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Global optimization problems and domain reduction strategies

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Abstract

In this paper we discuss domain reduction strategies for global optimization problems with a nonconvex objective function over a bounded convex feasible region. After introducing a standard domain reduction and its iterated version, we will introduce a new reduction strategy. Under mild assumptions, we will prove the equivalence between the new domain reduction and the iterated version of the standard one, allowing a new interpretation of the latter and a new way of computing it. Finally, we prove that any “reasonable” domain reduction strategy is independent of the order by which variables are processed.

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Correspondence to Marco Locatelli.

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Caprara, A., Locatelli, M. Global optimization problems and domain reduction strategies. Math. Program. 125, 123–137 (2010). https://doi.org/10.1007/s10107-008-0263-4

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  • DOI: https://doi.org/10.1007/s10107-008-0263-4

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