Liu, W.B. and Floudas, C.A. (1996) Generalized primal-relaxed dual approach for global optimization. Journal of Optimization Theory and Applications, 90 (2). pp. 417-434. ISSN 0022-3239.
| The full text of this publication is not available from this repository. (Contact us about this Publication) | |
| Official URL http://dx.doi.org/10.1007/BF02190006 |
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.
| Item Type: | Article |
|---|---|
| Uncontrolled keywords: | global optimization; primal-relaxed dual approach; penalty methods; nonsmooth optimization |
| Subjects: | H Social Sciences > HA Statistics > HA33 Management Science Q Science > QA Mathematics (inc Computing science) Q Science > Operations Research - Theory |
| Divisions: | Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science |
| Depositing User: | F.D. Zabet |
| Date Deposited: | 29 Jun 2009 11:23 |
| Last Modified: | 29 Jun 2009 11:23 |
| Resource URI: | http://kar.kent.ac.uk/id/eprint/18647 (The current URI for this page, for reference purposes) |
- Depositors only (login required):
