Global Optimization

Homework:

the 5.1 and 5.2 examples in the book Introduction to Global Optimization pdf (pages 232-233).
Exercise 4.9 (a,b, or both) and Exercise 4.13 (where tranform to canonical d.c. form) in the same book (pages 229-230).
Any realization of the algorithms we learn. You can use C, C++, Mathematica, Maple, or other tools (ask to be sure). Always attach an example you have tested. Graphical output is appreciated.

Aimo Törn, Antanas Zilinskas: Global Optimization, Vol. 350 of Lecture Notes in Computer Science, Springer, Berlin, 1989. Introduction, Piyavskii-Shubert method
R. Horst, P.M. Pardalos, and N.V. Thoai (editors): Introduction to Global Optimization, Vol. 3 of Nonconvex Optimization and its Applications, Kluwer Academic Publishers, Dordrecht, 1995. DC and Lipschitz.
P. M. Pardalos, M. C. G. Resende (editors): Handbook of Applied Optimization, Cambridge University Press, 2002. optimality conditions
R. Horst, P.M. Pardalos (editors): Handbook of Global Optimization, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1995. DC, Lipschitz
Eligius M.T. Hendrix and B. G.-Tóth: Introduction to Global and Nonlinear Optimization, Springer, New York, 2010.
- Chapter 5: Non-differentiable methods; Nelder and Mead, Powell, Penalty and Barrier function methods, Projected gradient method, Inexact line search
- Chapter 6 (part): DIRECT, Stochastic models, response surface
- Chapter 4 (part): PRS, Multistart, Simulated Annealing, also discussed in Chapter 7 together with Multi-level Single Linkage, Tunelling, Filled Function method, ...
Thomas Weise: Global Optimization Algorithms - Theory and Application, e-book This can be helpful for the small talks!!!