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Fast Algorithm for the Cutting Angle Method of Global Optimization

โœ Scribed by L.M. Batten; G. Beliakov


Book ID
110393930
Publisher
Springer US
Year
2002
Tongue
English
Weight
160 KB
Volume
24
Category
Article
ISSN
0925-5001

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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