A parallel stochastic method for solving linearly constrained concave global minimization problems

DOI10.1007/BF00171828zbMath0769.90073OpenAlexW2013097552MaRDI QIDQ1200631

A. T. Phillips, Mario van Vliet, J. Ben Rosen

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1007/bf00171828

zbMATH Keywords

global minimizationBayesian stopping ruledifferentiable strictly concave function over a polytopemultistart techniqueparallel stochastic algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30) Parallel numerical computation (65Y05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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