Introduction to global optimization
From MaRDI portal
Publication:1899195
zbMath0836.90134MaRDI QIDQ1899195
Reiner Horst, Panos M. Pardalos, Nguyen Van Thoai
Publication date: 5 October 1995
Published in: Nonconvex Optimization and Its Applications (Search for Journal in Brave)
Nonlinear programming (90C30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Related Items
Evidence and credibility: Full Bayesian signifiance test for precise hypotheses, Fractional optimization problems, A generalization of \(\omega \)-subdivision ensuring convergence of the simplicial algorithm, Extended reverse-convex programming: an approximate enumeration approach to global optimization, The controlled estimation method in the multiobjective linear fractional problem, An optimization method for chaotic turbulent flow, A combinatorial algorithm for the TDMA message scheduling problem, Solving the maximum vertex weight clique problem via binary quadratic programming, A revision of the rectangular algorithm for a class of DC optimization problems, A parameter free filled function for unconstrained global optimization, Outer approximation method incorporating a quadratic approximation for a DC programming problem, Utility function programs and optimization over the efficient set in multiple-objective decision making, On numerical solving the spherical separability problem, Adaptive nested optimization scheme for multidimensional global search, Maximizing for the sum of ratios of two convex functions over a convex set, Finding all solutions of nonlinearly constrained systems of equations, Interval methods for verifying structural optimality of circle packing configurations in the unit square, A new algorithm for solving the general quadratic programming problem, Reverse convex problems: an approach based on optimality conditions, Lagrange duality and partitioning techniques in nonconvex global optimization, A gradient-related algorithm with inexact line searches, Unification of filled function and tunnelling function in global optimization, Linearly constrained global minimization of functions with concave minorants, Uniform tree approximation by global optimization techniques, Necessary and sufficient global optimality conditions for convex maximization revisited, Uniqueness of integer solution of linear equations, On the complexity of approximating a KKT point of quadratic programming, Piece adding technique for convex maximization problems, A integral filter algorithm for unconstrained global optimization, Optimal configuration of a decentralized, market-driven production/inventory system, A filled function approach for nonsmooth constrained global optimization, Improved approximation results on standard quartic polynomial optimization, Constructing uniform designs: A heuristic integer programming method, An exact algorithm for graph partitioning, Applications of interval arithmetic in non-smooth global optimization, A new bound-and-reduce approach of nonconvex quadratic programming problems, A convergent simplicial algorithm with \(\omega \)-subdivision and \(\omega \)-bisection strategies, A hybrid method for quantum global optimization, Exact penalty and error bounds in DC programming, Sample average approximation of stochastic dominance constrained programs, On the solution of generalized multiplicative extremum problems, Copositivity detection by difference-of-convex decomposition and \(\omega \)-subdivision, An efficient strategy for the activation of MIP relaxations in a multicore global MINLP solver, A hybrid of Bayesian approach based global search with clustering aided local refinement, Subdivision, sampling, and initialization strategies for simplical branch and bound in global optimization., Global optimization based on a statistical model and simplicial partitioning., Global minimization of a generalized linear multiplicative programming, Modified T-F function method for finding global minimizer on unconstrained optimization, Global optimization problems and domain reduction strategies, D.C. programming approach for solving an applied ore-processing problem, Starshaped sets, On a finite branch and bound algorithm for the global minimization of a concave power law over a polytope, Least squares splines with free knots: Global optimization approach., Global maximization of a generalized concave multiplicative function, DC programming: overview., The semi-continuous quadratic mixture design problem: description and branch-and-bound approach, A class of optimization problems over the efficient set of a multiple criteria nonlinear programming problem, On a global optimization algorithm for bivariate smooth functions, A convex analysis approach for convex multiplicative programming, Solving DC programs using the cutting angle method, A new filled function method applied to unconstrained global optimization, A simplicial branch and duality bound algorithm for the sum of convex-convex ratios problem, Solving knapsack problems with \(S\)-curve return functions, Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants, An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section, On convergence rate of a rectangular partition based global optimization algorithm, On an iterative method for solving absolute value equations, Attractive force search algorithm for piecewise convex maximization problems, Iterative approximation of zeroes of monotone operators and system of generalized mixed equilibrium problems, Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds, Global optimization numerical strategies for rate-independent processes, An integral function and vector sequence method for unconstrained global optimization, On the solution of NP-hard linear complementarity problems, An outcome space approach for generalized convex multiplicative programs, Convergence and application of a decomposition method using duality bounds for nonconvex global optimization, A new global optimization approach for convex multiplicative programming, A new linearization technique for multi-quadratic 0-1 programming problems., Constrained global optimization of expensive black box functions using radial basis functions, Lagrangian decomposition of block-separable mixed-integer all-quadratic programs, Continuous GRASP with a local active-set method for bound-constrained global optimization, The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems, Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties, A branch and bound algorithm for solving a class of D-C programming, A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision, A filled function method with one parameter for box constrained global optimization, Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT}, The linear complementarity problem as a separable bilinear program, Detecting