Variable Neighbourhood Search for the Global Optimization of Constrained NLPs

Abstract

We report on the theory and implementation of a global optimization solver for general constrained nonlinear programming problems based on Variable Neighbourhood Search, and we give comparative computational results on several instances of continuous nonconvex problems. Compared to an efficient multi-start global optimization solver, the VNS solver proposed appears to be significantly faster.

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@inproceedings{Liberti2005VariableNS, title={Variable Neighbourhood Search for the Global Optimization of Constrained NLPs}, author={Leo Liberti and Milan Drazic}, year={2005} }