New Underestimator for Univariate Global Optimization

Autor: Hoai An Le Thi, Ahmed Zidna, Mohand Ouanes
Přispěvatelé: Département de Mathématiques, Faculté des Sciences, Université Mouloud Mammeri de Tizi-Ouzou, Algérie, Laboratoire de Génie Informatique, de Production et de Maintenance (LGIPM), Université de Lorraine (UL)
Jazyk: angličtina
Rok vydání: 2015
Předmět:
Zdroj: Modelling, Computation and Optimization in Information Systems and Management Sciences. Advances in Intelligent Systems and Computing, vol 359. Springer, Cham.
Modelling, Computation and Optimization in Information Systems and Management Sciences. Advances in Intelligent Systems and Computing, vol 359. Springer, Cham., pp.403-410, 2015, ⟨10.1007/978-3-319-18161-5_34⟩
Advances in Intelligent Systems and Computing ISBN: 9783319181608
MCO (1)
Popis: 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.
Databáze: OpenAIRE