critical nodes in sparse graphs, Value-estimation function method for constrained global optimization, Novel global optimization algorithm with a space-filling curve and integral function, On Tikhonov's reciprocity principle and optimality conditions in d. c. optimization, Subdivision of simplices relative to a cutting plane and finite concave minimization, Knapsack feasibility as an absolute value equation solvable by successive linear programming, Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems, Computability on continuous, lower semi-continuous and upper semi-continuous real functions, Maximizing a concave function over the efficient or weakly-efficient set, Combination between global and local methods for solving an optimization problem over the efficient set, Recent developments and trends in global optimization, Duality theory in fuzzy mathematical programming problems with fuzzy coefficients, Solving planning and design problems in the process industry using mixed integer and global optimization, Variations and extension of the convex-concave procedure, An optimal trade-off model for portfolio selection with sensitivity of parameters, A filled function method for global optimization, A simplicial branch and bound duality-bounds algorithm to linear multiplicative programming, A Complexity Analysis of Local Search Algorithms in Global Optimization, Perspective reformulations of mixed integer nonlinear programs with indicator variables, On a nonseparable convex maximization problem with continuous Knapsack constraints, A new integral filter algorithm for unconstrained global optimization, A parameter-free filled function for unconstrained global optimization, A hybrid global optimization algorithm for nonlinear least squares regression, A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions, Iterative MC-algorithm to solve the global optimization problems, Systems of nonlinear algebraic equations with positive solutions, Differential evolution algorithm of solving an inverse problem for the spatial Solow mathematical model, On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization, A New Global Optimization Scheme for Quadratic Programs with Low-Rank Nonconvexity, Global optimization algorithm for solving linear multiplicative programming problems, Optimality Conditions for the Minimization of Quadratic 0-1 Problems, A New Boosted Proximal Point Algorithm for Minimizing Nonsmooth DC Functions, On convexification for a class of global optimization problems, A mixed-integer linear programming reduction of disjoint bilinear programs via symbolic variable elimination, A note on maxmin problem, A novel one-parameter filled function method with an application to pathological analysis, Simple transformation functions for finding better minima, Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization, Open issues and recent advances in DC programming and DCA, An empirical study of various candidate selection and partitioning techniques in the \texttt{DIRECT} framework, The joint replenishment problem with variable production costs, Optimal Planning of Distributed Generation via Nonlinear Optimization and Genetic Algorithms, Nonlinear algebraic systems with positive coefficients and positive solutions, Difference convex optimization techniques in nonsmooth computational mechanics, An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems, A new filled function method for global optimization, Adaptive extremal optimization by detrended fluctuation analysis, Two level minimization in multidimensional scaling, A global minimization algorithm for Lipschitz functions, Solving 0-1 programming problems by a penalty approach., Solving fractional problems with dynamic multistart improving hit-and-run, Solving sum-of-ratios fractional programs using efficient points, Complexity of general continuous minimization problems: a survey, Time—Frequency Analysis of Brain Neurodynamics, Simplicial Lipschitz optimization without the Lipschitz constant, Duality bound method for the general quadratic programming problem with quadratic constraints, On convergence of the simplicial branch-and-bound algorithm based on \(\omega\)-subdivisions, Finiteness result for the simplicial branch-and-bound algorithm based on \(\omega\)-subdivisions, Mean-variance portfolio optimal problem under concave transaction cost, A soft approach for hard continuous optimization, Generalized quasilinearization for quasilinear parabolic equations with nonlinearities of DC type, On memory gradient method with trust region for unconstrained optimization, Global optimality conditions for quadratic \(0-1\) optimization problems, Fractional programming with convex quadratic forms and functions, Improving the efficiency of DC global optimization methods by improving the DC representation of the objective function, A gradually descent method for discrete global optimization, Probability of unique integer solution to a system of linear equations, A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs, What is quasiconvex analysis?, Revealing evolutionarily optimal strategies in self-reproducing systems via a new computational approach, New line search methods for unconstrained optimization, A new algorithm for the general quadratic programming problems with box constraints, Parallel Branch and Bound Algorithm with Combination of Lipschitz Bounds over Multidimensional Simplices for Multicore Computers, Advantages of simplicial partitioning for Lipschitz optimization problems with linear constraints, Inscribed ball and enclosing box methods for the convex maximization problem, A global optimization approach for generating efficient points for multiobjective concave fractional programs, Mean–variance portfolio optimization with parameter sensitivity control†, Comparative analysis of the cutting angle and simulated annealing methods in global optimization, Stationary probability density of stochastic search processes in global optimization, Second-order sufficient optimality conditions for local and global nonlinear programming, Parametric Optimization Approach to the Solow Growth Theory, Automatic loop shaping in QFT using hybrid optimization and constraint propagation techniques, A new rectangle branch-and-reduce approach for solving nonconvex quadratic programming problems, A derivative-free algorithm for constrained global optimization based on exact penalty functions, Optimization-Based Parametric Model Order Reduction for the Application to the Frequency-Domain Analysis of Complex Systems, Global Search for Bilevel Optimization with Quadratic Data, Accelerating Fourier–Motzkin elimination using bit pattern trees, On EOQ cost models with arbitrary purchase and transportation costs, Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
