Computational comparison of two methods for constrained global optimization
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Publication:1342896
DOI10.1007/BF01096682zbMath0820.90101MaRDI QIDQ1342896
Publication date: 9 February 1995
Published in: Journal of Global Optimization (Search for Journal in Brave)
test problemscomputational comparisonconstrained concave global minimizationglobal minimum solutionseparable concave objectivesstochastic multistart approach
Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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Cites Work
- A parallel stochastic method for solving linearly constrained concave global minimization problems
- Sufficient conditions for solving linearly constrained separable concave global minimization problems
- Separable concave minimization via partial outer approximation and branch and bound
- Bayesian stopping rules for multistart global optimization methods
- Stochastic global optimization methods part I: Clustering methods