Constrained Optimization of Discontinuous Systems

Ermoliev, Y.M. & Norkin, V.I. (1996). Constrained Optimization of Discontinuous Systems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-078

[thumbnail of WP-96-078.pdf]

Download (490kB) | Preview


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: 27 Aug 2021 17:15

Actions (login required)

View Item View Item