Handbook of Global Optimization

Global optimization is concerned with the computation and characterization of global optima of nonlinear functions. During the past three decades the field of global optimization has been growing at a rapid pace, and the number of publications on all aspects of global optimization has been increasing steadily. Many applications, as well as new theoretical, algorithmic, and computational contributions have resulted. Each contribution in this text is essentially expository in nature, but scholarly in its treatment. The chapters cover: optimality conditions; complexity results; concave minimization; DC programming; general quadratic programming; nonlinear complementarity; minimax problems; multiplicative programming; Lipschitz optimization; fractional programming; network problems; trajectory methods; homotopy methods, interval methods; and stochastic approaches. This book is addressed to researchers in mathematical programming, as well as all scientists who use optimization methods to model and solve problems.