Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
Abdellah Salhi, L.G. Proll, D. Rios Insua, J.I. Martin (2010)
RAIRO - Operations Research
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The solution of a variety of classes of global optimisation problems is required in the implementation of a framework for sensitivity analysis in multicriteria decision analysis. These problems have linear constraints, some of which have a particular structure, and a variety of objective functions, which may be smooth or non-smooth. The context in which they arise implies a need for a single, robust solution method. The literature contains few experimental results relevant to such...