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We describe and test 2 types of improvements to the multistart heuristic framework for smooth global optimization presented in [8]. This starts a gradient based local NLP solver from a filtered subset of points generated by a starting point generator or driver, and has been available as both a...
Persistent link: https://www.econbiz.de/10012734234
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,...
Persistent link: https://www.econbiz.de/10014027266