OQGRG : A Multi-Start Algorithm for the Global Solution of Nonlinear and Mixed Integer Programs

ISBN-13: 9783639195439 / Angielski / Miękka / 2009 / 108 str.

Zsolt Ugray

Opis

Economical, managerial, engineering, and natural systems are often represented by nonlinear equations and inequalities, using discrete and continuous variables. Global Optimization provides methodologies to find the global solutions for the prescriptive models that attempt to describe, predict, and optimize their behavior. OQGRG, the algorithm presented in this book, was developed to solve problems in this large target class of mixed integer, nonlinear, constrained optimization models that often have multiple local optima. OQGRG is a multi-start, 2-stage, global optimization algorithm that combines the efficiency of a broad meta-heuristic search and the power of a reduced gradient nonlinear solver. The effectiveness of the algorithm is demonstrated by solving a large set of test problems.

O autorze

Dr. Zsolt Ugray is an Assistant Professor of Management Information Systems in the Jon M. Huntsman School of Business at Utah State University. He received his PhD in Management Science and Information Systems from The University of Texas at Austin.