Ugray, Zsolt; Lasdon, Leon; Plummer, John; Glover, Fred; … - 2008
The algorithm described here, called OptQuest/NLP or OQNLP, is a heuristic designed to find global optima for pure and mixed integer nonlinear problems with many constraints and variables, where all problem functions are differentiable with respect to the continuous variables. It uses OptQuest,...