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Global optimization

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distance. However, let's assume that instead of wanting to minimize the total distance traveled to visit each desired destination, we wanted to minimize the total time needed to reach each destination. This goes beyond conventional optimization since travel time is inherently uncertain (traffic jams, time of day, etc.). As a result, to determine our optimal path we would want to use simulation - optimization to first understand the range of potential times it could take to go from one point to another (represented by a probability distribution in this case rather than a specific distance) and then optimize our travel decisions to identify the best path to follow taking that uncertainty into account.
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is what is called a conventional optimization problem. That is, all the facts (distances between each destination point) needed to determine the optimal path to follow are known with certainty and the goal is to run through the possible travel choices to come up with the one with the lowest total
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copies of the system, randomly initialized, at different temperatures. Then, based on the Metropolis criterion one exchanges configurations at different temperatures. The idea of this method is to make configurations at high temperatures available to the simulations at low temperatures and vice
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versa. This results in a very robust ensemble which is able to sample both low and high energy configurations. In this way, thermodynamical properties such as the specific heat, which is in general not well computed in the canonical ensemble, can be computed with great precision.
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of the function to be objectively minimized in which the function is nonlinearly transformed to allow for easier tunneling among regions containing function minima. Easier tunneling allows for faster exploration of sample space and faster convergence to a good solution.
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In both of these strategies, the set over which a function is to be optimized is approximated by polyhedra. In inner approximation, the polyhedra are contained in the set, while in outer approximation, the polyhedra contain the set.
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methods. Finding the global minimum of a function is far more difficult: analytical methods are frequently not applicable, and the use of numerical solution strategies often leads to very hard challenges.
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A.Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, pp. 271–369 in: Acta Numerica 2004 (A. Iserles, ed.), Cambridge University Press 2004.
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analysis and other generalizations, used in fitting model parameters to experimental data in chemistry, physics, biology, economics, finance, medicine, astronomy, engineering.
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of this tree, which represent subsets of the solution set. Before enumerating the candidate solutions of a branch, the branch is checked against upper and lower estimated
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of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function
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Global optimization is distinguished from local optimization by its focus on finding the minimum or maximum over the given set, as opposed to finding
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The effective energy transformation scheme as a special continuation approach to global optimization with application to molecular conformation
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Wenzel, W.; Hamacher, K. (1999-04-12). "Stochastic Tunneling Approach for Global Minimization of Complex Potential Energy Landscapes".
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that yield reliable results. Interval arithmetic helps find reliable and guaranteed solutions to equations and optimization problems.
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is the part of algebra which is relevant to real algebraic (and semialgebraic) geometry. It is mostly concerned with the study of
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on the optimal solution, and is discarded if it cannot produce a better solution than the best one found so far by the algorithm.
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Hamacher, K.; Wenzel, W. (1999-01-01). "Scaling behavior of stochastic minimization algorithms in a perfect funnel landscape".
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Other approaches include heuristic strategies to search the search space in a more or less intelligent way, including:
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Hamacher, K (2006). "Adaptation in stochastic tunneling global optimization of complex potential energy landscapes".
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Global Optimization in Action - Continuous and Lipschitz Optimization: Algorithms, Implementations and Applications
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Reactive search optimization (i.e. integration of sub-symbolic machine learning techniques into search heuristics)
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Hansmann, Ulrich H.E. (1997). "Parallel tempering algorithm for conformational studies of biological molecules".
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problems. A branch-and-bound algorithm consists of a systematic enumeration of candidate solutions by means of
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Marco Falcioni and Michael W. Deem (1999). "A Biased Monte Carlo Scheme for Zeolite Structure Solution".
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For general considerations on the dimensionality of the domain of definition of the objective function:
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minima or maxima. Finding an arbitrary local minimum is relatively straightforward by using classical
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version of parallel tempering: this is usually known as replica-exchange molecular dynamics or REMD.
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Kirkpatrick, S.; Gelatt, C. D.; Vecchi, M. P. (1983-05-13). "Optimization by Simulated Annealing".
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Y. Sugita and Y. Okamoto (1999). "Replica-exchange molecular dynamics method for protein folding".
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For strategies allowing one to compare deterministic and stochastic global optimization methods
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L. Jaulin, M. Kieffer, O. Didrit, E. Walter (2001). Applied Interval Analysis. Berlin: Springer.
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simulations consists of an initial optimization of the energy of the system to be simulated.
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E.R. Hansen (1992), Global Optimization using Interval Analysis, Marcel Dekker, New York.
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Hamacher, Kay (2005). "On stochastic global optimization of one-dimensional functions".
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In this method, random simulations are used to find an approximate solution.
