Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO
نویسندگان
چکیده
منابع مشابه
Derivative-free methods for bound constrained mixed-integer optimization
We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated nor approximated explicitly. This class of mixed integer nonlinear optimization problems arises frequ...
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Methods which do not use any derivative information are becoming popular among researchers, since they allow to solve many real-world engineering problems. Such problems are frequently characterized by the presence of discrete variables, which can further complicate the optimization process. In this paper, we propose derivative-free algorithms for solving continuously differentiable Mixed Integ...
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Two novel deterministic global optimization algorithms for nonconvex mixed-integer problems (MINLPs) are proposed, using the advances of the BB algorithm for noncon-vex NLPs Adjiman et al. (1998a). The Special Structure Mixed-Integer BB algorithm (SMIN-BB addresses problems with nonconvexities in the continuous variables and linear and mixed-bilinear participation of the binary variables. The G...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2016
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2015.12.018