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Ermoliev, Y.M. & Norkin, V.I. (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: | 27 Aug 2021 17:15 |
| URI: | https://pure.iiasa.ac.at/4949 |
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