ICCOPT 2013 Talk, Room 1.6, Tuesday, July 30, 16:30-18:00

 Speaker: Peter Kirst, Karlsruhe Institute of Technology, Germany
 Title: An enhanced spatial branch-and-bound method in global optimization with nonconvex constraints
 Co-authors: Oliver Stein, Heinz-Paul Steuermann

 Abstract:
Scientific Program

We discuss some difficulties in determining valid upper bounds in spatial branch-and-bound methods for global minimization in the presence of nonconvex constraints. In fact, an example illustrates that standard techniques for the construction of upper bounds may fail in this setting. Instead, we propose to perturb infeasible iterates along Mangasarian-Fromovitz directions to feasible points whose objective function values serve as upper bounds. These directions may be calculated by the solution of a single linear optimization problem per iteration.


 Talk in: Session Tue.C.16 Branch-and-bound algorithms and global optimization
 Cluster: Global optimization and mixed-integer programming


 Go to: Tue.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage