Stochastic and Global Optimization
In the paper we propose a model of tax incentives optimization for inve- ment projects with a help of the mechanism of accelerated depreciation. Unlike the tax holidays which influence on effective income tax rate, accelerated - preciation affects on taxa
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Nonconvex Optimization and Its Applications Volume 59 Managing Editor: Panos Pardalos
Advisory Board: J.R. Birge Northwestern University, U.S.A. Ding-Zhu Du University of Minnesota, U.S.A. C. A. Floudas Princeton University, U.S.A. J. Mockus Lithuanian Academy of Sciences, Lithuania H. D. Sherali Virginia Polytechnic Institute and State University, U.S.A. G. Stavroulakis Technical University Braunschweig, Germany
The titles published in this series are listed at the end of this volume.
Stochastic and Global Optimization Edited by
Gintautas Dzemyda Šaltenis Antanas Žilinskas Institute of Mathematics and Informatics, Vilnius, Lithuania
KLUWER ACADEMIC PUBLISHERS NEW YORK, BOSTON, DORDRECHT, LONDON, MOSCOW
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0-306-47648-7 1-4020-0484-2
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TABLE OF CONTENTS The Jubilee of Prof. Dr. Habil. Jonas Mockus
vii
1. Topographical Differential Evolution Using Pre-calculated Differentials M. M. Ali and A. Törn
1
2. Optimal Tax Depreciation in Stochastic Investment Model V. I. Arkin and A. D. Slastnikov
19
3. Global Optimisation of Chemical Process Flowsheets I. D. L. Bogle and R. P. Byrne
33
4. One-dimensional Global Optimization Based on Statistical Models J. M. Calvin and A. Žilinskas
49
5. Animated Visual Analysis of Extremal Problems G. Dzemyda
65
6. Test Problems for Lipschitz Univariate Global Optimization with Multiextremal Constraints D. Famularo, P. Pugliese and Y. D. Sergeyev
93
7. Numerical Techniques in Applied Multistage Stochastic Programming K. Frauendorfer and G. Haarbrücker
111
8. On the Efficiency and Effectiveness of Controlled Random Search E. M. T. Hendrix, P. M. Ortigosa and I. García
129
9. Discrete Backtracking Adaptive Search for Global Optimization B. P. Kristinsdottir, Z. B. Zabinsky and G. R. Wood
147
10. Parallel Branch-and-bound Attraction Based Methods for Global Optimization K. Madsen and J. Žilinskas
175
11. On Solution of Stochastic Linear Programs by Discretization Methods K. Marti
189
12. The Structure of Multivariate Models and the Range of Definition V. Šaltenis and V. Tiešis
209
13. Optimality Criteria for Investment Projects Under Uncertainty 221 S. A. Smolyak v
THE JUBILEE OF PROF. DR. HABIL. JONAS MOCKUS On June 18, 2001, the scientific society commemorates the 70th anniversary of Prof. Dr. Habil. J. Mockus, a world renowned scientist, a real member of the Lithuanian academy of Sciences. The book represents some of the results in the field of stochastic optimization, one of initiators of which was Prof. J. Mockus. The range of J. Mockus’ scientific research embraces g
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