A reduced space branch and bound algorithm for global optimization Academic Article uri icon

abstract

  • A general class of branch and bound algorithms for solving a wide class of nonlinear programs with branching only in a subset of the problem variables is presented. By reducing the dimension of the search space, this technique may dramatically reduce the number of iterations and time required for convergence to tolerance while retaining proven exact convergence in the infinite limit. This presentation includes specifications of the class of nonlinear programs, a statement of a class of branch and bound algorithms, a convergence proof, and motivating examples with results.

published proceedings

  • JOURNAL OF GLOBAL OPTIMIZATION

author list (cited authors)

  • Epperly, T., & Pistikopoulos, E. N.

citation count

  • 46

publication date

  • October 1997