Global optimization of bounded factorable functions with discontinuities
A deterministic global optimization method is developed for a class of discontinuous functions. McCormick’s method to obtain relaxations of nonconvex functions is extended to discontinuous factorable functions by representing a discontinuity with a step function. The properties of the relaxations ar...
| Main Authors: | , |
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| Andre forfattere: | |
| Format: | Article |
| Sprog: | English |
| Udgivet: |
Springer US
2016
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| Online adgang: | http://hdl.handle.net/1721.1/103613 https://orcid.org/0000-0003-2895-9443 |