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A new simplicial cover technique in constrained global optimization

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Abstract

A simplicial branch and bound-outer approximation technique for solving nonseparable, nonlinearly constrained concave minimization problems is proposed which uses a new simplicial cover rather than classical simplicial partitions. Some geometric properties and convergence results are demonstrated. A report on numerical aspects and experiments is given which shows that the most promising variant of the cover technique can be expected to be more efficient than comparable previous simplicial procedures.

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Horst, R., Thoai, N.V. & De Vries, J. A new simplicial cover technique in constrained global optimization. J Glob Optim 2, 1–19 (1992). https://doi.org/10.1007/BF00121299

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  • DOI: https://doi.org/10.1007/BF00121299

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