Global minimization by reducing the duality gap

DOI10.1007/BF01582066zbMath0807.90101OpenAlexW1967871541MaRDI QIDQ1322556

Gideon Eiger, Vladimir Gershovitz, Aharon Ben-Tal

Publication date: 19 February 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582066

zbMATH Keywords

branch-and-boundduality gaplower boundsglobal minimumLagrange dual problemlinear semi-infinite problems

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Semi-infinite programming (90C34) Duality theory (optimization) (49N15)

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• A collection of test problems for constrained global optimization algorithms
• Primal-relaxed dual global optimization approach
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• A Decomposition Strategy for Global Optimum Search in the Pooling Problem
• State Constraints in Convex Control Problems of Bolza

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