Constrained Optimization of Discontinuous Systems

Ermoliev YM & Norkin VI (1996). Constrained Optimization of Discontinuous Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-078

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Abstract

In this paper we extend the results of Ermoliev, Norkin and Wets [8] and Ermoliev and Norkin [7] to the case of constrained discontinuous optimization problems. In contrast to [7] the attention is concentrated on the proof of general optimality conditions for problems with nonconvex feasible sets. Easily implementable random search technique is proposed.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Risk, Policy, and Complexity (RPC)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:07
Last Modified: 31 Jul 2016 20:22
URI: http://pure.iiasa.ac.at/4949

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