On the branch and bound algorithm for the extended trust-region subproblem

Saeid Ansary Karbasy and Maziar Salahi ()
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Saeid Ansary Karbasy: University of Guilan
Maziar Salahi: University of Guilan

Journal of Global Optimization, 2022, vol. 83, issue 2, No 3, 233 pages

Abstract: Abstract In this paper, by an example we show a defect of the Branch and Bound (BB) algorithm of Beck & Pan (J Glob Optim 69:309–342, 2017) for solving the extended trust-region subproblem (m-eTRS) when the trust-region subproblem (TRS) is hard case 2. Then, to resolve the defect, we propose to solve a subproblem at the root node in order to check whether TRS in the hard case 2 has an optimal that is also feasible and thus optimal for m-eTRS. On several randomly generated test problems, we show that the enhanced algorithm is significantly better than the original BB algorithm in terms of CPU times and fathomed nodes.

Keywords: Extended trust-region subproblem; Global minimum; Branch and bound; Hard case (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10898-021-01104-0

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