Computational comparison of two methods for constrained global optimization
DOI10.1007/BF01096682zbMATH Open0820.90101MaRDI QIDQ1342896FDOQ1342896
Authors: A. T. Phillips, J. B. Rosen 
Publication date: 9 February 1995
Published in: Journal of Global Optimization (Search for Journal in Brave)
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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)
Cites Work
- Stochastic global optimization methods part I: Clustering methods
- A parallel stochastic method for solving linearly constrained concave global minimization problems
- Bayesian stopping rules for multistart global optimization methods
- Separable concave minimization via partial outer approximation and branch and bound
- Sufficient conditions for solving linearly constrained separable concave global minimization problems
Cited In (8)
- A computational evaluation of two subgradient search methods
- A quadratic assignment formulation of the molecular conformation problem
- Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes
- Title not available (Why is that?)
- A parallel stochastic method for solving linearly constrained concave global minimization problems
- Comparison of deterministic and stochastic approaches to global optimization
- A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
- Adaptive memory programming for constrained global optimization
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