Geometric branch-and-bound methods for constrained global optimization problems Authors Open Access
First Online: 04 August 2012 Received: 17 October 2011 Accepted: 18 July 2012 DOI:
10.1007/s10898-012-9961-9 Cite this article as: Scholz, D. J Glob Optim (2013) 57: 771. doi:10.1007/s10898-012-9961-9 Abstract
Geometric branch-and-bound methods are popular solution algorithms in deterministic global optimization to solve problems in small dimensions. The aim of this paper is to formulate a geometric branch-and-bound method for constrained global optimization problems which allows the use of arbitrary bounding operations. In particular, our main goal is to prove the convergence of the suggested method using the concept of the rate of convergence in geometric branch-and-bound methods as introduced in some recent publications. Furthermore, some efficient further discarding tests using necessary conditions for optimality are derived and illustrated numerically on an obnoxious facility location problem.
Keywords Global optimization Geometric branch-and-bound Approximation algorithms Continuous location Download to read the full article text References
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