A new global optimization method for univariate constrained twice-differentiable NLP problems (Q946347): Difference between revisions

A new global optimization algorithm is proposed for univariate twice-differentiable nonlinear programming (NLP) problems, both unconstrained and nonconvex constrained variants. ``The method employs a difference of convex underestimator and a convex cut function\dots'' (authors). The test samples show the competitiveness of this method, specifically, in comparison with the index branch-and-bound algorithm (for smooth cases). A good introduction and a largish bibliography are present.