Frontiers in Global Optimization

Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international confer­ ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global Opti­ mization", "State-of-the-Art in Global Optimization", and "Optimization in Computational Chemistry and Molecular Biology: Local and Global approaches" took place at Princeton University in 1991, 1995, and 1999, respectively. The papers in this volume focus on de­ terministic methods for global optimization, stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimiza­ tion in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics. Front Matter....Pages i-ix A Deterministic Global Optimization Algorithm for Problems with Nonlinear Dynamics....Pages 1-23 Exact solution of three nonconvex quadratic programming problems....Pages 25-43 Global Optimization of Bioprocesses using Stochastic and Hybrid Methods....Pages 45-70 Computational Experiments with an Adaptive Genetic Algorithm for Global Minimization of Potential Energy Functions....Pages 71-82 A New Approach in Deterministic Global Optimisation of Problems with Ordinary Differential Equations....Pages 83-108 Global Optimization of Homogeneous Polynomials on the Simplex and on the Sphere....Pages 109-121 Exact parallel algorithms for the location depth and the maximum feasible subsystem problems....Pages 123-133 An Improved Method for the Computation of Affine Lower Bound Functions for Polynomials....Pages 135-144 Implementation and Testing of a Branch-and-Bound Based Method for Deterministic Global Optimization: Operations Research Applications....Pages 145-164 MINLP Optimization Using Simplicial Approximation Method for Classes of Non-Convex Problems....Pages 165-195 A General Framework for Constructing Cooperative Global Optimization Algorithms....Pages 197-221 Constrained Global Optimization: Adaptive Gradient Flows....Pages 223-236 Exact Computation of Global Minima of a Nonconvex Portfolio Optimization Problem....Pages 237-254 Global Reliability-Based Design Optimization....Pages 255-274 Reducing the Cost of Evaluation of the Gradient and Hessian of Molecular Potential Energy Functions....Pages 275-287 Global Dynamic Optimization of Linear Hybrid Systems....Pages 289-312 AMIGO: Advanced Multidimensional Interval analysis Global Optimization algorithm....Pages 313-326 Trilinear Monomials with Positive or Negative Domains: Facets of the Convex and Concave Envelopes....Pages 327-352 Analysis of Non Convex Polynomial Programs by the Method of Moments....Pages 353-371 The Steiner Ratio and the Homochirality of Biomacromolecular Structures....Pages 373-390 A Multi Dimensional Assignment Formulation for New Product Development Problems....Pages 391-401 Quasiconvexity, Fractional Programming and Extremal Traffic Congestion....Pages 403-409 Optimal Solution of Integer Multicommodity Flow Problems With Application in Optical Networks....Pages 411-435 Pre-search Screening: A Technique to Improve Search Efficiency in Global Optimization....Pages 437-455 Global Optimization of Bilevel Programming Problems via Parametric Programming....Pages 457-476 Global Solution of Optimization Problems with Dynamic Systems Embedded....Pages 477-497 A multi-start methodology for constrained global optimization using novel constrained local optimizers....Pages 499-516 Representation and numerical determination of the global optimizer of a continuous function on a bounded domain....Pages 517-539 Global Optimization under nonlinear restrictions by using stochastic perturbations of the projected gradient....Pages 541-561 On the existence of polyhedral convex envelopes....Pages 563-573 Optimal Selection of the Regression Kernel Matrix with Semidefinite Programming....Pages 575-584 Termination Criteria in the Moore-Skelboe Algorithm for Global Optimization by Interval Arithmetic....Pages 585-597 Global Optimization has emerged as one of the most exciting new areas of mathematical programming. Global optimization has received a wide attraction from many fields in the past few years, due to the success of new algorithms for addressing previously intractable problems from diverse areas such as computational chemistry and biology, biomedicine, structural optimization, computer sciences, operations research, economics, and engineering design and control. This book contains refereed invited papers submitted at the 4th international conferƯ ence on Frontiers in Global Optimization held at Santorini, Greece during June 8-12, 2003. Santorini is one of the few sites of Greece, with wild beauty created by the explosion of a volcano which is in the middle of the gulf of the island. The mystic landscape with its numerous mult-extrema, was an inspiring location particularly for researchers working on global optimization. The three previous conferences on "Recent Advances in Global OptiƯ mization", "State-of-the-Art in Global Optimization", and "Optimization in Computational Chemistry and Molecular Biology: Local and Global approaches" took place at Princeton University in 1991, 1995, and 1999, respectively. The papers in this volume focus on deƯ terministic methods for global optimization, stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimizaƯ tion in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics The chapters in this volume focus on recent deterministic methods and stochastic methods for global optimization, distributed computing methods in global optimization, and applications of global optimization in several branches of applied science and engineering, computer science, computational chemistry, structural biology, and bio-informatics. This volume is addressed to faculty, students, and researchers in optimization, engineering, computer science and applied mathematics.