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is an umbrella term for optimization methods which iteratively refine a
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On the Link Between Gaussian Homotopy Continuation and Convex Envelopes
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Comparison of public-domain software for black box global optimization
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The Unreasonable Effectiveness of Mathematics in the Natural Sciences
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problems. The use of cutting planes to solve MILP was introduced by
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is a (not necessarily convex) compact set defined by inequalities
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Bayesian approach to global optimization: theory and applications
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European Community on Computational Methods in Applied Sciences
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or objective function by means of linear inequalities, termed
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Typical examples of global optimization applications include:
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Given a possibly nonlinear and non-convex continuous function
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Several exact or inexact Monte-Carlo-based algorithms exist:
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International Council for Industrial and Applied Mathematics
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M. Mongeau, H. Karsenty, V. Rouzé and J.-B. Hiriart-Urruty,
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and of many other models in the sciences and engineering
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and electrical circuit design (minimize the path length)
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with the full set at the root. The algorithm explores
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Numerical methods for ordinary differential equations
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Physica A: Statistical Mechanics and Its Applications
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method aimed at improving the dynamic properties of
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Société de Mathématiques Appliquées et Industrielles
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Japan Society for Industrial and Applied Mathematics
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Numerical methods for partial differential equations
1865: 1335:, Second Edition. Kluwer Academic Publishers, 2000. 2338: 1559:(15). American Physical Society (APS): 3003–3007. 625:The most successful general exact strategies are: 496: 430: 410: 383: 353: 302: 282: 255: 228: 176: 125:is equivalent to the minimization of the function 117: 1736:Introduction to global optimization by L. Liberti 497:{\displaystyle g_{i}(x)\geqslant 0,i=1,\ldots ,r} 3428: 1052:Indirect Optimization based on Self-Organization 936: 628: 321: 2510:Society for Industrial and Applied Mathematics 1550: 1495: 1259: 1111:Replica Monte Carlo simulation of spin glasses 1030:, combining global and local search strategies 839: 660:. Such procedures are popularly used to find 575:Object packing (configuration design) problems 2586: 1761: 1322:Global Optimization: Deterministic Approaches 1240: 1044:Response surface methodology-based approaches 2328:Supersymmetric theory of stochastic dynamics 1113:Physical Review Letters 57 : 2607–2609 683: 560:(e.g., of mechanical structures, buildings) 2593: 2579: 1768: 1754: 1058:, a sequential design strategy for global 531:(minimize the energy/free energy function) 1731:A. Neumaier’s page on Global Optimization 1624: 1564: 1509: 1280: 1260:Blake, Andrew; Zisserman, Andrew (1987). 