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

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A new global optimization method for univariate constrained twice-differentiable NLP problems
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    A new global optimization method for univariate constrained twice-differentiable NLP problems (English)
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    23 September 2008
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    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.
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    global optimization
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    difference of convex underestimator
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    convex cut function
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    nonconvex programming
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    numerical examples
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    index branch-and-bound algorithm
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    nonlinear programming
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