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Duality Bound Methods in Global Optimization

  • Reiner Horst
  • Nguyen Van Thoai

Abstract

This article presents an overview of the use of Lagrange-duality bounds within a branch and bound scheme for solving nonconvex global optimization problems. Convergence properties and application possibilities of the method are discussed.

Keywords

Global Optimization Master Problem Global Optimization Problem Convex Envelope Duality Bound 
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Copyright information

© Springer Science+Business Media, Inc. 2005

Authors and Affiliations

  • Reiner Horst
  • Nguyen Van Thoai

There are no affiliations available

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