A parallel stochastic method for solving linearly constrained concave global minimization problems
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Publication:1200631
DOI10.1007/BF00171828zbMath0769.90073MaRDI QIDQ1200631
A. T. Phillips, Mario van Vliet, J. Ben Rosen
Publication date: 16 January 1993
Published in: Journal of Global Optimization (Search for Journal in Brave)
global minimization; Bayesian stopping rule; differentiable strictly concave function over a polytope; multistart technique; parallel stochastic algorithm
90C30: Nonlinear programming
65Y05: Parallel numerical computation
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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