Article ID: | iaor2002457 |
Country: | United States |
Volume: | 107 |
Issue: | 1 |
Start Page Number: | 81 |
End Page Number: | 88 |
Publication Date: | Oct 2000 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Locatelli M., Raber U. |
The question of the finiteness of simplicial branch-and-bound algorithms employing only omega-subdivisions is considered. In an earlier paper, it was shown that this algorithm is convergent; here, it is proved that the algorithm is also finite if two assumptions are fulfilled. The first assumption requires the function values at vertices of the initial simplex to be lower than the optimal value of the problem. The second assumption requires each vertex of the initial simplex to violate at most one of the constraints defining the feasible polytope. The first assumption is mild from a theoretical point of view; the second assumption is strong, but holds always for instance when the feasible region is a hypercube.