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On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination

Kirst, Peter ; Füllner, Christian ORCID iD icon 1
1 Institut für Operations Research (IOR), Karlsruher Institut für Technologie (KIT)

Abstract:

Spatial branch-and-bound algorithms for global minimization of non-convex problems
require both lower and upper bounding procedures that finally converge to a globally
optimal value in order to ensure termination of these methods. Whereas convergence
of lower bounds is commonly guaranteed for standard approaches in the literature,
this does not always hold for upper bounds. For this reason, different so-called con-
vergent upper bounding procedures are proposed. These methods are not always used
in practice, possibly due to their additional complexity or possibly due to increasing
runtimes on average problems. For that reason, in this article we propose a refinement
of classical branch-and-bound methods that is simple to implement and comes with
marginal overhead. We prove that this small improvement already leads to convergent
upper bounds, and thus show that termination of spatial branch-and-bound methods
is ensured under mild assumptions

Zugehörige Institution(en) am KIT Institut für Operations Research (IOR)
Publikationstyp Zeitschriftenaufsatz
Publikationsdatum 08.02.2025
Sprache Englisch
Identifikator ISSN: 0926-6003, 1573-2894
KITopen-ID: 1000179943
Erschienen in Computational Optimization and Applications
Verlag Springer
Band 90
Seiten 691–720
Nachgewiesen in Scopus
Web of Science
OpenAlex
Dimensions

Verlagsausgabe §
DOI: 10.5445/IR/1000179943
Veröffentlicht am 14.03.2025
Seitenaufrufe: 2
seit 14.03.2025
Downloads: 1
seit 17.03.2025
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