Mathematical Programming

, Volume 91, Issue 1, pp 117–125 | Cite as

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

  • Mirjam Dür

Abstract.

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.

Key words: nonconvex duality – convergence of Branch–and–Bound algorithm Mathematics Subject Classification (2000): 90C26, 49N15 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Mirjam Dür
    • 1
  1. 1.Department of Statistics, Vienna University of Economics and Business Administration, Augasse 2–6, 1090 Vienna, Austria, e-mail: Mirjam.Duer@wu-wien.ac.atAT

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