-

 

 

 




Optimization Online





 

On Global Optimization

Isaac Siwale (ike_siwale***at***hotmail.com)

Abstract: This paper presents a relatively “unfettered” method for finding global optima to constrained nonlinear programs. The method reformulates the given program into a bi-objective mixed-integer program that is then solved for the Nash equilibrium. A numerical example (whose solution provides a new benchmark against which other algorithms may be assessed) is included to illustrate the efficacy of the method.

Keywords: Global Optimization, Nonlinear Programming, Karush-Kuhn-Tucker Theorem, Mixed-integer Programming, Nash Equilibrium

Category 1: Global Optimization

Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 3: Other Topics (Multi-Criteria Optimization )

Citation: Siwale, I. (2014).On Global Optimization. Technical Report No. RD-23-2014, London: Apex Research Ltd.

Download: [PDF]

Entry Submitted: 07/04/2014
Entry Accepted: 07/04/2014
Entry Last Modified: 03/05/2015

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society