Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
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 a need. We...