Bounds tightening based on optimality conditions for nonconvex box-constrained optimization

Yash Puranik () and Nikolaos V. Sahinidis ()
Additional contact information
Yash Puranik: Carnegie Mellon University
Nikolaos V. Sahinidis: Carnegie Mellon University

Journal of Global Optimization, 2017, vol. 67, issue 1, No 4, 59-77

Abstract: Abstract First-order optimality conditions have been extensively studied for the development of algorithms for identifying locally optimal solutions. In this work, we propose two novel methods that directly exploit these conditions to expedite the solution of box-constrained global optimization problems. These methods carry out domain reduction by application of bounds tightening methods on optimality conditions. This scheme is implicit and avoids explicit generation of optimality conditions through symbolic differentation, which can be memory and time intensive. The proposed bounds tightening methods are implemented in the global solver BARON. Computational results on a test library of 327 problems demonstrate the value of our proposed approach in reducing the computational time and number of nodes required to solve these problems to global optimality.

Keywords: Global optimization; Bounds tightening; Optimality conditions; Box-constrained optimization (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10898-016-0491-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:67:y:2017:i:1:d:10.1007_s10898-016-0491-8

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-016-0491-8

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().