Comparison of deterministic and stochastic approaches to global optimization

DOI10.1111/J.1475-3995.2005.00503.XMaRDI QIDQ3025042zbMATH OpenOpenAlexFDO

Authors Leo Liberti, S. Kucherenko

Publication date 4 July 2005

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1475-3995.2005.00503.x

zbMATH Keywords

bilinear programmingconvex envelopeglobal optimizationlow discrepancy sequencesmulti level single linkagespatial Branch-and-Bound

Mathematics Subject Classification ID

Stochastic programming (90C15) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

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Cites work

• A note on the Griewank test function
• A reduced space branch and bound algorithm for global optimization.
• Comparison of the efficiency of deterministic and stochastic algorithms for visual reconstruction
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Convex envelopes of monomials of odd degree
• Global optimization and simulated annealing
• Handbook of test problems in local and global optimization
• scientific article; zbMATH DE number 3744913 (Why is no real title available?)
• On the distribution of points in a cube and the approximate evaluation of integrals
• Reduction constraints for the global optimization of NLPs
• Stochastic global optimization: Problem classes and solution techniques
• Stochastic methods for practical global optimization

Cited in

(12)

• Global optimization based on novel heuristics, low-discrepancy sequences and genetic algorithms
• Towards ``Ideal multistart. A stochastic approach for locating the minima of a continuous function inside a bounded domain
• A hybrid meta-heuristic for global optimisation using low-discrepancy sequences of points
• A modified quasisecant method for global optimization
• Application of deterministic low-discrepancy sequences in global optimization
• A stochastic solver based on the residence time algorithm for crystal plasticity models
• scientific article; zbMATH DE number 1463002 (Why is no real title available?)
• Application of quasi Monte Carlo methods in global optimization
• Stochastic Algorithms: Foundations and Applications
• Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization
• A necessary and sufficient criterion for the global minimum of multiextremal functions
• A multivariate adaptive stochastic search method for dimensionality reduction in classification

Describes a project that uses

Uses Software

• NAG
• SNOPT
• lpSolve

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