On the efficient Gerschgorin inclusion usage in the global optimization BB method
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Publication:2018467
DOI10.1007/S10898-014-0161-7zbMATH Open1311.90109OpenAlexW1700341043MaRDI QIDQ2018467FDOQ2018467
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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Cited In (8)
- 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
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- A modification piecewise convexification method with a classification strategy for box-constrained non-convex optimization programs
- Title not available (Why is no real title available?)
- Tighter convex underestimator for general twice differentiable function for global optimization
- Tighter \(\alpha \mathrm{BB}\) relaxations through a refinement scheme for the scaled Gerschgorin theorem
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