On derivative based bounding for simplicial branch and bound
| Autor: | Eligius M. T. Hendrix, Leocadio G. Casado, Frédéric Messine, Boglárka G.-Tóth |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
021103 operations research
Simplex Branch and bound 0211 other engineering and technologies Monotonic function WASS 02 engineering and technology Derivative Management Science and Operations Research Computer Science Applications Theoretical Computer Science Interval arithmetic Combinatorics Operationele Research en Logistiek 0202 electrical engineering electronic engineering information engineering Partial derivative 020201 artificial intelligence & image processing Operations Research and Logistics Global optimization Mathematics Second derivative |
| Zdroj: | RAIRO-Operations Research, 55(3), 2023-2034 RAIRO-Operations Research 55 (2021) 3 |
| ISSN: | 1290-3868 |
| Popis: | Simplicial based Global Optimization branch and bound methods require tight bounds on the objective function value. Recently, a renewed interest appears on bound calculation based on Interval Arithmetic by Karhbet and Kearfott [Reliable Comput. 25 (2017) 53–73] and on exploiting second derivative bounds by Mohand [RAIRO Oper. Res. 55 (2021) S2373–S238]. The investigated question here is how partial derivative ranges can be used to provide bounds of the objective function value over the simplex. Moreover, we provide theoretical properties of how this information can be used from a monotonicity perspective to reduce the search space in simplicial branch and bound. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
https://research.wur.nl/en/publications/on-derivative-based-bounding-for-simplicial-branch-and-bound
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