ISSN:
1573-2916
Keywords:
Constrained global minimization
;
stochastic method
;
multistart technique
;
Bayesian stopping rule
;
parallel computation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A parallel stochastic algorithm is presented for solving the linearly constrained concave global minimization problem. The algorithm is a multistart method and makes use of a Bayesian stopping rule to identify the global minimum with high probability. Computational results are presented for more than 200 problems on a Cray X-MP EA/464 supercomputer.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00171828
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