An implicit enumeration method for global optimization problems
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The authors present an implicit enumeration method for solving the global optimization problem subject to linear constraints. The method is implemented for the case of the concave linearly constrained minimization problem, and the minimization of a twice-continuously differentiable function over an n-dimensional interval. Some computational results are summarized.
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- scientific article; zbMATH DE number 47153
Cites work
- An Algorithm for Separable Nonconvex Programming Problems
- An interior semi-infinite programming method
- Constrained global optimization: algorithms and applications
- Extended univariate algorithms for n-dimensional global optimization
- scientific article; zbMATH DE number 4001882 (Why is no real title available?)
- scientific article; zbMATH DE number 4048903 (Why is no real title available?)
- Methods for Global Concave Minimization: A Bibliographic Survey
- Parallel branch and bound algorithms for quadratic zero-one programs on the hypercube architecture
- Precision, complexity, and computational schemes of the cubic algorithms
- The cubic algorithm
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