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

被引：2
|
作者：
Karbasy, Saeid Ansary [1 ]
Salahi, Maziar [1 ,2 ]
机构：
[1] Univ Guilan, Fac Math Sci, Dept Appl Math, Rasht, Iran
[2] Univ Guilan, Ctr Excellence Math Modeling Optimizat & Combinat, Rasht, Iran
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2022年 / 83卷 / 02期
关键词：
Extended trust-region subproblem; Global minimum; Branch and bound; Hard case; OPTIMIZATION;
D O I：
10.1007/s10898-021-01104-0
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：221 / 233
页数：13
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