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COCOA
2010
Springer
8 years 5 months ago
Feasibility-Based Bounds Tightening via Fixed Points
Abstract. The search tree size of the spatial Branch-and-Bound algorithm for Mixed-Integer Nonlinear Programming depends on many factors, one of which is the width of the variable ...
Pietro Belotti, Sonia Cafieri, Jon Lee, Leo Libert...
SIAMJO
2002
117views more  SIAMJO 2002»
8 years 6 months ago
Analysis of Generalized Pattern Searches
This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. ...
Charles Audet, J. E. Dennis Jr.
SIAMCO
2002
71views more  SIAMCO 2002»
8 years 6 months ago
Rate of Convergence for Constrained Stochastic Approximation Algorithms
There is a large literature on the rate of convergence problem for general unconstrained stochastic approximations. Typically, one centers the iterate n about the limit point then...
Robert Buche, Harold J. Kushner
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