An analytical approach to global optimization

An analytical approach to global optimization

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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: , ,
Abstract:

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

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