Stochastic global optimization using tangent minorants for Lipschitz functions
DOI10.1016/j.cam.2019.112462zbMath1434.90147OpenAlexW2974214542WikidataQ127226199 ScholiaQ127226199MaRDI QIDQ1989202
Hamadi Ammar, Walid Ben Aribi, 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
global optimizationLipschitz functionslower semi-continuous functionsunderestimatorsbranch and boundstangent minorants
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
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Cites Work
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