A parallel stochastic method for solving linearly constrained concave global minimization problems

DOI10.1007/BF00171828MaRDI QIDQ1200631zbMATH OpenOpenAlexFDO

Authors A. T. Phillips, J. B. Rosen, Mario van Vliet

Publication date 16 January 1993

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00171828

zbMATH Keywords

Bayesian stopping ruledifferentiable strictly concave function over a polytopeglobal minimizationmultistart techniqueparallel stochastic algorithm

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

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