Continuous variable neighbourhood search with modified Nelder–Mead for non-differentiable optimization

DOI10.1093/imaman/dpu012zbMath1433.90194MaRDI QIDQ5382678

Nenad Mladenović, Zorica Dražić, Dragan Urošević, Milan D. Dražić, Qiu Hong Zhao

Publication date: 18 June 2019

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/dpu012

zbMATH Keywords

global optimization; heuristics; simplex method; non-differentiable optimization; variable neighbourhood search

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

90C59: Approximation methods and heuristics in mathematical programming