Computational comparison of two methods for constrained global optimization

DOI10.1007/BF01096682zbMath0820.90101MaRDI QIDQ1342896

A. T. Phillips, J. Ben Rosen

Publication date: 9 February 1995

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

zbMATH Keywords

test problemscomputational comparisonconstrained concave global minimizationglobal minimum solutionseparable concave objectivesstochastic multistart approach

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A quadratic assignment formulation of the molecular conformation problem

Cites Work

• A parallel stochastic method for solving linearly constrained concave global minimization problems
• Sufficient conditions for solving linearly constrained separable concave global minimization problems
• Separable concave minimization via partial outer approximation and branch and bound
• Bayesian stopping rules for multistart global optimization methods
• Stochastic global optimization methods part I: Clustering methods