A new simplicial cover technique in constrained global optimization |
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Authors: | R. Horst N. V. Thoai J. De Vries |
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Affiliation: | (1) Fachbereich IV-Mathematik, University of Trier, P.O. Box 3825, 5500 Trier, Germany;(2) Present address: Institute of Mathematics, Hanoi |
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Abstract: | A simplicial branch and bound-outer approximation technique for solving nonseparable, nonlinearly constrained concave minimization problems is proposed which uses a new simplicial cover rather than classical simplicial partitions. Some geometric properties and convergence results are demonstrated. A report on numerical aspects and experiments is given which shows that the most promising variant of the cover technique can be expected to be more efficient than comparable previous simplicial procedures. |
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Keywords: | Constrained global optimization concave minimization simplicial covers branch and bound outer approximation |
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