Skip to main content

Differential Equations and Global Optimization

  • Reference work entry
Encyclopedia of Optimization

Article Outline

Keywords

Mathematical Background

Global Unconstrained Optimization

Global Constrained Optimization

Miscellaneous Results

  Clique Problem

  Quasivariational Inequalities

See also

References

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 2,500.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 2,499.99
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. Aluffi-Pentini F, Parisi V, Zirilli F (1985) Global optimization and stochastic differential equations. J Optim Th Appl, 47:1–17

    Article  MATH  MathSciNet  Google Scholar 

  2. Aluffi-Pentini F, Parisi V, Zirilli F (1988) A global optimization algorithm using stochastic differential equations. ACM Trans Math Software, 14:345–365

    Article  MATH  MathSciNet  Google Scholar 

  3. Aluffi-Pentini F, Parisi V, Zirilli F (1988) SIGMA - A stochastic integration global minimization algorithm. ACM Trans Math Softw 14:366–380

    Article  MATH  MathSciNet  Google Scholar 

  4. Baiocchi C, Capelo A (1984) Variational and quasi‐variational inequalities: Application to Free‐boundary problems. Wiley, New York

    Google Scholar 

  5. Billingsley P (1995) Probability and measure. Wiley, New York

    MATH  Google Scholar 

  6. Chiang TS, Hwang CR, Sheu SJ (1987) Diffusion for global optimization in Rn. SIAM J Control Optim 25:737–753

    Article  MATH  MathSciNet  Google Scholar 

  7. Dantzing GB (1963) Linear programming and extensions. Princeton Univ Press, Princeton

    Google Scholar 

  8. Friedman A (1975) Stochastic differential equations and applications, vol 1. Acad Press, New York

    MATH  Google Scholar 

  9. Gill PE, Murray W, Wright MH (1981) Practical optimization. Acad Press, New York

    MATH  Google Scholar 

  10. Harker P, Pang J (1990) Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications. Math Program 48:161–220

    Article  MATH  MathSciNet  Google Scholar 

  11. Kirkpatrick S, Gelatt CD Jr, Vecchi MP (1983) Optimization by simulated annealing. Science 220:671–680

    Article  MathSciNet  Google Scholar 

  12. Matkowsky BJ, Schuss Z (1981) Eigenvalues of the Fokker-Planck operator and the equilibrium for the diffusions in potential fields. SIAM J Appl Math 40:242–254

    Article  MATH  MathSciNet  Google Scholar 

  13. Motzkin TS, Straus EG (1964) Maxima for graphs and a new proof of a theorem of Turán. Notices Amer Math Soc 11:533–540

    Google Scholar 

  14. Pardalos PM, Rodgers GP (1990) Computational aspects of a branch and bound algorithm for quadratic zero-one programming. Computing 45:131–144

    Article  MATH  MathSciNet  Google Scholar 

  15. Schuss Z (1980) Theory and applications of stochastic differential equations. Wiley, New York

    MATH  Google Scholar 

  16. Tanaka H (1979) Stochastic differential equations with reflecting boundary conditions in convex regions. Hiroshima Math J 9:163–177

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag

About this entry

Cite this entry

Bruglieri, M., Maponi, P., Recchioni, M.C., Zirilli, F. (2008). Differential Equations and Global Optimization . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_125

Download citation

Publish with us

Policies and ethics