Essays and Surveys in Global Optimization
Global optimization aims at solving the most general problems of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be
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GERAD 25th Anniversary Series
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Essays and Surveys i n Global Optimization Charles Audet, Pierre Hansen, and Gilles Savard, editors
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Graph Theory and Combinatorial Optimization David Avis, Alain Hertz, and Odile Marcotte, editors
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Numerical Methods in Finance Hatem Ben-Ameur and Michkle Breton, editors
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Analysis, Control and Optimization o f Complex Dynamic Systems El-KCbir Boukas and Roland MalhamC, editors
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Column Generation Guy Desaulniers, Jacques Desrosiers, and Marius M. Solomon, editors
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Statistical Modeling and Analysis for Complex Data Problems Pierre Duchesne and Bruno RCmillard, editors
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Performance Evaluation and Planning Methods for the Next Generation Internet AndrC Girard, Brunilde Sansb, and FClisa Vizquez-Abad, editors
Dynamic Games: Theory and Applications Alain Haurie and Georges Zaccour, editors
Logistics Systems: Design and Optimization And& Langevin and Diane Riopel, editors w
Energy and Environment Richard Loulou, Jean-Philippe Waaub, and Georges Zaccour, editors
ESSAYS AND SURVEYS IN GLOBAL OPTIMIZATION
Edited by
CHARLES AUDET ~ c o l Polytechnique e de Montreal and GERAD
PIERRE HANSEN HEC Montreal and GERAD
GILLES SAVARD ~ c o l Polytechnique e de Montreal and GERAD
Q - Springer
Charles Audet &ole Polytechnique de Montreal & GERAD Montreal, Canada
Pierre Hansen HEC Mont+al& GERAD Montrkal, Canada
Gilles Savard Ecole Polytechnique de Montrkal& GERAD Montreal, Canada
Library of Congress Cataloging-in-Publication Data A C.I.P. Catalogue record for this book is available from the Library of Congress.
ISBN-10: 0-387-25569-9 ISBN 0-387-25570-2 (e-book) Printed on acid-free paper. ISBN-13: 978-0387-25569-9 O 2005 by Springer Science+Business Media, Inc. All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science + Business Media, Inc., 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now know or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks and similar terms, even if the are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights.
Printed in the United States of America. 9 8 7 6 5 4 3 2 1
SPIN 11053194
Foreword
GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC MontrBal, McGill University and of the ~ c o l Polytechnique e de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC MontrBal, the ~ c o l e Polytechnique de Montreal and McGill University. In 1996, the Universite du Quebec B MontrBal joined these three institutions. GERAD has fifty members (professors)
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