Finiteness result for the simplicial branch-and-bound algorithm based on ω-subdivisions

被引:4
|
作者
Locatelli, M [1 ]
Raber, U
机构
[1] Univ Turin, Dipartimento Informat, Turin, Italy
[2] Univ Trier, Dept Math, Trier, Germany
关键词
concave minimization; omega-subdivisions; finiteness;
D O I
10.1023/A:1004656716776
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
The question of the finiteness of simplicial branch-and-bound algorithms employing only omega -subdivisions is considered. In Ref. 1, it was shown that this algorithm is convergent; here, it is proved that the algorithm is also finite if two assumptions are fulfilled. The first assumption requires the function values at vertices of the initial simplex to be lower than the optimal value of the problem. The second assumption requires each vertex of the initial simplex to violate at most one of the constraints defining the feasible polytope. The first assumption is mild from a theoretical point of view; the second assumption is strong, but holds always for instance when the feasible region is a hypercube.
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页码:81 / 88
页数:8
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