1188:David J. Earl and Michael W. Deem (2005) 1149: 1002:with regard to a given measure of quality 811:) and their applications to the study of 354:{\displaystyle \min _{x\in \Omega }f(x),} 222: 208: 69:Learn how and when to remove this message 1682: 1610: 1450: 913:simulations of physical systems, and of 786:Methods based on real algebraic geometry 637: 614: 32:This article includes a list of general 960:, a generic probabilistic metaheuristic 861: 3429: 2574: 1749: 1286:Hossein Mobahi, John W. Fisher III. 1081:Multidisciplinary design optimization 970:capable of escaping from local minima 887: 825: 263:and the set of all global minimizers 177:{\displaystyle f(x):=(-1)\cdot g(x)} 18: 3415:Comparison of optimization software 1333:Introduction to Global Optimization 1316:Deterministic global optimization: 1241:Thacker, Neil; Cootes, Tim (1996). 1006:Swarm-based optimization algorithms 921:., Sugita and Okamoto formulated a 736: 13: 2602:Mathematical optimization software 1777:Industrial and applied mathematics 1422:For reactive search optimization: 425: 331: 297: 200: 38:it lacks sufficient corresponding 14: 3448: 3437:Deterministic global optimization 2007:Stochastic differential equations 1724: 1076:Deterministic global optimization 621:Deterministic global optimization 568:Mathematical problems (e.g., the 92:that attempts to find the global 2323:Supersymmetric quantum mechanics 1124:Computing Science and Statistics 666:mixed integer linear programming 23: 2205:Stochastic variational calculus 1997:Ordinary differential equations 1109:Swendsen RH and Wang JS (1986) 519: 2002:Partial differential equations 1875:Arbitrary-precision arithmetic 1459:(6). IOP Publishing: 944–950. 1293: 1253: 1234: 1199: 1182: 1129: 1116: 1103: 903:replica exchange MCMC sampling 817:sums-of-squares of polynomials 578:The starting point of several 461: 455: 345: 339: 218: 171: 165: 156: 147: 141: 135: 112: 106: 1: 3408:List of optimization software 1890:Interactive geometry software 1643:10.1016/s0009-2614(97)01198-6 1619:(1–3). Elsevier BV: 140–150. 1310: 1228:10.1016/S0009-2614(99)01123-9 1062:of black-box functions using 1014:social cognitive optimization 937:Heuristics and metaheuristics 629:Inner and outer approximation 1391:10.1126/science.220.4598.671 1096: 529:Protein structure prediction 7: 1942:Computational number theory 1905:Numerical-analysis software 1741:Free e-book by Thomas Weise 1705:10.1016/j.physa.2005.02.028 1583:10.1103/physrevlett.82.3003 1247:Vision Through Optimization 1086:Multiobjective optimization 1069: 1010:particle swarm optimization 840:Direct Monte-Carlo sampling 535:Computational phylogenetics 10: 3453: 1666:For continuation methods: 1091:Optimization (mathematics) 940: 891: 865: 855:traveling salesman problem 843: 829: 789: 740: 715:combinatorial optimization 687: 641: 618: 610:radiation therapy planning 541:Traveling salesman problem 391:and a global minimizer in 3402: 3353: 3305: 3186: 3157: 3093: 3004: 2900: 2753: 2744: 2639: 2608: 2540: 2502: 2486: 2448: 2400: 2348:Algebra of physical space 2213: 2171: 1965: 1927: 1815:Automated theorem proving 1783: 1473:10.1209/epl/i2006-10058-0 1453:Europhysics Letters (EPL) 1364:For simulated annealing: 2141:Numerical linear algebra 1691:. Elsevier BV: 547–557. 1613:Chemical Physics Letters 1606:For parallel tempering: 1440:For stochastic methods: 1208:Chemical Physics Letters 1018:multi-swarm optimization 915:Markov chain Monte Carlo 776:mathematical computation 684:Branch and bound methods 602:non-linear least squares 592:radio propagation models 1880:Finite element analysis 1830:Constraint satisfaction 1553:Physical Review Letters 1528:10.1103/physreve.59.938 1194:Phys. Chem. Chem. Phys. 1122:C. J. Geyer, (1991) in 1022:ant colony optimization 974:Evolutionary algorithms 952:Ant colony optimization 832:Stochastic optimization 792:Real algebraic geometry 431:{\displaystyle \Omega } 303:{\displaystyle \Omega } 236:with the global minima 53:more precise citations. 2435:Mathematical economics 2109:Multivariable calculus 1992:Differential equations 1835:Constraint programming 1825:Computational geometry 1037:Graduated optimization 988:Differential evolution 928:Essentially, one runs 498: 432: 412: 385: 355: 304: 284: 257: 230: 178: 119: 2388:Supersymmetry algebra 2373:Representation theory 2368:Renormalization group 2014:Differential geometry 1895:Optimization software 1867:Mathematical software 1299:Jonas Mockus (2013). 