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A robust method for linear and nonlinear optimization based on genetic algorithm. (English) Zbl 0741.90062
Summary: This paper presents a robust method for linear and nonlinear optimization problems. The method treats linear and nonlinear functions uniformly. Furthermore it does not require the objective function to be differentiable. Robustness is achieved at the expense of completeness though in practical applications the solutions are always optimal or very close to optimal.

MSC:
90C30 Nonlinear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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