𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A probabilistic algorithm for global optimization

✍ Scribed by F. Archetti; B. Betrò


Book ID
110562205
Publisher
Springer Milan
Year
1979
Tongue
English
Weight
343 KB
Volume
16
Category
Article
ISSN
0008-0624

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A branch-reduce-cut algorithm for the gl
✍ Myun-Seok Cheon; Shabbir Ahmed; Faiz Al-Khayyal 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 292 KB

We consider probabilistically constrained linear programs with general distributions for the uncertain parameters. These problems involve non-convex feasible sets. We develop a branch-and-bound algorithm that searches for a global optimal solution to this problem by successively partitioning the non