1263:Visual Reconstruction 1056:Bayesian optimization 638:Cutting-plane methods 615:Deterministic methods 556:Safety verification, 549:(e.g., analyzing the 499: 433: 413: 411:{\displaystyle X^{*}} 386: 384:{\displaystyle f^{*}} 356: 305: 285: 283:{\displaystyle X^{*}} 258: 256:{\displaystyle f^{*}} 231: 179: 120: 16:Branch of mathematics 2440:Mathematical finance 2425:Social choice theory 2340:Algebraic structures 2289:in quantum mechanics 2225:Analytical mechanics 2191:Stochastic processes 2163:Variational calculus 1975:Approximation theory 1900:Statistical software 998:trying to improve a 982:evolution strategies 873:Stochastic tunneling 868:Stochastic tunneling 862:Stochastic tunneling 819:. It can be used in 813:positive polynomials 778:and thus developing 764:interval computation 756:interval mathematics 709:design paradigm for 650:cutting-plane method 547:Chemical engineering 442: 422: 395: 368: 317: 294: 267: 240: 191: 129: 118:{\displaystyle g(x)} 100: 2415:Operations research 2284:Perturbation theory 2082:Multilinear algebra 2053:Functional analysis 1910:Numerical libraries 1842:Computational logic 1697:2005PhyA..354..547H 1635:1997CPL...281..140H 1575:1999PhRvL..82.3003W 1520:1999PhRvE..59..938H 1465:2006EL.....74..944H 1383:1983Sci...220..671K 1220:1999CPL...314..141S 1160:1999JChPh.110.1754F 1064:Bayesian statistics 958:Simulated annealing 821:convex optimization 752:Interval arithmetic 743:Interval arithmetic 670:convex optimization 564:Worst-case analysis 86:applied mathematics 82:Global optimization 2552:Mathematics portal 2449:Other applications 2173:Probability theory 2156:Validated numerics 2136:Numerical analysis 2029:Geometric analysis 2019:Differential forms 1852:Information theory 1320:R. Horst, H. Tuy, 1303:. Kluwer Academic. 1028:Memetic algorithms 1000:candidate solution 978:genetic algorithms 966:, an extension of 923:molecular dynamics 911:Monte Carlo method 899:Parallel tempering 894:Parallel tempering 888:Parallel tempering 877:Monte Carlo method 846:Monte Carlo method 826:Stochastic methods 809:real closed fields 772:measurement errors 719:state space search 580:molecular dynamics 558:safety engineering 513:local optimization 494: 428: 408: 381: 351: 335: 300: 280: 253: 226: 174: 115: 90:numerical analysis 3424: 3423: 3398: 3397: 2568: 2567: 2402:Decision sciences 2396: 2395: 2378:Spacetime algebra 2070:Harmonic analysis 2036:Dynamical systems 1980:Clifford analysis 1957:Discrete geometry 1923: 1922: 1498:Physical Review E 1435:978-0-387-09623-0 1324:, Springer, 1996. 780:numerical methods 760:interval analysis 570:Kepler conjecture 364:that is, finding 320: 79: 78: 71: 3444: 3297:Xpress NonLinear 3232:Gurobi Optimizer 3149:Xpress Optimizer 3114:Gurobi Optimizer 3085:Xpress NonLinear 3080:Xpress Optimizer 3035:Gurobi Optimizer 2996:Xpress Optimizer 2951:Gurobi Optimizer 2892:Xpress Optimizer 2822:Gurobi Optimizer 2751: 2750: 2595: 2588: 2581: 2572: 2571: 2353:Feynman integral 2336: 2335: 2296:Potential theory 2185:random variables 2075:Fourier analysis 2058:Operator algebra 1985:Clifford algebra 1937:Computer algebra 1863: 1862: 1770: 1763: 1756: 1747: 1746: 1716: 1662: 1628: 1602: 1568: 1547: 1513: 1492: 1418: 1331:and N.V. Thoai, 1304: 1297: 1291: 1284: 1278: 1277: 1257: 1251: 1250: 1238: 1232: 1231: 1214:(1–2): 141–151. 1203: 1197: 1186: 1180: 1179: 1168:10.1063/1.477812 1153: 1151:cond-mat/9809085 1144:(3): 1754–1766. 1133: 1127: 1120: 1114: 1107: 990:, a method that 901:, also known as 737:Interval methods 695:Branch and bound 690:Branch and bound 503: 501: 500: 495: 454: 453: 437: 435: 434: 429: 417: 415: 414: 409: 407: 406: 390: 388: 387: 382: 380: 379: 360: 358: 357: 352: 334: 309: 307: 306: 301: 289: 287: 286: 281: 279: 278: 262: 260: 259: 254: 252: 251: 235: 233: 232: 227: 225: 217: 216: 211: 183: 181: 180: 175: 124: 122: 121: 116: 94:minima or maxima 74: 67: 63: 60: 54: 49:this article by 40:inline citations 27: 26: 19: 3452: 3451: 3447: 3446: 3445: 3443: 3442: 3441: 3427: 3426: 3425: 3420: 3394: 3349: 3345:Octeract Engine 3301: 3287:Octeract Engine 3227:Galahad library 3182: 3153: 3089: 3075:Octeract Engine 