Hello,
For those of you who are familiar with Pincus Theorem which is based on finding a global maximum of ANY objective function.
Refer to page 63 here, http://www.iis.sinica.edu.tw/page/jise/2001/200101_04.pdf
Can anyone, kindly, provide me with another similar theorem which finds the global maximum of any objective function (No constraints here).
I hope this can be helpful: this paper deals with a similar problem, and indeed, cites Pincus's Theorem and compares its main results with it:
Conditions for Global Optimality in Nonlinear Programming
James E. Falk
Operations Research
Vol. 21, No. 1, Mathematical Programming and Its Applications (Jan. - Feb., 1973), pp. 337-340
http://pubsonline.informs.org/doi/abs/10.1287/opre.21.1.337
@Giorgio Gnecco
Hello,
Oh wow, i thought for a moment that no one would provide help on this topic.
Thank you so much for this.
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