``Consider
everything.
Keep the
good.
Avoid evil
whenever you notice it.''
(1 Thess. 5:21-22)
This file is part of my global optimization web site. It contains sections on
Dynamic programming by example (Ömer Benli)
Brian's Digest: Dynamic Programming
Dynamic Programming (by Moshe Sniedovich)
A Tutorial on Integer Programming (by Cornuéjols, Trick and Saltzman)
Parallel Linear Mixed Integer Programming
The relevant files are
p-ecmpp94b.ps.Z [52K],
p-icpdcs94.ps.Z [54K],
and the subdirectory
tr-1994-07/
[the address is no longer valid. If someone knows the new
address of the directory, please notify me.]
Papers on MINTO, (linear) Mixed INTeger Optimizer (by Martin Savelsbergh)
A Branch And Reduce Approach to Global Optimization of nonlinear mixed integer programs (by Nikos Sahinidis)
Optimierung rektifikativer Trennprozesse mit Mixed Integer Nonlinear Programming (MINLP)
Global Optimization of Nonconvex MINLP Optimization Models (Ignacio Grossmann)
Algorithms for Constraint-Satisfaction Problems: A Survey (ps, by V. Kumar)
Experts, please provide online pointers!
A global optimization method, alphaBB, for general twice-differentiable constrained NLPs (Adjiman, Androulakis, Dallwig, Floudas and Neumaier)
R. Horst and H. Tuy, Global Optimization: Deterministic Approaches, Springer, Berlin 1990.
Background on Interval Analysis
Interval Computations (Vladik Kreinovich's comprehensive interval archive)
My Book Review of Eldon Hansen, Global Optimization Using Interval Analysis, Dekker, New York 1992.
Numerica: A Modeling Language for Global Optimization
(a book by Van Hentenryck, Michel and Deville)
on interval and local methods, and constraint satisfaction techniques
An Improved Unconstrained Global Optimization Algorithm (by Ronald Van Iwaarden)
Papers on Interval Branch and Bound
(Jansson and Knüppel; for bound constrained problems)
see also a related
letter from Siegfried M. Rump
A Review of Techniques in the Verified Solution of Constrained Global Optimization Problems (Baker Kearfott)
Global Optimization for the Chemical and Phase Equilibrium Problem using Interval Analysis (McKinnon, Millar and Mongeau)
GLOPT - A Program for Constrained Global Optimization (Dallwig, Neumaier and Schichl)
Nonlinear Constraints, Multivariate Root Finding, and Global Optimization
Some remarks by Baker Kearfott and his bibliography for interval branch and bound (and a local copy)
The Implementation of the Stochastic Branch and Bound Method for Applications in River Basin Water Quality
A Branch and Bound Method for Stochastic Global Optimization (Norkin, Pflug and Ruszczynski)
A thesis on constrained simulated annealing by Tao Wang (2001)
CalTech Adaptive Simulated Annealing (ASA)
The relevant papers are
asa89_vfsr.ps.Z [35K],
asa92_saga.ps.Z [70K], and
asa93_sapvt.ps.Z [185K]
SALO: Combining Simulated Annealing and Local Optimization for Efficient Global Optimization (ps.gz, 43K, by Desai and Patil)
What's Evolutionary Programming (EP)
ENCORE EvolutioNary COmputation REpository = The Hitch-Hiker's Guide to Evolutionary Computation
Second International Contest on Evolutionary Optimization
news:comp.ai.genetic Genetic Algorithms Newsgroup
Applications of Evolutionary Algorithms (ps.gz, 112K; by Bäck, Hoffmeister and Schwefel)
What Makes a Problem Hard for a Genetic Algorithm? (by Forrest and Mitchell)
From Genetic Algorithms to Efficient Optimization (ps.gz, 219K; by D. Yuret)
Evolutionary Computation and Artificial Life (genetic algorithms and beyond)
Genetic Algorithms Movie for global optimization
Evolutionary Algorithms (by Schlierkamp-Voosen)
Genetic Algorithms and Genetic Programming
Evolutionary Computation (by Craig Reynolds)
Ant Colony Optimization (by Marco Dorigo)
Memetic Algorithms (by Pablo Moscato)
GLO, Global Local Optimizer (by Michael Murphy)
combines genetic algorithms with quasi-Newton mehods,
for large-scale (hydrocode) applications
Review of Clustering Methods (by Aimo Törn)
A.G. Ferreira and J. Zerovnik. Bounding the probability of success of stochastic methods for global optimization. Computers Math. Applic., 25:1--8, 1993.
Global optimization of chemical processes using stochastic algorithms (by J. R. Banga and W. D. Seider)
Clustering Methods (by A. Törn)
A. Törn and A. Zilinskas,
Global Optimization,
Lecture Notes in Computer Science 350, Springer, Berlin 1989.
(out of print)
GRASP, Greedy Randomized Adaptive Search Procedure (Mauricio Resende)
Linearly Constrained Global Optimization Problems
See also the Nonlinear Programming FAQ, with significant contributions on global optimization
Interval Methods
Regularization
Protein Folding
Recent Papers and Preprints
my home page
(http://www.mat.univie.ac.at/~neum)
Arnold Neumaier (Arnold.Neumaier@univie.ac.at)