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Journal of Global Optimization

, Volume 71, Issue 2, pp 297–311 | Cite as

A modified simplicial algorithm for convex maximization based on an extension of \(\omega \)-subdivision

  • Takahito KunoEmail author
Article
  • 124 Downloads

Abstract

The simplicial algorithm is a popular branch-and-bound approach to the convex maximization problem with multiple local maxima. In this paper, we discuss some difficulties revealed when implementing this algorithm under the \(\omega \)-subdivision rule. To overcome those, we modify the bounding process and extend the \(\omega \)-subdivision rule. We also report numerical results for the simplicial algorithm according to the new subdivision rule.

Keywords

Global optimization Convex maximization Branch-and-bound Simplicial algorithm \(\omega \)-Subdivision 

Notes

Acknowledgements

The author would like to thank the anonymous referees for their valuable comments, which significantly improved the readability of this article.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Graduate School of Systems and Information EngineeringUniversity of TsukubaTsukubaJapan

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