Stochastic global optimization using tangent minorants for Lipschitz functions

DOI10.1016/J.CAM.2019.112462MaRDI QIDQ1989202zbMATH OpenOpenAlexWikidataFDO

Authors Walid Ben Aribi, Hamadi Ammar, Mohamed Ben Alaya

Publication date 24 April 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112462

zbMATH Keywords

global optimizationLipschitz functionslower semi-continuous functionsunderestimatorsbranch and boundstangent minorants

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Recommendations

• Minorant methods of stochastic global optimization
• A branch and bound method for stochastic global optimization
• A global minimization algorithm for Lipschitz functions
• scientific article; zbMATH DE number 757681
• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants

Cites work

• scientific article; zbMATH DE number 1187205 (Why is no real title available?)
• A branch and bound method for stochastic global optimization
• A modification of the stochastic ruler method for discrete stochastic optimization
• A note on the estimation of the Hölder constant
• Call center staffing with simulation and cutting plane methods
• Convergence Analysis of Stochastic Algorithms
• Minimax analysis of stochastic problems
• Minorant methods of stochastic global optimization
• Nested Partitions Method for Global Optimization
• On optimal allocation of indivisibles under uncertainty
• Sample average approximation method for chance constrained programming: Theory and applications
• Solving multistage asset investment problems by the sample average approximation method
• The alpha algorithm and the application of the cubic algorithm in case of unknown Lipschitz constant
• The continuous reactive tabu search: Blending combinatorial optimization and stochastic search for global optimization
• The sample average approximation method applied to stochastic routing problems: a computational study
• The sample average approximation method for stochastic discrete optimization

Cited in

(2)

• Minorant methods of stochastic global optimization
• A branch and bound algorithm for Holder bi-objective optimization. Implementation to multidimensional optimization

Describes a project that uses

Uses Software

• Tabu search

This page was built for publication: Stochastic global optimization using tangent minorants for Lipschitz functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1989202)