3000: 2986:Octeract Engine 2896: 2882:Octeract Engine 2740: 2635: 2604: 2599: 2569: 2564: 2536: 2498: 2482: 2444: 2392: 2358:Poisson algebra 2334: 2216: 2209: 2167: 2063:Operator theory 1961: 1919: 1885:Tensor software 1861: 1810:Automata theory 1779: 1774: 1727: 1722: 1626:physics/9710041 1566:physics/9903008 1511:physics/9810035 1427:Roberto Battiti 1313: 1308: 1307: 1298: 1294: 1285: 1281: 1274: 1258: 1254: 1239: 1235: 1204: 1200: 1187: 1183: 1134: 1130: 1121: 1117: 1108: 1104: 1099: 1072: 1046: 945: 939: 896: 890: 870: 864: 848: 842: 834: 828: 807:(in particular 794: 788: 768:rounding errors 749: 741:Main articles: 739: 692: 686: 674:Ralph E. Gomory 646: 640: 631: 623: 617: 590:Calibration of 522: 449: 445: 443: 440: 439: 423: 420: 419: 402: 398: 396: 393: 392: 375: 371: 369: 366: 365: 324: 318: 315: 314: 295: 292: 291: 274: 270: 268: 265: 264: 247: 243: 241: 238: 237: 221: 212: 207: 206: 192: 189: 188: 130: 127: 126: 101: 98: 97: 84:is a branch of 75: 64: 58: 55: 45:Please help to 44: 28: 24: 17: 12: 11: 5: 3450: 3440: 3439: 3422: 3421: 3419: 3418: 3411: 3403: 3400: 3399: 3396: 3395: 3393: 3392: 3387: 3382: 3377: 3372: 3366: 3363: 3359: 3357: 3351: 3350: 3348: 3347: 3342: 3337: 3332: 3327: 3322: 3317: 3311: 3309: 3303: 3302: 3300: 3299: 3294: 3289: 3284: 3279: 3274: 3269: 3264: 3259: 3254: 3249: 3244: 3239: 3234: 3229: 3224: 3219: 3214: 3212:Artelys Knitro 3209: 3204: 3199: 3193: 3191: 3184: 3183: 3181: 3180: 3175: 3170: 3164: 3162: 3155: 3154: 3152: 3151: 3146: 3141: 3136: 3131: 3126: 3121: 3116: 3111: 3106: 3104:Artelys Knitro 3100: 3098: 3091: 3090: 3088: 3087: 3082: 3077: 3072: 3067: 3062: 3057: 3052: 3047: 3042: 3037: 3032: 3027: 3025:Artelys Knitro 3022: 3017: 3011: 3009: 3002: 3001: 2999: 2998: 2993: 2988: 2983: 2978: 2973: 2968: 2963: 2958: 2953: 2948: 2943: 2938: 2933: 2928: 2923: 2921:Artelys Knitro 2918: 2913: 2907: 2905: 2898: 2897: 2895: 2894: 2889: 2884: 2879: 2874: 2869: 2864: 2859: 2854: 2849: 2844: 2839: 2834: 2829: 2824: 2819: 2814: 2809: 2804: 2799: 2794: 2789: 2784: 2779: 2777:Artelys Knitro 2774: 2769: 2763: 2761: 2748: 2742: 2741: 2739: 2738: 2733: 2728: 2723: 2718: 2713: 2708: 2703: 2698: 2693: 2688: 2683: 2678: 2673: 2668: 2662: 2657: 2652: 2646: 2644: 2637: 2636: 2634: 2633: 2628: 2623: 2618: 2612: 2610: 2606: 2605: 2598: 2597: 2590: 2583: 2575: 2566: 2565: 2563: 2562: 2549: 2541: 2538: 2537: 2535: 2534: 2529: 2524: 2519: 2518: 2517: 2506: 2504: 2500: 2499: 2497: 2496: 2490: 2488: 2484: 2483: 2481: 2480: 2473: 2468: 2463: 2458: 2452: 2450: 2446: 2445: 2443: 2442: 2437: 2432: 2427: 2422: 2417: 2412: 2406: 2404: 2398: 2397: 2394: 2393: 2391: 2390: 2385: 2380: 2375: 2370: 2365: 2360: 2355: 2350: 2344: 2342: 2333: 2332: 2331: 2330: 2325: 2315: 2314: 2313: 2308: 2298: 2293: 2292: 2291: 2281: 2280: 2279: 2274: 2269: 2264: 2259: 2254: 2249: 2239: 2238: 2237: 2232: 2221: 2219: 2211: 2210: 2208: 2207: 2202: 2197: 2188: 2177: 2175: 2169: 2168: 2166: 2165: 2160: 2159: 2158: 2153: 2148: 2143: 2133: 2132: 2131: 2126: 2121: 2116: 2106: 2105: 2104: 2099: 2094: 2089: 2079: 2078: 2077: 2067: 2066: 2065: 2060: 2050: 2049: 2048: 2046:Control theory 2043: 2033: 2032: 2031: 2026: 2021: 2011: 2010: 2009: 2004: 1999: 1989: 1988: 1987: 1977: 1971: 1969: 1963: 1962: 1960: 1959: 1954: 1949: 1944: 1939: 1933: 1931: 1925: 1924: 1921: 1920: 1918: 1917: 1912: 1907: 1902: 1897: 1892: 1887: 1882: 1877: 1871: 1869: 1860: 1859: 1854: 1849: 1844: 1839: 1838: 1837: 1827: 1822: 1817: 1812: 1807: 1806: 1805: 1800: 1789: 1787: 1781: 1780: 1773: 1772: 1765: 1758: 1750: 1744: 1743: 1738: 1733: 1726: 1725:External links 1723: 1718: 1717: 1676: 1675: 1664: 1663: 1604: 1603: 1548: 1504:(1): 938–941. 