Global Optimization on an Interval

This paper provides expressions for solutions of a one-dimensional global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval "horizon." Interpreting the problem in terms of optimal stopping or optimal starting, the solution characterization yields two-point boundary problems as in dynamic optimization. Results also include a procedure for computing the adjoint variable, as well as necessary and sufficient global optimality conditions.


Published in:
Journal Of Optimization Theory And Applications, 172, 2, 684-705
Year:
2017
Publisher:
New York, Springer Verlag
ISSN:
0022-3239
Keywords:
Laboratories:




 Record created 2017-03-27, last modified 2018-09-13


Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)