Nonlinear Programming Global Optimization Techniques.
GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF OPERATIONS RESEARCH
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A computer-implementable algorithm for obtaining the global solution of finite-dimensional nonlinear programming problems with functions given in explicit factorable form has been developed and validated. The necessary subalgorithms for obtaining convex envelopes of standard functions of a single variable and global solutions to polynomials of one variable have been partially explored. Preliminary investigations into the solution of optimization problems with an infinite number of constraints whose function values are given implicitly has been successful. Application has been made of nonconvex programming theory to the solution of two-person zero-sum sequential games. Author
- Operations Research