On convergence of the simplicial branch-and-bound algorithm based on ω-subdivisions

被引:7
作者
Locatelli, M [1 ]
Raber, U
机构
[1] Univ Turin, Dipartimento Informat, Turin, Italy
[2] Univ Trier, Dept Math, Trier, Germany
关键词
concave minimization; omega-subdivisions; convergence;
D O I
10.1023/A:1004604732705
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The problem of minimizing a concave function over a polytope is considered. The simplicial branch-and-bound approach is presented and theoretical studies about the convergence of these algorithms are carried on. In particular, the convergence of the algorithm based on so-called omega -subdivisions is proved, which had been an open question for a long time.
引用
收藏
页码:69 / 79
页数:11
相关论文
共 17 条
[1]  
Benson Harold P., 1995, Handbook of Global Optimization, P43
[2]   ALGORITHM FOR SEPARABLE NONCONVEX PROGRAMMING PROBLEMS [J].
FALK, JE ;
SOLAND, RM .
MANAGEMENT SCIENCE SERIES A-THEORY, 1969, 15 (09) :550-569
[3]  
GIANNESSI F, 1976, S MATH, V19, P161
[4]   ON THE GLOBAL MINIMIZATION OF CONCAVE FUNCTIONS - INTRODUCTION AND SURVEY [J].
HORST, R .
OR SPEKTRUM, 1984, 6 (04) :195-205
[5]   ALGORITHM FOR NONCONVEX PROGRAMMING-PROBLEMS [J].
HORST, R .
MATHEMATICAL PROGRAMMING, 1976, 10 (03) :312-321
[6]  
Horst R., 1996, GLOBAL OPTIMIZATION, DOI [DOI 10.1007/978-3-662-03199-5, 10.1007/978-3-662-03199-5]
[7]  
Horst R., 1995, INTRO GLOBAL OPTIMIZ
[8]   A simplified convergence proof for the cone partitioning algorithm [J].
Jaumard, B ;
Meyer, C .
JOURNAL OF GLOBAL OPTIMIZATION, 1998, 13 (04) :407-416
[9]  
JAUMARD B, IN PRESS CONVERGENCE
[10]   Finiteness of conical algorithms with ω-subdivisions [J].
Locatelli, M .
MATHEMATICAL PROGRAMMING, 1999, 85 (03) :593-616