Global optimization with data perturbations

DOI10.1016/0305-0548(69)90003-3zbMath0608.90086OpenAlexW1974488344MaRDI QIDQ1086171

Eldon R. Hansen

Publication date: 1984

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(69)90003-3

zbMATH Keywords

data perturbationsinequality constrained casestwice continuously differentiable constraintsunconstrained case

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items

Application of Bayesian approach to numerical methods of global and stochastic optimization ⋮ An algorithm for approximate multiparametric convex programming ⋮ Computable bounds on parametric solutions of convex problems ⋮ Bounding the set of solutions of a perturbed global optimization problem ⋮ Bounds for Lagrange multipliers and optimal points ⋮ Characterization of perturbed mathematical programs and interval analysis

Cites Work

• Global optimization using interval analysis - the multi-dimensional case
• Bounding the Solution of Interval Linear Equations
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