Article ID: | iaor1992667 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 2 |
Start Page Number: | 227 |
End Page Number: | 254 |
Publication Date: | Aug 1991 |
Journal: | Mathematical Programming |
Authors: | Hansen Pierre, Jaumard Brigitte, Lu Shi-Hui |
Global optimization problems with a few variables and constraints arise in numerous applications but are seldom solved exactly. Most often only a local optimum is found, or if a global optimum is detected no proof is provided that it is one. The authors study here the extent to which such global optimization problems can be solved exactly using analytical methods. To this effect, they propose a series of tests, similar to those of combinatorial optimization, organized in a branch-and-bound framework. The first complete solution of two difficult test problems illustrates the efficiency of the resulting algorithm. Computational experience with the program