problems support the theory. Applications of geometric branch-and-bound methods, namely the circle detection problem in image processing, the integrated scheduling and location makespan problem, and the median line location problem in the three-dimensional space are also presented.The book is intended for both researchers and students in the areas of mathematics, operations research, engineering, and computer science.
Numerous examples throughout the text Easily accessible format In depth exploration of geometric branch-and-bound methods

Autor*in

Daniel Scholz

Themen in »Deterministic Global Optimization«

Bounding Operation Branch and Bound Algorithm Circle Detection Problem Deterministic Global Optimization Median Line Problem Mixed Combinatorial Optimization Multicriteria Optimization Solution Approaches

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From the reviews:

“This little book gives a unified treatment and current state of affairs of geometric branch-and-bound methods for global optimization in low dimensions and their applications. … a valuable tool for anyone interested in the solution of low-dimensional global optimization problems. The whole text is very carefully written with special attention given to the introduction of economical notation and corresponding definitions that considerably shorten the arguments. This is particularly useful for students, but also for the working specialist.” (Frank Plastria, Mathematical Reviews, September, 2013)

“The book presents a collection of papers by Scholz and other authors, supplemented with some auxiliary material and discussion, and includes new details, newly edited text, and revised proofs. … an expert in global optimization and an intended user of global optimization software would benefit from owning this book on geometric B&B methods, which a recognized expert has researched.” (Antanas Zilinskas, Interfaces, Vol. 43 (1), 2013)

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