Open Access
On global optimization
Isaac Siwale
- 01 Jan 2015
TL;DR: In this paper, a method for finding global optima to constrained nonlinear programs is presented, which reformulates the given program into a bi-objective mixed-integer program that is then solved for the Nash equilibrium.
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Abstract: This paper presents a relatively ―unfettered‖ practical method for finding global optima to constrained nonlinear programs. The method reformulates the given program into a bi-objective mixed-integer program that is then solved for the Nash equilibrium. A numerical example is included to illustrate the efficacy of the method; the solution computed is a benchmark against which other algorithms may be assessed.
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Citations
Variations and extension of the convex–concave procedure
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A Novel Hybrid Bat Algorithm with Harmony Search for Global Numerical Optimization
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Fast Parallel Kriging-Based Stepwise Uncertainty Reduction With Application to the Identification of an Excursion Set
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Constraint-handling using an evolutionary multiobjective optimization technique
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•Journal Article
Solving Engineering Optimization Problems with the Simple Constrained Particle Swarm Optimizer
TL;DR: Solving Engineering Optimization Problems with the Simple Constrained Particle Swarm Optimizer.