A new global optimization method for univariate constrained twice-differentiable NLP problems (Q946347): Difference between revisions
From MaRDI portal
Latest revision as of 17:32, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new global optimization method for univariate constrained twice-differentiable NLP problems |
scientific article |
Statements
A new global optimization method for univariate constrained twice-differentiable NLP problems (English)
0 references
23 September 2008
0 references
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.
0 references
global optimization
0 references
difference of convex underestimator
0 references
convex cut function
0 references
nonconvex programming
0 references
numerical examples
0 references
index branch-and-bound algorithm
0 references
nonlinear programming
0 references
0 references
0 references
0 references
0 references
0 references
0 references