On a decomposition method for nonconvex global optimization

DOI10.1007/S11590-006-0025-2MaRDI QIDQ2463828zbMATH OpenOpenAlexFDO

Authors Hoang Tuy

Publication date 6 December 2007

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-006-0025-2

zbMATH Keywords

branch and bound decomposition algorithmconvergence conditionsduality gapLagrangian boundmonotonic/linear problemsnonconvex global optimizationparametric optimizationpartly convexpartly monotonic

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Review text

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.

Recommendations

• Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
• scientific article; zbMATH DE number 3959143
• scientific article; zbMATH DE number 5630592
• Complete decomposition algorithm for nonconvex separable optimization problems and applications
• Nonlinear proximal decomposition method for convex programming
• scientific article; zbMATH DE number 1225243
• Convexification and decomposition of separable nonconvex optimization problems
• scientific article; zbMATH DE number 3892958
• A global optimization method for nonconvex separable programming problems
• Decomposition method of descent for minimizing the sum of convex nonsmooth functions

Cites work

• Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
• Convergence of duality bound method in partly convex programming
• Convex analysis and global optimization
• Dual bounding procedures lead to convergent branch-and-bound algorithms
• Duality bound method for the general quadratic programming problem with quadratic constraints
• Duality Bound Methods in Global Optimization
• Global minimization by reducing the duality gap
• scientific article; zbMATH DE number 5305034 (Why is no real title available?)
• scientific article; zbMATH DE number 3504682 (Why is no real title available?)
• Lagrange duality and partitioning techniques in nonconvex global optimization
• Minimax theorems revisited
• Monotonic Optimization: Branch and Cut Methods
• Monotonic optimization: Problems and solution approaches
• On solving nonconvex optimization problems by reducing the duality gap

Cited in

(9)

• A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
• scientific article; zbMATH DE number 6613055 (Why is no real title available?)
• On local search in d.c. optimization problems
• scientific article; zbMATH DE number 1225243 (Why is no real title available?)
• Duality Bound Methods in Global Optimization
• Convergence of duality bound method in partly convex programming
• Global optimality conditions for DC-constrained optimal control problems
• Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
• On duality bound methods for nonconvex global optimization

This page was built for publication: On a decomposition method for nonconvex global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2463828)