Comparison of deterministic and stochastic approaches to global optimization

DOI10.1111/j.1475-3995.2005.00503.xzbMath1131.90437OpenAlexW1978947328MaRDI QIDQ3025042

Leo Liberti, Sergei Kucherenko

Publication date: 4 July 2005

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1475-3995.2005.00503.x

zbMATH Keywords

global optimizationbilinear programminglow discrepancy sequencesconvex envelopemulti level single linkagespatial Branch-and-Bound

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (7)

A stochastic solver based on the residence time algorithm for crystal plasticity models ⋮ Lipschitz-inspired \texttt{HALRECT} algorithm for derivative-free global optimization ⋮ A multivariate adaptive stochastic search method for dimensionality reduction in classification ⋮ A modified quasisecant method for global optimization ⋮ Global optimization based on novel heuristics, low-discrepancy sequences and genetic algorithms ⋮ Towards ``Ideal multistart. A stochastic approach for locating the minima of a continuous function inside a bounded domain ⋮ A hybrid meta-heuristic for global optimisation using low-discrepancy sequences of points

Uses Software

• NAG
• SNOPT
• lpSolve

Cites Work

• Unnamed Item
• Global optimization and simulated annealing
• Stochastic methods for practical global optimization
• Handbook of test problems in local and global optimization
• Stochastic global optimization: Problem classes and solution techniques
• A reduced space branch and bound algorithm for global optimization.
• Convex envelopes of monomials of odd degree
• A note on the Griewank test function
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Reduction constraints for the global optimization of NLPs
• Comparison of the efficiency of deterministic and stochastic algorithms for visual reconstruction
• On the distribution of points in a cube and the approximate evaluation of integrals

This page was built for publication: Comparison of deterministic and stochastic approaches to global optimization