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A Reduced Space Branch and Bound Algorithm for Global optimization

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Abstract

A general class of branch and bound algorithms forsolving a wide class of nonlinear programs with branching only in asubset of the problem variables is presented. By reducing the dimension of thesearch space, this technique may dramatically reduce the number ofiterations and time required for convergence to ∈ tolerancewhile retaining proven exact convergence in the infinite limit. Thispresentation includes specifications of the class of nonlinearprograms, a statement of a class of branch and bound algorithms, aconvergence proof, and motivating examples with results.

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Authors and Affiliations

  1. Centre for Process Systems Engineering, Imperial College of Science, Technology and Medicine, Prince Consort Road, London, SW7 2BY

    Thomas G. W. Epperly & Efstratios N. Pistikopoulos

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  1. Thomas G. W. Epperly
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  2. Efstratios N. Pistikopoulos
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Epperly, T.G.W., Pistikopoulos, E.N. A Reduced Space Branch and Bound Algorithm for Global optimization. Journal of Global Optimization 11, 287–311 (1997). https://doi.org/10.1023/A:1008212418949

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  • DOI: https://doi.org/10.1023/A:1008212418949

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