GENERALIZED PRIMAL-RELAXED DUAL APPROACH FOR GLOBAL OPTIMIZATION

Authors
LIU WB FLOUDAS CA
Citation
Wb. Liu et Ca. Floudas, GENERALIZED PRIMAL-RELAXED DUAL APPROACH FOR GLOBAL OPTIMIZATION, Journal of optimization theory and applications, 90(2), 1996, pp. 417-434
Citations number
18
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
90
Issue
2
Year of publication
1996
Pages
417 - 434
Database
ISI
SICI code
0022-3239(1996)90:2<417:GPDAFG>2.0.ZU;2-T
Abstract
A generalized primal-relaxed dual algorithm for global optimization is proposed and its convergence is proved. The (GOP) algorithm of Flouda s and Visweswaran (Refs. 1-2) is shown to be a special case of this ge neral algorithm. Within the proposed framework, the algorithm of Floud as and Visweswaran (Refs. 1-2) is further extended to the nonsmooth ca se. A penalty implementation of the extended (GOP) algorithm is studie d to improve its efficiency.