Questions tagged [global-optimization]

For questions on optimization problems that seek solutions that are globally optimal (in contrast to locally optimal solutions).

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4
votes
2answers
160 views

Piecewise linear and global optimization

I am new to OR, and apologies if my mathematical notation is not clear. I have tried my best to keep it concise and given an explanation with numerical data. I would like to understand: Can this ...
5
votes
3answers
159 views

Global Optimization when the exponential function is involved

I wonder if there are methods to determine the global optimum of MINLP problems, when the nonlinear functions involved are only of the form $Z = Y e^{- \alpha X}$, where $Y \ge 0$ and $X \ge 0$. Are ...
2
votes
2answers
66 views

MINLP Solution same as Global Optimum?

Is the solution to an MINLP problem the global optimum to this problem?
10
votes
2answers
94 views

Heuristic methods for optimising complex black box function over permutations/ranks?

Suppose I have a set $S=\{1,2,\dots,500\}$ and some function $f(\sigma)$ from the permutations $\operatorname{Perm}(S) \rightarrow \mathbb{R}$ to be minimized. The function is complex (simulation ...
13
votes
2answers
477 views

Simulation optimisation: Monte carlo simulation, regression, optimise within regression model?

Can you help me identify if this technique has a standard name to help me explore the literature? Suppose I have a black-box stochastic simulation parameterised by $X=[x_1,...,x_p]$ with some single ...
10
votes
2answers
144 views

Global optimality condition of non-convex quadratic programs

We know that a convex quadratic maximization (not minimization!) on a polyhedron has its global optimal value on a vertex. Also, I have read in some papers that checking whether a vertex is globally ...
13
votes
4answers
373 views

What global MINLP solvers support trigonometric functions?

What (deterministic) global optimization packages support trigonometric functions such as $\sin, \cos, \tan$ in the constraints or objective function? What limitations do they have? I am not asking ...