Volume 2 No. 2 Pintér

Continuous Global OptimizationAn Introduction to Models, Solution Approaches, Tests and Applications

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János D. Pintér

Pintér Consulting Services, and Dalhousie University
129 Glenforest Drive, Halifax, NS, Canada B3M 1J2

Abstract

First, we present a discussion of the global optimization (GO) paradigm, and the challenges inherent to multiextremal
mathematical programming. Next, a concise review of the most frequently applied model versions and solution strategies for analyzing and solving continuous GO problems is presented. This is followed by comments on GO software, a list of some popular test problem types, and several prominent areas of ( primarily scientific and engineering) GO applications. A brief discussion of LGO, an integrated GO model development and solver program system, is also provided.
The review is supplemented by a fairly detailed (but far from exhaustive) list of references. These include some of the key
recent literature on GO, and several informative WWW sites related to the subjects discussed.
Keywords: Nonlinearity; multiextremal decision models; continuous global optimization; model types; solution approaches;
software development; test problems; applications.
AMS Subject Classification: 65K30, 90C05.

Full Article

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