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dc.contributor.advisorLasdon, Leon S.en
dc.creatorUgray, Zsolt Gyulaen
dc.date.accessioned2008-08-28T22:10:47Zen
dc.date.available2008-08-28T22:10:47Zen
dc.date.issued2001en
dc.identifierb59974023en
dc.identifier.urihttp://hdl.handle.net/2152/1663en
dc.descriptiontexten
dc.description.abstractEconomical, managerial, engineering, and natural systems are often represented by nonlinear equations and inequalities, using discrete and continuous variables. Global Optimization provides methodologies to find the global solutions for the prescriptive models that attempt to describe, predict, and optimize their behavior. OQGRG, the algorithm presented in this dissertation, was developed to solve problems in this large target class of mixed integer, nonlinear, constrained optimization models that often have multiple local optima. OQGRG is a multi-start, 2-stage, global optimization algorithm that combines the efficiency of the Scatter Search meta-heuristic and the power of a reduced gradient nonlinear solver. It uses OptQuest as the implementation of Scatter Search and Lsgrg2 as a nonlinear local solver. OQGRG is written in standard ANSI C, and a GAMS interface provides access to many test problems available in the literature. The effectiveness of the algorithm is demonstrated by solving 155 of 159 test problems within 1% of their best known solutions.
dc.format.mediumelectronicen
dc.language.isoengen
dc.rightsCopyright is held by the author. Presentation of this material on the Libraries' web site by University Libraries, The University of Texas at Austin was made possible under a limited license grant from the author who has retained all copyrights in the works.en
dc.subject.lcshMathematical optimization--Computer programsen
dc.subject.lcshNonlinear programmingen
dc.subject.lcshInteger programmingen
dc.titleOQGRG: a multi-start algorithm for global solution of nonlinear and mixed integer programsen
dc.description.departmentBusiness Administrationen
dc.identifier.oclc61503058en
dc.identifier.proqst3055256en
dc.type.genreThesisen
thesis.degree.departmentBusiness Administrationen
thesis.degree.disciplineBusiness Administrationen
thesis.degree.grantorThe University of Texas at Austinen
thesis.degree.levelDoctoralen
thesis.degree.nameDoctor of Philosophyen


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