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.
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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.
|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)|
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