The oracle penalty method

DOI10.1007/S10898-009-9477-0MaRDI QIDQ975775zbMATHOpenAlexFDO

Authors Martin Schlüter, Matthias Gerdts

Publication date 11 June 2010

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10898-009-9477-0

zbMATH Keywords

ant colony optimizationconstrained optimizationmixed integer nonlinear programmingpenalty functionMIDACO-Solverstochastic metaheuristic

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Recommendations

• scientific article; zbMATH DE number 1157171
• scientific article; zbMATH DE number 778133
• scientific article; zbMATH DE number 3882210
• The shifted penalty method
• Analysis of a penalty method
• A note on the penalty correction method
• scientific article; zbMATH DE number 1354482
• A multiplicative method of exact penalty functions
• scientific article; zbMATH DE number 3920210

Cites work

• scientific article; zbMATH DE number 976325 (Why is no real title available?)
• scientific article; zbMATH DE number 1101647 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• A Genetic Algorithm for the Multiple-Choice Integer Program
• A collection of test problems for constrained global optimization algorithms
• A comparative study on optimization methods for the constrained nonlinear programming problems
• A computational comparison of some non-linear programs
• A trust region SQP algorithm for mixed-integer nonlinear programming
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Ant colony optimization for continuous domains
• Ant colony optimization.
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
• Computational method for time-optimal switching control
• Extended ant colony optimization for non-convex mixed integer nonlinear programming
• Fundamentals of scatter search and path relinking
• Handbook of test problems in local and global optimization
• Optimization by simulated annealing
• Scatter search for chemical and bio-process optimization
• Theoretical and numerical constraint-handling techniques used with evolutionary algorithms: A survey of the state-of-the-art

Cited in

(7)

• A genetic algorithm based augmented Lagrangian method for constrained optimization
• PyOpt: a python-based object-oriented framework for nonlinear constrained optimization
• An improved test set approach to nonlinear integer problems with applications to engineering design
• Review and comparison of algorithms and software for mixed-integer derivative-free optimization
• A numerical study of MIDACO on 100 MINLP benchmarks
• Optimization by ant algorithms: possible roles for an individual ant
• Scheduled penalty variable neighborhood search

Describes a project that uses

Uses Software

• MIDACO
• Scatter Search
• MISQP
• Mintoc

This page was built for publication: The oracle penalty method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975775)