On finitely terminating branch-and-bound algorithms for some global optimization problems

被引：26

作者：

Al-Khayyal, FA ^{[1
]}

Sherali, HD

机构：

[1] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA

[2] Virginia Polytech Inst & State Univ, Dept Ind & Syst Engn, Blacksburg, VA 24061 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 2000年 / 10卷 / 04期

关键词：

finite convergence; global optimization; branch-and-bound; concave; bilinear;

D O I：

10.1137/S105262349935178X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Global optimization algorithms are typically terminated with an epsilon-approximate solution after a finite number of iterations. This paper shows how existing in finitely convergent branch-and-bound algorithms can be augmented to guarantee finite termination with an exact global solution for problems having extreme point solutions.

引用

页码：1049 / 1057

页数：9