Electronic Resource
Springer
Journal of optimization theory and applications
90 (1996), S. 417-434
ISSN:
1573-2878
Keywords:
Global optimization
;
primal-relaxed dual approach
;
penalty methods
;
nonsmooth optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A generalized primal-relaxed dual algorithm for global optimization is proposed and its convergence is proved. The (GOP) algorithm of Floudas and Visweswaran (Refs. 1–2) is shown to be a special case of this general algorithm. Within the proposed framework, the algorithm of Floudas and Visweswaran (Refs. 1–2) is further extended to the nonsmooth case. A penalty implementation of the extended (GOP) algorithm is studied to improve its efficiency.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02190006
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