1493: 1448: 1445:A. Zhigljavsky 1438: 1437: 1420: 1419: 1362: 1361: 1358: 1355: 1348: 1341: 1336: 1325: 1314: 1312: 1309: 1306: 1305: 1292: 1279: 1272: 1252: 1233: 1198: 1181: 1128: 1115: 1101: 1100: 1098: 1095: 1094: 1093: 1088: 1083: 1078: 1071: 1068: 1067: 1066: 1053: 1045: 1042: 1041: 1040: 1034: 1031: 1025: 1003: 985: 971: 961: 955: 941:Main article: 938: 935: 919:Giorgio Parisi 892:Main article: 889: 886: 866:Main article: 863: 860: 844:Main article: 841: 838: 830:Main article: 827: 824: 801:ordered fields 790:Main article: 787: 784: 738: 735: 688:Main article: 685: 682: 678:Václav Chvátal 642:Main article: 639: 636: 630: 627: 619:Main article: 616: 613: 612: 611: 605: 595: 588: 583: 576: 573: 566: 561: 554: 544: 538: 532: 521: 518: 493: 490: 487: 484: 481: 478: 475: 472: 469: 466: 463: 460: 457: 452: 448: 427: 405: 401: 378: 374: 362: 361: 350: 347: 344: 341: 338: 333: 330: 327: 323: 299: 277: 273: 250: 246: 224: 220: 215: 210: 205: 202: 199: 196: 173: 170: 167: 164: 161: 158: 155: 152: 149: 146: 143: 140: 137: 134: 114: 111: 108: 105: 77: 76: 31: 29: 22: 15: 9: 6: 4: 3: 2: 3449: 3438: 3435: 3434: 3432: 3417: 3416: 3412: 3410: 3409: 3405: 3404: 3401: 3391: 3388: 3386: 3383: 3381: 3378: 3376: 3373: 3370: 3367: 3364: 3362:Artelys Kalis 3361: 3360: 3358: 3356: 3352: 3346: 3343: 3341: 3338: 3336: 3333: 3331: 3328: 3326: 3323: 3321: 3318: 3316: 3313: 3312: 3310: 3308: 3304: 3298: 3295: 3293: 3290: 3288: 3285: 3283: 3280: 3278: 3275: 3273: 3270: 3268: 3265: 3263: 3260: 3258: 3255: 3253: 3250: 3248: 3245: 3243: 3240: 3238: 3235: 3233: 3230: 3228: 3225: 3223: 3220: 3218: 3215: 3213: 3210: 3208: 3205: 3203: 3200: 3198: 3195: 3194: 3192: 3189: 3185: 3179: 3176: 3174: 3171: 3169: 3166: 3165: 3163: 3160: 3156: 3150: 3147: 3145: 3142: 3140: 3137: 3135: 3132: 3130: 3127: 3125: 3122: 3120: 3117: 3115: 3112: 3110: 3107: 3105: 3102: 3101: 3099: 3096: 3092: 3086: 3083: 3081: 3078: 3076: 3073: 3071: 3068: 3066: 3063: 3061: 3058: 3056: 3053: 3051: 3048: 3046: 3043: 3041: 3038: 3036: 3033: 3031: 3028: 3026: 3023: 3021: 3018: 3016: 3013: 3012: 3010: 3007: 3003: 2997: 2994: 2992: 2989: 2987: 2984: 2982: 2979: 2977: 2974: 2972: 2969: 2967: 2964: 2962: 2959: 2957: 2954: 2952: 2949: 2947: 2944: 2942: 2939: 2937: 2934: 2932: 2929: 2927: 2924: 2922: 2919: 2917: 2914: 2912: 2909: 2908: 2906: 2903: 2899: 2893: 2890: 2888: 2885: 2883: 2880: 2878: 2875: 2873: 2870: 2868: 2865: 2863: 2860: 2858: 2855: 2853: 2850: 2848: 2845: 2843: 2840: 2838: 2835: 2833: 2830: 2828: 2825: 2823: 2820: 2818: 2815: 2813: 2810: 2808: 2805: 2803: 2800: 2798: 2795: 2793: 2790: 2788: 2785: 2783: 2780: 2778: 2775: 2773: 2770: 2768: 2765: 2764: 2762: 2760: 2756: 2752: 2749: 2747: 2743: 2737: 2734: 2732: 2729: 2727: 2724: 2722: 2719: 2717: 2714: 2712: 2709: 2707: 2704: 2702: 2699: 2697: 2694: 2692: 2689: 2687: 2684: 2682: 2679: 2677: 2674: 2672: 2669: 2666: 2663: 2661: 2658: 2656: 2653: 2651: 2648: 2647: 2645: 2642: 2638: 2632: 2629: 2627: 2624: 2622: 2619: 2617: 2614: 2613: 2611: 2607: 2603: 2596: 2591: 2589: 2584: 2582: 2577: 2576: 2573: 2561: 2557: 2553: 2550: 2548: 2547: 2543: 2542: 2539: 2533: 2530: 2528: 2525: 2523: 2520: 2516: 2513: 2512: 2511: 2508: 2507: 2505: 2503:Organizations 2501: 2495: 2492: 2491: 2489: 2485: 2478: 2474: 2472: 2469: 2467: 2464: 2462: 2459: 2457: 2454: 2453: 2451: 2447: 2441: 2438: 2436: 2433: 2431: 2428: 2426: 2423: 2421: 2418: 2416: 2413: 2411: 2408: 2407: 2405: 2403: 2399: 2389: 2386: 2384: 2381: 2379: 2376: 2374: 2371: 2369: 2366: 2364: 2363:Quantum group 2361: 2359: 2356: 2354: 2351: 2349: 2346: 2345: 2343: 2341: 2337: 2329: 2326: 2324: 2321: 2320: 2319: 2318:Supersymmetry 2316: 2312: 2309: 2307: 2304: 2303: 2302: 2301:String theory 2299: 2297: 2294: 2290: 2287: 2286: 2285: 2282: 2278: 2275: 2273: 2270: 2268: 2265: 2263: 2260: 2258: 2255: 2253: 2250: 2248: 2245: 2244: 2243: 2240: 2236: 2233: 2231: 2228: 2227: 2226: 2223: 2222: 2220: 2218: 2212: 2206: 2203: 2201: 2200:Path integral 2198: 2196: 2192: 2189: 2186: 2182: 2181:Distributions 2179: 2178: 2176: 2174: 2170: 2164: 2161: 2157: 2154: 2152: 2149: 2147: 2144: 2142: 2139: 2138: 2137: 2134: 2130: 2127: 2125: 2122: 2120: 2117: 2115: 2112: 2111: 2110: 2107: 2103: 2100: 2098: 2095: 2093: 2090: 2088: 2085: 2084: 2083: 2080: 2076: 2073: 2072: 2071: 2068: 2064: 2061: 2059: 2056: 2055: 2054: 2051: 2047: 2044: 2042: 2039: 2038: 2037: 2034: 2030: 2027: 2025: 2022: 2020: 2017: 2016: 2015: 2012: 2008: 2005: 2003: 2000: 1998: 1995: 1994: 1993: 1990: 1986: 1983: 1982: 1981: 1978: 1976: 1973: 1972: 1970: 1968: 1964: 1958: 1955: 1953: 1950: 1948: 1947:Combinatorics 1945: 1943: 1940: 1938: 1935: 1934: 1932: 1930: 1926: 1916: 1913: 1911: 1908: 1906: 