Subdomain separability in global optimization

Jens Deussen () and Uwe Naumann
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Jens Deussen: RWTH Aachen University
Uwe Naumann: RWTH Aachen University

Journal of Global Optimization, 2023, vol. 86, issue 3, No 2, 573-588

Abstract: Abstract We introduce a generalization of separability for global optimization, presented in the context of a simple branch and bound method. Our results apply to continuously differentiable objective functions implemented as computer programs. A significant search space reduction can be expected to yield an acceleration of any global optimization method. We show how to utilize interval derivatives calculated by adjoint algorithmic differentiation to examine the monotonicity of the objective with respect to so called structural separators and how to verify the latter automatically.

Keywords: Global optimization; Algorithmic differentiation; Branch and bound; Interval adjoints; Search space reduction; Separable functions; 65G30; 90C26 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10898-022-01265-6

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