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 relaxatio...
Main Authors: | , |
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Other Authors: | , |
Format: | Article |
Language: | English |
Published: |
Springer US,
2016-07-14T19:57:36Z.
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Subjects: | |
Online Access: | Get fulltext |