Developments in Global Optimization

In recent years global optimization has found applications in many interesting areas of science and technology including molecular biology, chemical equilibrium problems, medical imaging and networks. The collection of papers in this book indicates the di

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Nonconvex Optimization and Its Applications Volume 18

Managing Editors: Panos Pardalos University of Florida, U.S.A.

Reiner Horst University of Trier, Germany

Advisory Board: Ding-Zhu Du University of Minnesota, U.S.A.

C.A. Floudas Princeton University, U.S.A.

G.lnfanger Stanford University, U.S.A.

J. Mockus Lithuanian Academy of Sciences, Lithuania

P.D. Panagiotopoulos Aristotle University, Greece

H.D. Sherali Virginia Polytechnic Institute and State University, U.S.A.

Developments in Global Optimization Edited by

Immanuel M. Bornze University ojVienna, Vienna, Austria

Tibor Csendes Jozsej Attita University, Szeged, Hungary

Reiner Horst University ojTrier, Trier, Germany

and

Panos M. Pardalos University oj Florida, Gainesville, Florida, U.S.A.

Springer-Science+Business Media, B.Y.

Library of Congress Cataloging-in-Publication Data

Developments in global optimization / Immanuel M. Bomze ... let a1.1. p. cm. -- (Nonconvex optimization and its appl ications ; v. 18) 1. Mathematical optimization. I. Bomze. Immanuel M.• 1958OA402.5.D484 1997 519.7'6--dc21

2. Nonlinear programming. II. Series. 96-49521

ISBN 978-1-4419-4768-0 ISBN 978-1-4757-2600-8 (eBook) DOI 10.1007/978-1-4757-2600-8

Printed on acid-free paper

All Rights Reserved © 1997 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 1997. Softcover reprint of the hardcover 1st edition 1997 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner.

"For this shall never be proved, that the things that are not are; and do thou restrain thy thought from this way of inquiry ".

- Parmenides (Translated 1892 by John Burnet)

CONTENTS

PREFACE

xi

NOP - A COMPACT INPUT FORMAT FOR NONLINEAR OPTIMIZATION PROBLEMS A. Neumaier

1

GLOPT - A PROGRAM FOR CONSTRAINED GLOBAL OPTIMIZATION S. Dallwig, A. Neumaier and H. Schichl

19

GLOBAL OPTIMIZATION FOR IMPRECISE PROBLEMS M.N. Vrahatis, D. G. Sotiropoulos and E. C. Triantafyllou

37

NEW RESULTS ON GAP-TREATING TECHNIQUES IN EXTENDED INTERVAL NEWTON GAUSS-SEIDEL STEPS FOR GLOBAL OPTIMIZATION D. Ratz

55

QUADRATIC PROGRAMMING WITH BOX CONSTRAINTS P.L. De Angelis, P.M. Pardalos and G. Toraldo

EVOLUTIONARY APPROACH TO THE MAXIMUM CLIQUE PROBLEM: vii

73

viii

CONTENTS

EMPIRICAL EVIDENCE ON A LARGER SCALE I. Bomze, M. Pelillo and R. Giacomini

95

INTERVAL AND BOUNDING HESSIANS C. Stephens

109

ON GLOBAL SEARCH FOR NON-CONVEX OPTIMAL CONTROL PROBLEMS A. Strekalovsky and 1. Vasiliev

121

A MULTISTART LINKAGE ALGORITHM USING FIRST DERIVATIVES C.J. Price

135

CONVERGENCE SPEED OF AN INTEGRAL METHOD FOR COMPUTING THE ESSENTIAL SUPREMUM J. Hichert, A. Hoffmann and H.X. PM

153

COMPLEXITY ANALYSIS INTEGRATING PURE ADAPTIVE SEARCH (PAS) AND PURE RANDOM SEARCH (PRS) Z.B. Zabinsky and B.P. Kristinsdottir

171

LGO - A PROGRAM SYSTEM FOR CON