Abstract
The aim of this paper is to propose a new underestimator for solving univariate global optimization problems, which is better than the underestimator used in the classical αBB method [1], and the quadratic underestimator developed in [4]. We can propose an efficient algorithm based on Branch and Bound techniques and an efficient w-subdivision for branching. A convex/concave test is added to accelerate the convergence of the algorithm.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Androulakis, I.P., Marinas, C.D., Floudas, C.A.: αBB: A global optimization method for general constrained nonconvex problems. J. Glob. Optim. 7, 337–363 (1995)
de Boor, C.: A practical method Guide to Splines. Applied Mathematical Sciences. Springer (1978)
Floudas, C.A., Gounaris, C.E.: A review of recent advances in global optimization. Journal of Global Optimization 45, 3–38 (2009)
Le Thi, H.A., Ouanes, M.: Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint. RAIRO Oper. Res. 40, 285–302 (2006)
Ouanes, M., Le Thi, H.A., Nguyen, T.P., Zidna, A.: New quadratic lower bound for multivariate functions in global optimization. Mathematics and Computers in Simulation 109, 197–211 (2015)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this paper
Cite this paper
Ouanes, M., Le Thi, H.A., Zidna, A. (2015). New Underestimator for Univariate Global Optimization. In: Le Thi, H., Pham Dinh, T., Nguyen, N. (eds) Modelling, Computation and Optimization in Information Systems and Management Sciences. Advances in Intelligent Systems and Computing, vol 359. Springer, Cham. https://doi.org/10.1007/978-3-319-18161-5_34
Download citation
DOI: https://doi.org/10.1007/978-3-319-18161-5_34
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-18160-8
Online ISBN: 978-3-319-18161-5
eBook Packages: EngineeringEngineering (R0)