Branch-and-bound for D-Optimality with fast local search and variable-bound tightening

Autor: Ponte, Gabriel, Fampa, Marcia, Lee, Jon
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: We apply a branch-and-bound (B\&B) algorithm to the D-optimality problem based on a convex mixed-integer nonlinear formulation. We discuss possible methodologies to accelerate the convergence of the B\&B algorithm, by combining the use of different upper bounds, variable-bound tightening inequalities, and local-search procedures. Different methodologies to compute the determinant of a matrix after a rank-one update are investigated to accelerate the local-searches. We discuss our findings through numerical experiments with randomly generated test problem.
Databáze: arXiv