This paper gives general conditions under which a collection of optimization problems, with the objective function and the constraint set depending on a parameter, has optimal solutions that are an ...

Optimization Test Problems Goldstein-Price Function Description: Dimensions: 2 The Goldstein-Price function has several local minima. Input Domain: The function is usually evaluated on the square x i ...

Using change of measures and optional decomposition under constraints, we state an existence result to this optimization problem and show some qualitative properties of the associated value function.