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The bounce algorithm for mathematical programming

Author

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  • H. A. Eiselt
  • C.-L. Sandblom

Abstract

This paper describes a constrained optimization method that was inspired by the physical equivalent of a small ball that, propelled only by gravity, is dropped from an initial point inside a full-dimensional body, represented by the set of feasible solutions. The ball will eventually hit one of the boundaries of the given set, at which point it will bounce off and continue until it comes to rest at some point. We prove that this point is a local minimum. Copyright Springer-Verlag Berlin Heidelberg 2000

Suggested Citation

  • H. A. Eiselt & C.-L. Sandblom, 2000. "The bounce algorithm for mathematical programming," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 52(2), pages 173-183, November.
    • Handle: RePEc:spr:mathme:v:52:y:2000:i:2:p:173-183
    DOI: 10.1007/s001860000072
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