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Improve-and-Branch Algorithm for the Global Optimization of Nonconvex NLP Problems

✍ Scribed by Marian G. Marcovecchio; María L. Bergamini; Pio A. Aguirre

Publisher
Springer US
Year
2006
Tongue
English
Weight
320 KB
Volume
34
Category
Article
ISSN
0925-5001

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Improve-and-Branch Algorithm for the Glo
Improve-and-Branch Algorithm for the Global Optimization of Nonconvex NLP Problems
✍ Marian G. Marcovecchio; María L. Bergamini; Pio A. Aguirre 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 320 KB

A new algorithm to solve nonconvex NLP problems is presented. It is based on the solution of two problems. The reformulated problem RP is a suitable reformulation of the original problem and involves convex terms and concave univariate terms. The main problem MP is a nonconvex NLP that outer-approxi