On a decomposition method for nonconvex global optimization (Q2463828)

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scientific article; zbMATH DE number 5218362
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    On a decomposition method for nonconvex global optimization
    scientific article; zbMATH DE number 5218362

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      On a decomposition method for nonconvex global optimization (English)
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      6 December 2007
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      The author presents a rigorous framework for convergence results for the branch and bound decomposition method in nonconvex global optimization. The essential assumptions needed to prove convergence for the branch and bound decomposition scheme with Lagrangian bounds are discussed in detail. This discussion leads, among other results, to a counter example to some similar statements in the recent literature. Special attention is given to partly convex problems as well as partly monotonic and monotonic/linear problems.
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      nonconvex global optimization
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      parametric optimization
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      partly convex
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      partly monotonic
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      monotonic/linear problems
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      branch and bound decomposition algorithm
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      Lagrangian bound
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      duality gap
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      convergence conditions
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