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

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