Skip to main content

Unconstrained Global Optimization

  • Chapter
  • First Online:
Global Optimization

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Karatzas, I., Shreve, S.E.: Brownian Motion and Stochastic Calculus. Springer, Berlin (2008)

    Google Scholar 

  2. Renardy, M., Rogers, R.C.: An Introduction to Partial Differential Equations. Springer, Berlin (2004)

    MATH  Google Scholar 

  3. Friedman, A.: Stochastic Differential Equations and Applications. Dover, New York (2006)

    MATH  Google Scholar 

  4. Hasminskij, R.Z.: Stochastic Stability of Differential Equations. SIJTHOFF & NOORDHOFF, Amsterdam (1980)

    Book  Google Scholar 

  5. Cottle, R.W., Pang, J.S., Stone, R.E.: The Linear Complementarity Problem. Academic, San Diego (1992)

    MATH  Google Scholar 

  6. Owen, G.: Game Theory. W.B. Saunders Company, London (1968)

    MATH  Google Scholar 

  7. Schäfer, U.: Das lineare Komplementaritätsproblem. Springer, Berlin (2008)

    MATH  Google Scholar 

  8. Crank, J.: Free and Moving Boundary Problems. Clarendon Press, Oxford (1984)

    MATH  Google Scholar 

  9. Hashimoto, K., Kobayashi, K., Nakao, M: Numerical verification methods for solutions of the free boundary problem. Numer. Funct. Anal. Optim. 26, 523–542 (2005)

    MathSciNet  MATH  Google Scholar 

  10. Best, M.J., Ritter, K.: A quadratic programming algorithm. ZOR 32, 271–297 (1988)

    MathSciNet  MATH  Google Scholar 

  11. Schäffler, S.: Global Optimization Using Stochastic Integration. Roderer, Regensburg (1995)

    Google Scholar 

  12. Floudas, C.A., Pardalos, P.M., Adjiman, C.S., Esposito, W.R., Gümüs, Z.H., Harding, S.T., Klepeis, J.L., Meyer, C.A., Schweiger, C.A.: Handbook of Test Problems in Local and Global Optimization. Kluwer, Dordrecht (1999)

    MATH  Google Scholar 

  13. Barnerssoi, L.: Eine stochastische Methode zur globalen Minimierung nichtkonvexer Zielfunktionen unter Verwendung spezieller Gradientenschätzungen. Shaker, Aachen (1997)

    Google Scholar 

  14. Geman, S., Hwang, C.: Diffusions for global optimization. SIAM J. Contr. Optim. 24, 1031–1043 (1986)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer Science+Business Media New York

About this chapter

Cite this chapter

Schäffler, S. (2012). Unconstrained Global Optimization. In: Global Optimization. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3927-1_3

Download citation

Publish with us

Policies and ethics