Convex underestimation of twice continuously differentiable functions by piecewise quadratic perturbation: spline \(\alpha\)BB underestimators

DOI10.1007/S10898-004-2704-9zbMath1080.90059OpenAlexW2011500064MaRDI QIDQ2576447

Clifford A. Meyer, Christodoulos A. Floudas

Publication date: 13 December 2005

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-004-2704-9

zbMATH Keywords

Global optimizationSplines\(\alpha\)BBConvex underestimator

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Nonconvex programming, global optimization (90C26) Spline approximation (41A15)

Related Items (21)

Global optimization with spline constraints: a new branch-and-bound method based on B-splines ⋮ A review of recent advances in global optimization ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ A reformulation framework for global optimization ⋮ An edge-concave underestimator for the global optimization of twice-differentiable nonconvex problems ⋮ Arbitrarily tight \(\alpha \mathrm{BB}\) underestimators of general non-linear functions over sub-optimal domains ⋮ On solving generalized convex MINLP problems using supporting hyperplane techniques ⋮ Tighter \(\alpha \mathrm{BB}\) relaxations through a refinement scheme for the scaled Gerschgorin theorem ⋮ A generalization of the classical \(\alpha \)BB convex underestimation via diagonal and nondiagonal quadratic terms ⋮ (Global) optimization: historical notes and recent developments ⋮ A new technique to derive tight convex underestimators (sometimes envelopes) ⋮ A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps ⋮ A new algorithm for box-constrained global optimization ⋮ Convex underestimators of polynomials ⋮ Global minimization using an augmented Lagrangian method with variable lower-level constraints ⋮ New quadratic lower bound for multivariate functions in global optimization ⋮ Lago: a (heuristic) branch and cut algorithm for nonconvex minlps ⋮ A new global optimization method for univariate constrained twice-differentiable NLP problems ⋮ Performance of convex underestimators in a branch-and-bound framework ⋮ Tight convex underestimators for \({{\mathcal C}^2}\)-continuous problems. I: Univariate functions ⋮ Comments on: Algorithms for linear programming with linear complementarity constraints

Uses Software

• alphaBB

Cites Work

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• An optimality criterion for global quadratic optimization
• Global minimum potential energy conformations of small molecules
• Interval Methods for Systems of Equations
• The Interval Eigenvalue Problem
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• An algorithm for checking stability of symmetric interval matrices
• Convex Analysis

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