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A parallel stochastic algorithm is presented for solving the linearly constrained concave global minimization problem. The algorithm is a multistart method.
A parallel stochastic algorithm is presented for solving the linearly constrained concave global minimization problem. The algorithm is a multistart method and ...
A parallel stochastic algorithm is presented for solving the linearly constrained concave global minimization problem and makes use of a Bayesian stopping ...
A parallel stochastic algorithm is presented for solving the linearly constrained concave global minimization problem. The algorithm is a multistart method and ...
A stochastic method is described for solving constrained global optimization problems using a penalty approach. Interesting properties and a parallel ...
Missing: concave | Show results with:concave
Rosen. M. van Vliet. -A parallel stochastic method for solving linearly constrained concave global minimization problems." !LYE. 91/192.
A parallel stochastic method for solving linearly constrained concave global minimization problems · A. PhillipsJ. B. RosenM. Vliet. Computer Science ...
Active research during the past two decades has produced a variety of methods for finding constrained global solutions to nonlinear optimization prob- lems.
A parallel stochastic method for solving linearly constrained concave global minimization problems. Journal of Global Optimization 2(3): 243-258 · Sufficient ...
Oct 22, 2024 · Two global optimization problems with high dimensionality and many local minima are investigated with two different optimization algorithms: ...