Aimo Törn: Global Optimization


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Problem Formulation

We quote from: "The Global Optimization Problem: An Introduction" in [Dixon and Szegö (eds.) 1978]:

Many important practical problems can be posed as mathematical programming problems. This has been internationally appreciated since 1944 and has lead to major research activities in many countries, in all of which the aim has been to write efficient computer programs to solve subclasses of this problem. An important subclass that has proved very difficult to solve occurs in many practical engineering applications. Let us consider the design of a system that has to meet certain design criterion. The system will include features that may be varied by the designer within certain limits. The values given to these features will be the optimization variables of the problem. Frequently when the system performance is expressed as a mathematical function of the optimization variables, this function, which will sometimes be called the objective function, is not convex and possesses more than one local minimum. The problem of writing computer algorithms that distinguish between these local minima and locate the best local minimum is known as the global optimization problem, ...

[Dixon and Szegö (eds.) 1978] L.C.W Dixon and G.P. Szegö, Towards Global Optimization 2, North-Holland Publishing Company, (1978).