On function monotonicity in simplicial branch and bound

E.M.T. Hendrix, J.M.G. Salmerón, L.G. Casado

Research output: Contribution to conferenceConference paperAcademicpeer-review

Abstract

Branch and bound methods in Global Optimization guarantee to find the set of global minimum points up to a certain accuracy. Partition sets typically take the shape of boxes, cones and simplices. In the tradition of interval arithmetic for generating bounds on box shaped partition sets, the concept of monotonicity test is used in order to reduce dimension. This paper shows how such a concept can be extended to simplicial partition sets and how to elaborate it for the Standard Quadratic Program.
Original languageEnglish
Number of pages5
DOIs
Publication statusPublished - 12 Feb 2019

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