Date of Award

8-1987

Document Type

Thesis

Degree Name

Master of Science (MS)

Legacy Department

Mathematical Science

First Advisor

Jerry Nedelman

Abstract

The global optimization problem is usually stated as the global minimization problem, which is to find a point x* ϵ S, a compact set in ʀⁿ, such that f(x*) ≤ f (x) ∀ x ϵ S. Much work has been done on functions satisfying various convexity conditions. The global minimization problem drops this requirement, allowing for multiple local minima. We will follow the standard assumption that f is continuous and that is has continuous first and second derivatives. The problem shall either be unconstrained or have simple bounds on the variables. A maximization problem is easily converted to a minimization problem by negating f.

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