Tighter αBB relaxations through a refinement scheme for the scaled Gerschgorin theorem

Of central importance to the BB algorithm is the calculation of the values that guarantee the convexity of the underestimator. Improvement (reduction) of these values can result in tighter underestimators and thus increase the performance of the algorithm. For instance, it was shown by Wechsung et al. (J Glob Optim 58(3):429-438, 2014) that the emergence of the cluster effect can depend on the magnitude of the values. Motivated by this, we present a refinement method that can improve (reduce) the magnitude of values given by the scaled Gerschgorin method and thus create tighter convex underestimators for the BB algorithm. We apply the new method and compare it with the scaled Gerschgorin on randomly generated interval symmetric matrices as well as interval Hessians taken from test functions. As a measure of comparison, we use the maximal separation distance between the original function and the underestimator. Based on the results obtained, we conclude that the proposed refinement method can significantly reduce the maximal separation distance when compared to the scaled Gerschgorin method. This approach therefore has the potential to improve the performance of the BB algorithm.