4.4 Article

Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds

Journal

OPTIMIZATION LETTERS
Volume 4, Issue 2, Pages 173-183

Publisher

SPRINGER HEIDELBERG
DOI: 10.1007/s11590-009-0156-3

Keywords

Global optimization; Branch and bound; Selection strategies; Lipschitz optimization; Parallel branch and bound

Funding

  1. European Community [RII3-CT-2003-506079]
  2. Lithuanian State Science and Studies Foundation [B-03/2007]

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Speed and memory requirements of branch and bound algorithms depend on the selection strategy of which candidate node to process next. The goal of this paper is to experimentally investigate this influence to the performance of sequential and parallel branch and bound algorithms. The experiments have been performed solving a number of multidimensional test problems for global optimization. Branch and bound algorithm using simplicial partitions and combination of Lipschitz bounds has been investigated. Similar results may be expected for other branch and bound algorithms.

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