Global Optimization

Adaptive Simulated Annealing (ASA)

  • Lester Ingber
    • Categories Optimization Software and Modeling Systems, Robust Optimization, Stochastic Approaches Tags

    Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space. Citation%A L. Ingber %R Global optimization C-code %I Caltech Alumni Association %C Pasadena, CA %T Adaptive Simulated Annealing (ASA) %D 1993 %K 200701 %L Ingber:1993:CODE-ASA %O URL http://www.ingber.com/#ASA-CODEArticleDownload View … Read more

    Generating Convex Polynomial Inequalities for Mixed 0-1 Programs

  • Sanjay Mehrotra
  • Robert Stubbs
    • Categories (Mixed) Integer Nonlinear Programming, Convex Optimization, Global Optimization Theory Tags , , , ,

    We develop a method for generating valid convex polynomial inequalities for mixed 0-1 convex programs. We also show how these inequalities can be generated in the linear case by defining cut generation problems using a projection cone. The basic results for quadratic inequalities are extended to generate convex polynomial inequalities. ArticleDownload View PDF