Cutting angle methods in global optimization

被引：42

作者：

Andramonov, M ^{[1
]}

Rubinov, A ^{[1
]}

Glover, B ^{[1
]}

机构：

[1] Univ Ballarat, Sch Informat Technol & Math Sci, Ballarat, Vic 3353, Australia

来源：

APPLIED MATHEMATICS LETTERS | 1999年 / 12卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

global optimization; abstract convexity; subdifferential; convex-along-rays; increasing; generalized cutting plane method; cutting angle method;

D O I：

10.1016/S0893-9659(98)00179-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A generalization of the cutting plane method from convex minimization is proposed applicable to a very broad class of nonconvex global optimization problems. Convergence results are described along with details of the initial numerical implementation of the algorithms. In particular, we study minimization problems in which the objective function is increasing and convex-along-rays. (C) 1999 Elsevier Science Ltd. All rights reserved.

引用

页码：95 / 100

页数：6

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