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Algorithms for noisy problems in gas transmission pipeline optimization. (English) Zbl 1079.90624
Summary: We describe some algorithms for noisy optimization in the context of problems from the gas transmission industry. The algorithms are implicit filtering, DIRECT, and a new hybrid of these methods, which uses DIRECT to find an intitial iterate for implicit filtering. We report on numerical results that illustrate the performance of the methods.

MSC:
90C90 Applications of mathematical programming
90B90 Case-oriented studies in operations research
Software:
DFO; IMFIL; KELLEY
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