Dual bounding procedures lead to convergent Branch-and-Bound algorithms

被引:0
作者
Dür M. [1 ]
机构
[1] Department of Statistics, Vienna University of Economics and Business Administration, 1090 Vienna
关键词
Convergence of Branch-and-Bound algorithm; Nonconvex duality;
D O I
10.1007/s101070100236
中图分类号
学科分类号
摘要
Branch-and-Bound methods with dual bounding procedures have recently been used to solve several continuous global optimization problems. We improve results on their convergence theory and give a condition that enables us to detect infeasible partition sets from the dual optimal value.
引用
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页码:117 / 125
页数:8
相关论文
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[12]  
Thoai N.V., Duality Bound Method for the General Quadratic Programming Problem with Quadratic Constraints, J. Optim. Theory Appl., 107, pp. 331-354, (2000)