ISSN:
1436-4646
Keywords:
Global optimization
;
nonconvex programming
;
branch-and-bound
;
restart procedure
;
decomposition
;
outer approximation
;
concave minimization
;
d.c. optimization
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract A general branch-and-bound conceptual scheme for global optimization is presented that includes along with previous branch-and-bound approaches also grid-search techniques. The corresponding convergence theory, as well as the question of restart capability for branch-and-bound algorithms used in decomposition or outer approximation schemes are discussed. As an illustration of this conceptual scheme, a finite branch-and-bound algorithm for concave minimization is described and a convergent branch-and-bound algorithm, based on the previous one, is developed for the minimization of a difference of two convex functions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580762
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