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We introduce a generalization of separability for global optimization, presented in the context of a simple branch and bound method. Our results apply to continuously differentiable objective functions implemented as computer programs. A significant search space reduction can be expected to...
Persistent link: https://www.econbiz.de/10015194318
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The method investigated in this paper is concerned with the multivariate global optimization with box constraints. A new quadratic lower bound in a branch and bound framework is proposed. For a continuous, twice differentiable function f, the new lower bound is given by a difference of the...
Persistent link: https://www.econbiz.de/10011117202
utilizing convex envelope and concave envelope of bilinear function, the initial nonconvex programming problem is reduced to a …
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We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective … optimization. Unlike other branch and bound algorithms, lower bounds are obtained via nonconvex underestimators of the function …
Persistent link: https://www.econbiz.de/10010845823
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. Consequently, the initial non-convex nonlinear problem (P) is reduced to a sequence of linear programming problems through …
Persistent link: https://www.econbiz.de/10010949997
A column generation based approach is proposed for solving the cluster-wise regression problem. The proposed strategy relies firstly on several efficient heuristic strategies to insert columns into the restricted master problem. If these heuristics fail to identify an improving column, an...
Persistent link: https://www.econbiz.de/10010950401