LP-form inclusion functions for global optimization (Q1174536)
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scientific article; zbMATH DE number 8982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LP-form inclusion functions for global optimization |
scientific article; zbMATH DE number 8982 |
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LP-form inclusion functions for global optimization (English)
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25 June 1992
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The paper presents a new approach to the bounding problem within branch- and-bound methods for global optimization where the objective and constraints are factorable \(C^ 1\) functions. For a given subregion generated by a branching strategy, a polyhedral envelope for each function is constructed, and the range of it is then computed by linear programs, determining bounds on the functions. ''Partial monotonicity'' is exploited to reduce the effective dimension of subregions.
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LP-form inclusion functions
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branch-and-bound methods
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global optimization
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polyhedral envelope
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linear programs
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partial monotonicity
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