Subdomain separability in global optimization

DOI10.1007/S10898-022-01265-6MaRDI QIDQ6173955zbMATH OpenOpenAlexFDO

Authors Jens Deussen, Uwe Naumann

Publication date 13 July 2023

Published in Journal of Global Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2010.09591

zbMATH Keywords

global optimizationbranch and boundalgorithmic differentiationseparable functionssearch space reductioninterval adjoints

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Interval and finite arithmetic (65G30)

Abstract: We propose a generalization of separability in the context of global optimization. Our results apply to objective functions implemented as differentiable computer programs. They are presented in the context of a simple branch and bound method. The often significant search space reduction can be expected to yield an acceleration of any global optimization method. We show how to utilize interval derivatives calculated by adjoint algorithmic differentiation to examine the monotonicity of the objective with respect to so called structural separators and how to verify the latter automatically.

Recommendations

• On interval branch-and-bound for additively separable functions with common variables
• A parallel global optimization algorithm for rational separable- factorable functions
• Subdivision Direction Selection in Interval Methods for Global Optimization
• The impact of accelerating tools on the interval subdivision algorithm for global optimization
• Multisection in interval branch-and-bound methods for global optimization. I: Theoretical results

Cites work

• scientific article; zbMATH DE number 3898623 (Why is no real title available?)
• scientific article; zbMATH DE number 3742519 (Why is no real title available?)
• scientific article; zbMATH DE number 47153 (Why is no real title available?)
• scientific article; zbMATH DE number 2035082 (Why is no real title available?)
• scientific article; zbMATH DE number 3446921 (Why is no real title available?)
• scientific article; zbMATH DE number 3286662 (Why is no real title available?)
• A literature survey of benchmark functions for global optimisation problems
• A parallel algorithm for partially separable non-convex global minimization: Linear constraints
• Algorithmic differentiation techniques for global optimization in the COCONUT environment
• An Algorithm for Separable Nonconvex Programming Problems
• BARON: A general purpose global optimization software package
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• DAG reversal is NP-complete
• Deterministic global optimization. Theory, methods and applications
• Evaluating Derivatives
• Global optimization. Theory, algorithms, and applications
• Interval analysis on directed acyclic graphs for global optimization
• Introduction to Interval Analysis
• McCormick-Based Relaxations of Algorithms
• On interval branch-and-bound for additively separable functions with common variables
• The art of differentiating computer programs. An introduction to algorithmic differentiation.
• The design of the Boost interval arithmetic library

Cited in

(5)

• A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps
• Global optimization problems and domain reduction strategies
• On interval branch-and-bound for additively separable functions with common variables
• Sublevel-set estimates over global domains
• Subdomain deflation combined with local AMG: a case study using AMGCL library

This page was built for publication: Subdomain separability in global optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6173955)