A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics

DOI10.1007/s13675-015-0056-5zbMath1365.90214OpenAlexW2118819818MaRDI QIDQ285928

Susanne Sumi, Tobias Gerlach, Gabriele Eichfelder

Publication date: 19 May 2016

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-015-0056-5

zbMATH Keywords

global optimization\(\alpha \mathrm{BB}\) methodnon-convex programmingoptimal solution setrobotic design

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Related Items (2)

Maximum electromagnetic drag configurations for a translating conducting cylinder with distant magnetic dipoles ⋮ An algorithm for computing Fréchet means on the sphere

Uses Software

• INTLAB

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• New methods for calculating \(\alpha\)BB-type underestimators
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems
• Global optimization using interval analysis - the multi-dimensional case
• A remark on the GOP algorithm for global optimization
• Global minimum potential energy conformations of small molecules
• Computational experience with a new class of convex underestimators: Box-constrained NLP problems
• Finding all solutions of nonlinearly constrained systems of equations
• \(\alpha BB\): A global optimization method for general constrained nonconvex problems
• A generalization of the classical \(\alpha \)BB convex underestimation via diagonal and nondiagonal quadratic terms
• Deterministic global optimization. Theory, methods and applications
• On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method
• Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization
• A new class of improved convex underestimators for twice continuously differentiable constrained NLPs
• Bounds on Real Eigenvalues and Singular Values of Interval Matrices
• Fast Calculation of Spectral Bounds for Hessian Matrices on Hyperrectangles
• Efficient Calculation of Bounds on Spectra of Hessian Matrices
• Introduction to Interval Analysis
• Jointly Constrained Biconvex Programming
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Positive Definiteness and Stability of Interval Matrices
• Subdivision Direction Selection in Interval Methods for Global Optimization
• A posteriori direction selection rules for interval optimization methods

This page was built for publication: A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics