Dual bounding procedures lead to convergent branch-and-bound algorithms

Dual bounding procedures lead to convergent branch-and-bound algorithms

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Article ID: iaor2003734
Country: Germany
Volume: 91
Issue: 1
Start Page Number: 117
End Page Number: 125
Publication Date: Jan 2001
Journal: Mathematical Programming
Authors:
Keywords: programming: integer
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.

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