In this work we propose a highly optimized version of a simulated annealing (SA) algorithm adapted to the more recently developed graphic processor units (GPUs). The programming has been carried out with compute unified device architecture (CUDA) toolkit, specially designed for Nvidia GPUs. For...

Multidimensional scaling is a technique for exploratory analysis of multidimensional data. The essential part of the technique is minimization of a multimodal function with unfavorable properties like invariants and non-differentiability. Recently a branch and bound algorithm for...

We present a novel relaxation for general nonconvex sparse MINLP problems, called overlapping convex hull relaxation (CHR). It is defined by replacing all nonlinear constraint sets by their convex hulls. If the convex hulls are disjunctive, e.g. if the MINLP is block-separable, the CHR is...