Global Optimization

Most books about global optimization describe the theory of the algorithms, whereas a given implementation's quality never depends exclusively on the theoretical soundness of the algorithms that are implemented. The literature rarely discusses the tuning of algorithmic parameters, implementation tricks, software architectures, and the embedding of local solvers within global solvers. And yet, there are many good software implementations "out there" from which the entire community could learn something.

The scope of this book is moving a few steps toward the systematization of the path that goes from the invention to the implementation and testing of a global optimization algorithm. Some of the contributors to the book are famous and some are less well-known, but all are experts in the discipline of actually getting global optimization to work. Thus, the papers in this book address the following topics:

. descriptions of new implementations of general-purpose or problem-specific global optimization algorithms;

. new algorithms in global optimization (some with numerical results and a discussion of the implementation);

. surveys discussing existing software packages.

Audience

Global Optimization: From Theory to Implementation is intended for graduate students and researchers in operations research and optimization.

Contenu

Methods.- Optimization under Composite Monotonic Constraints and Constrained Optimization over the Efficient Set.- On a Local Search for Reverse Convex Problems.- Some Transformation Techniques in Global Optimization.- Solving Nonlinear Mixed Integer Stochastic Problems: a Global Perspective.- Application of Quasi Monte Carlo Methods in Global Optimization.- Implementations.- GLOB - A new VNS-based Software for Global Optimization.- Disciplined Convex Programming.- Writing Global Optimization Software.- MathOptimizer Professional: Key Features and Illustrative Applications.- Variable Neighborhood Search for Extremal Graphs 14: The AutoGraphiX 2 System.- From Theory to Implementation: Applying Metaheuristics..- ooMILP - A C++ Callable Object-oriented Library and the Implementation of its Parallel Version using CORBA.- Applications.- Global Order-Value Optimization by means of a Multistart Harmonic Oscillator Tunneling Strategy.- On generating Instances for the Molecular Distance Geometry Problem.