Convex Analysis and Global Optimization
ISBN: , SKU: , AUTHOR: Hoang, Tuy / Hoang Tuy, Tuy / Hoang Tuy, PUBLISHER: Springer, Due to the general complementary convex structure underlying most nonconvex optimization problems encountered in applications, convex analysis plays an essential role in the development of ong>globalong> optimization methods. This book develops a coherent and rigorous theory of deterministic ong>globalong> optimization from this point of view. Part I constitutes an introduction to convex analysis, with an emphasis on concepts, properties and results particularly needed for ong>globalong> optimization, including those pertaining to the complementary convex structure. Part II presents the foundation and application of ong>globalong> search principles such as partitioning and cutting, outer and inner approximation, and decomposition to general ong>globalong> optimization problems and to problems with a low-rank nonconvex structure as well as quadratic problems. Much new material is offered, aside from a rigorous mathematical development. Audience: The book is written as a text for graduate students in engineering, mathematics, operations research, computer science and other disciplines dealing with optimization theory. It is also addressed to all scientists in various fields ong>whoong> are interested in mathematical optimization.