enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. CUTEr - Wikipedia

    en.wikipedia.org/wiki/CUTEr

    CUTEr (Constrained and Unconstrained Testing Environment, revisited) is an open source testing environment for optimization and linear algebra solvers.CUTEr provides a collection of test problems along with a set of tools to help developers design, compare, and improve new and existing test problem solvers.

  3. OR-Tools - Wikipedia

    en.wikipedia.org/wiki/OR-Tools

    Google OR-Tools is a free and open-source software suite developed by Google for solving linear programming (LP), mixed integer programming (MIP), constraint programming (CP), vehicle routing (VRP), and related optimization problems. [3] OR-Tools is a set of components written in C++ but provides wrappers for Java, .NET and Python.

  4. Constrained optimization - Wikipedia

    en.wikipedia.org/wiki/Constrained_optimization

    Many constrained optimization algorithms can be adapted to the unconstrained case, often via the use of a penalty method. However, search steps taken by the unconstrained method may be unacceptable for the constrained problem, leading to a lack of convergence. This is referred to as the Maratos effect. [3]

  5. Chance constrained programming - Wikipedia

    en.wikipedia.org/wiki/Chance_constrained_programming

    A general chance constrained optimization problem can be formulated as follows: (,,) (,,) =, {(,,)}Here, is the objective function, represents the equality constraints, represents the inequality constraints, represents the state variables, represents the control variables, represents the uncertain parameters, and is the confidence level.

  6. List of optimization software - Wikipedia

    en.wikipedia.org/wiki/List_of_optimization_software

    The use of optimization software requires that the function f is defined in a suitable programming language and connected at compilation or run time to the optimization software. The optimization software will deliver input values in A , the software module realizing f will deliver the computed value f ( x ) and, in some cases, additional ...

  7. Optimal computing budget allocation - Wikipedia

    en.wikipedia.org/wiki/Optimal_Computing_Budget...

    This falls into the problem of constrained optimization. When the number of alternatives is fixed, the problem is called constrained ranking and selection where the goal is to select the best feasible design given that both the main objective and the constraint measures need to be estimated via stochastic simulation.

  8. Multiplicative weight update method - Wikipedia

    en.wikipedia.org/wiki/Multiplicative_Weight...

    The multiplicative weights method is usually used to solve a constrained optimization problem. Let each expert be the constraint in the problem, and the events represent the points in the area of interest. The punishment of the expert corresponds to how well its corresponding constraint is satisfied on the point represented by an event. [1]

  9. Subgradient method - Wikipedia

    en.wikipedia.org/wiki/Subgradient_method

    One extension of the subgradient method is the projected subgradient method, which solves the constrained optimization problem minimize f ( x ) {\displaystyle f(x)\ } subject to x ∈ C {\displaystyle x\in {\mathcal {C}}}