1903: 1901: 1898: 1896: 1893: 1891: 1888: 1886: 1883: 1881: 1878: 1876: 1873: 1872: 1870: 1868: 1864: 1858: 1855: 1853: 1850: 1848: 1845: 1843: 1840: 1836: 1833: 1832: 1831: 1828: 1826: 1823: 1821: 1820:Coding theory 1818: 1816: 1813: 1811: 1808: 1804: 1801: 1799: 1796: 1795: 1794: 1791: 1790: 1788: 1786: 1785:Computational 1782: 1778: 1771: 1766: 1764: 1759: 1757: 1752: 1751: 1748: 1742: 1739: 1737: 1734: 1732: 1729: 1728: 1721: 1714: 1710: 1706: 1702: 1698: 1694: 1690: 1686: 1681: 1680: 1679: 1673: 1669: 1668: 1667: 1660: 1656: 1652: 1648: 1644: 1640: 1636: 1632: 1627: 1622: 1618: 1614: 1609: 1608: 1607: 1600: 1596: 1592: 1588: 1584: 1580: 1576: 1572: 1567: 1562: 1558: 1554: 1549: 1545: 1541: 1537: 1533: 1529: 1525: 1521: 1517: 1512: 1507: 1503: 1499: 1494: 1490: 1486: 1482: 1478: 1474: 1470: 1466: 1462: 1458: 1454: 1449: 1446: 1443: 1442: 1441: 1436: 1432: 1428: 1425: 1424: 1423: 1416: 1412: 1408: 1404: 1400: 1396: 1392: 1388: 1384: 1380: 1376: 1372: 1367: 1366: 1365: 1359: 1356: 1353: 1350:J.D. PintĂ©r, 1349: 1346: 1342: 1340: 1337: 1334: 1330: 1329:P.M. Pardalos 1326: 1323: 1319: 1318: 1317: 1302: 1296: 1289: 1283: 1275: 1273:0-262-02271-0 1269: 1266:. MIT Press. 1265: 1264: 1256: 1248: 1244: 1237: 1229: 1225: 1221: 1217: 1213: 1209: 1202: 1195: 1191: 1185: 1177: 1173: 1169: 1165: 1161: 1157: 1152: 1147: 1143: 1139: 1138:J. Chem. Phys 1132: 1125: 1119: 1112: 1106: 1102: 1092: 1089: 1087: 1084: 1082: 1079: 1077: 1074: 1073: 1065: 1061: 1057: 1054: 1051: 1048: 1047: 1038: 1035: 1032: 1029: 1026: 1023: 1019: 1015: 1011: 1007: 1004: 1001: 997: 994:a problem by 993: 989: 986: 983: 979: 975: 972: 969: 965: 962: 959: 956: 953: 950: 949: 948: 944: 943:Metaheuristic 934: 931: 926: 924: 920: 916: 912: 908: 904: 900: 895: 885: 882: 878: 874: 869: 859: 856: 853:Example: The 851: 847: 837: 833: 823: 822: 818: 814: 810: 806: 805:ordered rings 802: 798: 793: 783: 781: 777: 773: 769: 765: 761: 757: 753: 748: 747:Set inversion 744: 734: 732: 728: 724: 720: 716: 712: 708: 704: 700: 696: 691: 681: 679: 675: 671: 667: 664:solutions to 663: 659: 655: 651: 645: 644:Cutting plane 635: 626: 622: 609: 606: 603: 599: 598:Curve fitting 596: 593: 589: 587: 584: 581: 577: 574: 571: 567: 565: 562: 559: 555: 552: 548: 545: 542: 539: 536: 533: 530: 527: 526: 525: 517: 514: 510: 505: 491: 488: 485: 482: 479: 476: 473: 470: 467: 464: 458: 450: 446: 403: 399: 376: 372: 348: 342: 336: 328: 325: 313: 312: 311: 275: 271: 248: 244: 213: 203: 197: 194: 185: 168: 162: 159: 153: 150: 144: 138: 132: 109: 103: 95: 91: 87: 83: 73: 70: 62: 59:December 2013 52: 48: 42: 41: 35: 30: 21: 20: 3413: 3406: 3390:Xpress Kalis 3371:CP Optimizer 3306: 2731:Xpress Mosel 2681:GNU MathProg 2609:Data formats 2558: / 2554: / 2544: 2420:Optimization 2383:Superalgebra 2242:Field theory 2215:Mathematical 2193: / 2041:Chaos theory 2024:Gauge theory 1952:Graph theory 1847:Cryptography 1719: 1688: 1684: 1677: 1670:Zhijun Wu. 1665: 1616: 1612: 1605: 1556: 1552: 1501: 1497: 1456: 1452: 1439: 1421: 1374: 1370: 1363: 1315: 1295: 1282: 1262: 1255: 1246: 1236: 1211: 1207: 1201: 1193: 1184: 1141: 1137: 1131: 1123: 1118: 1105: 1060:optimization 968:local search 946: 929: 927: 902: 898: 897: 872: 871: 852: 849: 835: 797:Real algebra 796: 795: 763: 759: 755: 751: 750: 730: 726: 702: 698: 694: 693: 657: 654:feasible set 649: 647: 632: 624: 586:Spin glasses 551:Gibbs energy 523: 520:Applications 512: 508: 506: 363: 186: 81: 80: 65: 56: 37: 3380:Mathematica 3330:Mathematica 3168:Mathematica 3129:Mathematica 3050:Mathematica 2966:Mathematica 2847:Mathematica 2817:GLPK/GLPSOL 2701:Mathematica 2616:Mathematica 2560:topics list 2494:Mathematics 2410:Game theory 2311:Topological 2277:Topological 2272:Statistical 2235:Hamiltonian 996:iteratively 964:Tabu search 723:rooted tree 51:introducing 2466:Psychology 2430:Statistics 2230:Lagrangian 1857:Statistics 1793:Algorithms 1327:R. Horst, 1311:References 1196:, 7, 3910 907:simulation 34:references 2660:APMonitor 2471:Sociology 2461:Chemistry 2257:Effective 2252:Conformal 2247:Classical 2119:Geometric 2092:Geometric 1713:0378-4371 1651:0009-2614 1591:0031-9007 1544:119096368 1536:1063-651X 1489:250761754 