On the efficient Gerschgorin inclusion usage in the global optimization BB method
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Publication:2018467
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.
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- scientific article; zbMATH DE number 1795203
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
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Cited in
(8)- scientific article; zbMATH DE number 1795203 (Why is no real title available?)
- Linear interval parametric approach to testing pseudoconvexity
- A modification piecewise convexification method with a classification strategy for box-constrained non-convex optimization programs
- A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics
- An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices
- Tighter \(\alpha \mathrm{BB}\) relaxations through a refinement scheme for the scaled Gerschgorin theorem
- Testing pseudoconvexity via interval computation
- Tighter convex underestimator for general twice differentiable function for global optimization
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