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On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination

Authors: Peter Kirst; Christian Füllner;

On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination

Abstract

Abstract Spatial branch-and-bound algorithms for global minimization of non-convex problems require both lower and upper bounding procedures that finally converge to a globally optimal value in order to ensure termination of these methods. Whereas convergence of lower bounds is commonly guaranteed for standard approaches in the literature, this does not always hold for upper bounds. For this reason, different so-called convergent upper bounding procedures are proposed. These methods are not always used in practice, possibly due to their additional complexity or possibly due to increasing runtimes on average problems. For that reason, in this article we propose a refinement of classical branch-and-bound methods that is simple to implement and comes with marginal overhead. We prove that this small improvement already leads to convergent upper bounds, and thus show that termination of spatial branch-and-bound methods is ensured under mild assumptions.

Keywords

ddc:510, info:eu-repo/classification/ddc/330, ddc:330, Economics, feasible points, global optimization, branch-and-bound, feasibility verification, upper bounding procedure, restriction of the right-hand side, Nonconvex programming, global optimization

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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