1481:0295-5075 1399:0036-8075 1097:Footnotes 992:optimizes 707:algorithm 486:… 465:⩾ 426:Ω 404:∗ 377:∗ 332:Ω 329:∈ 298:Ω 276:∗ 249:∗ 219:→ 204:⊂ 201:Ω 160:⋅ 151:− 3431:Category 3315:ANTIGONE 3207:ANTIGONE 3097:, MISOCP 3020:ANTIGONE 2916:ANTIGONE 2887:SYMPHONY 2837:Lp_solve 2772:ANTIGONE 2706:MiniZinc 2641:Modeling 2546:Category 2195:analysis 2114:Exterior 2087:Exterior 1967:Analysis 1929:Discrete 1803:analysis 1659:14137470 1407:17813860 1176:13963102 1070:See also 881:sampling 727:branches 711:discrete 705:) is an 418:; where 3325:Couenne 3222:Couenne 3190:, MINLP 3161:, MISDP 3008:, MIQCP 2746:Solvers 2665:ECLiPSe 2556:outline 2487:Related 2456:Biology 2306:Bosonic 2267:Quantum 2217:physics 2183: ( 1915:Solvers 1693:Bibcode 1631:Bibcode 1599:5113626 1571:Bibcode 1516:Bibcode 1461:Bibcode 1379:Bibcode 1371:Science 1216:Bibcode 1156:Bibcode 1008:(e.g., 976:(e.g., 905:, is a 703:B&B 662:integer 47:improve 3375:Gecode 3267:NLPQLP 3252:MIDACO 2941:FortMP 2904:, MIQP 2877:SoPlex 2802:FortMP 2726:TOMLAB 2711:OptimJ 2129:Vector 2124:Tensor 2102:Vector 2097:Tensor 1798:design 1711:  1657:  1649:  1597:  1589:  1542:  1534:  1487:  1479:  1433:  1415:205939 1413:  1405:  1397:  1270:  1174:  731:bounds 36:, but 3385:JaCoP 3369:CPLEX 3365:Comet 3335:LINDO 3320:BARON 3292:WORHP 3282:SNOPT 3272:NPSOL 3257:MINOS 3242:LINDO 3237:IPOPT 3217:BARON 3202:APOPT 3173:MOSEK 3134:MOSEK 3119:LINDO 3109:CPLEX 3060:MOSEK 3055:MINOS 3045:LINDO 3040:IPOPT 3030:CPLEX 3015:APOPT 2976:MOSEK 2971:MINOS 2961:LINDO 2956:IPOPT 2946:HiGHS 2936:CPLEX 2911:APOPT 2862:MOSEK 2857:MINTO 2852:MINOS 2832:LINDO 2827:HiGHS 2797:CPLEX 2767:APOPT 2736:ZIMPL 2721:Pyomo 2691:LINDO 2671:Gekko 2650:AIMMS 2643:tools 2262:Gauge 1655:S2CID 1621:arXiv 1595:S2CID 1561:arXiv 1540:S2CID 1506:arXiv 1485:S2CID 1411:S2CID 1172:S2CID 1146:arXiv 954:(ACO) 762:, or 600:like 509:local 3340:SCIP 3277:SCIP 3247:LOQO 3144:SCIP 3124:LOQO 3095:SOCP 3070:SCIP 2991:SCIP 2872:SCIP 2842:LOQO 2812:GLOP 2759:MILP 2716:PuLP 2686:JuMP 2676:GAMS 2667:-CLP 2655:AMPL 1709:ISSN 1647:ISSN 1587:ISSN 1532:ISSN 1477:ISSN 1431:ISBN 1403:PMID 1395:ISSN 1268:ISBN 1050:IOSO 1020:and 980:and 815:and 803:and 770:and 745:and 713:and 676:and 658:cuts 648:The 608:IMRT 88:and 3262:NAG 3197:AOA 3188:NLP 3178:NAG 3159:SDP 3139:NAG 3065:NAG 3006:QCP 2981:NAG 2931:CLP 2926:CBC 2867:NAG 2807:GCG 2792:CBC 2787:CLP 2782:BCP 2696:OPL 2631:sol 2621:MPS 1701:doi 1689:354 1639:doi 1617:281 1579:doi 1524:doi 1469:doi 1387:doi 1375:220 1224:doi 1212:314 1192:, 1164:doi 1142:110 774:in 701:or 322:min 290:in 184:. 3433:: 3355:CP 3307:GO 2902:QP 2757:, 2755:LP 2626:nl 1707:. 1699:. 1687:. 1653:. 1645:. 1637:. 1629:. 1615:. 1593:. 1585:. 1577:. 1569:. 1557:82 1555:. 1538:. 1530:. 1522:. 1514:. 1502:59 1500:. 1483:. 1475:. 1467:. 1457:74 1455:. 1409:. 1401:. 1393:. 1385:. 1373:. 1245:. 1222:. 1210:. 1170:. 1162:. 1154:. 1140:. 1016:, 1012:, 758:, 754:, 699:BB 680:. 504:. 145::= 2594:e 2587:t 2580:v 2479:" 2475:" 2187:) 1769:e 1762:t 1755:v 1715:. 1703:: 1695:: 1661:. 1641:: 1633:: 1623:: 1601:. 1581:: 1573:: 1563:: 1546:. 1526:: 1518:: 1508:: 1491:. 1471:: 1463:: 1417:. 1389:: 1381:: 1276:. 1249:. 1230:. 1226:: 1218:: 1178:. 1166:: 1158:: 1148:: 1024:) 984:) 930:N 879:- 697:( 572:) 553:) 492:r 489:, 483:, 480:1 477:= 474:i 471:, 468:0 462:) 459:x 456:( 451:i 447:g 400:X 373:f 349:, 346:) 343:x 340:( 337:f 326:x 272:X 245:f 223:R 214:n 209:R 198:: 195:f 172:) 169:x 166:( 163:g 157:) 154:1 148:( 142:) 139:x 136:( 133:f 113:) 110:x 107:( 104:g 72:) 66:( 61:) 57:( 43:.

Index

references
inline citations
improve
introducing
Learn how and when to remove this message
applied mathematics
numerical analysis
minima or maxima
Protein structure prediction
Computational phylogenetics
Traveling salesman problem
Chemical engineering
Gibbs energy
safety engineering
Worst-case analysis
Kepler conjecture
molecular dynamics
Spin glasses
radio propagation models
Curve fitting
non-linear least squares
IMRT
Deterministic global optimization
Cutting plane
feasible set
integer
mixed integer linear programming
convex optimization
Ralph E. Gomory
Václav Chvátal

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