Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 442881
Title On interval branch-and-bound for additively separable functions with common variables
Author(s) Berenguel, J.L.; Casado, L.G.; García, I.; Hendrix, E.M.T.; Messine, F.
Source Journal of Global Optimization 56 (2013)3. - ISSN 0925-5001 - p. 1101 - 1121.
DOI https://doi.org/10.1007/s10898-012-9928-x
Department(s) Operations Research and Logistics
WASS
Publication type Refereed Article in a scientific journal
Publication year 2013
Keyword(s) constrained global optimization - baumann - forms
Abstract Interval branch-and-bound (B&B) algorithms are powerful methods which look for guaranteed solutions of global optimisation problems. The computational effort needed to reach this aim, increases exponentially with the problem dimension in the worst case. For separable functions this effort is less, as lower dimensional sub-problems can be solved individually. The question is how to design specific methods for cases where the objective function can be considered separable, but common variables occur in the sub-problems. This paper is devoted to establish the bases of B&B algorithms for separable problems. New B&B rules are presented based on derived properties to compute bounds. A numerical illustration is elaborated with a test-bed of problems mostly generated by combining traditional box constrained global optimisation problems, to show the potential of using the derived theoretical basis.
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