On the efficient Gerschgorin inclusion usage in the global optimization BB method
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Publication:2018467
DOI10.1007/S10898-014-0161-7zbMATH Open1311.90109arXiv1307.2786OpenAlexW1700341043MaRDI QIDQ2018467FDOQ2018467
Authors: Milan Hladík 
Publication date: 24 March 2015
Published in: Journal of Global Optimization (Search for Journal in Brave)
Abstract: In this paper, we revisit the {alpha}BB method for solving global optimization problems. We investigate optimality of the scaling vector used in Gerschgorin's inclusion theorem to calculate bounds on the eigenvalues of the Hessian matrix. We propose two heuristics to compute good scaling vector d, and state three necessary optimality conditions for optimal d. Since the scaling vector calculated by the second presented method satisfies all three optimality conditions, it serves as a cheap but efficient solution.
Full work available at URL: https://arxiv.org/abs/1307.2786
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Cited In (7)
- A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics
- Linear interval parametric approach to testing pseudoconvexity
- Testing pseudoconvexity via interval computation
- An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices
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