Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds

被引:41
作者
Paulavicius, Remigijus [1 ]
Zilinskas, Julius [1 ]
Grothey, Andreas [2 ]
机构
[1] Inst Math & Informat, LT-08663 Vilnius, Lithuania
[2] Univ Edinburgh, Sch Math, Edinburgh EH9 3JZ, Midlothian, Scotland
关键词
Global optimization; Branch and bound; Selection strategies; Lipschitz optimization; Parallel branch and bound; GLOBAL OPTIMIZATION; CONSTANTS;
D O I
10.1007/s11590-009-0156-3
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
Speed and memory requirements of branch and bound algorithms depend on the selection strategy of which candidate node to process next. The goal of this paper is to experimentally investigate this influence to the performance of sequential and parallel branch and bound algorithms. The experiments have been performed solving a number of multidimensional test problems for global optimization. Branch and bound algorithm using simplicial partitions and combination of Lipschitz bounds has been investigated. Similar results may be expected for other branch and bound algorithms.
引用
收藏
页码:173 / 183
页数:11
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