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2005-11-16Buch DOI: 10.18452/2702
Locally Exact Lower Bounds and Optimality Cuts for All-Quadratic Programs with Convex Constraints
dc.contributor.authorNowak, Ivo
dc.date.accessioned2017-06-15T18:01:35Z
dc.date.available2017-06-15T18:01:35Z
dc.date.created2005-11-16
dc.date.issued2005-11-16
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3354
dc.description.abstractA central problem of branch-and-bound methods for global optimization is that lower bounds are often not exact even if the diameter of the subdivided regions shrinks to zero. This can lead to a large number of subdivisions preventing the method from terminating in reasonable time. For the all-quadratic optimization problem with convex constraints we present locally exact lower bounds and optimality cuts based on Lagrangian relaxation. If all global minimizers fulfill a certain second order optimality condition it can be shown that locally exact lower bounds or optimality cuts lead to finite termination of a branch-and-bound algorithm. Since there exist efficient methods for computing Lagrangian relaxation bounds of all-quadratic optimization problems exploiting problem structure our approach should be applicable to large scale structured optimization problems.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectLagrangian relaxationeng
dc.subjectglobal optimizationeng
dc.subjectnonconvex quadratic programmingeng
dc.subjectlocally exact lower boundseng
dc.subjectoptimality cutseng
dc.subject.ddc510 Mathematik
dc.titleLocally Exact Lower Bounds and Optimality Cuts for All-Quadratic Programs with Convex Constraints
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10053767
dc.identifier.doihttp://dx.doi.org/10.18452/2702
local.edoc.container-titlePreprints aus dem Institut für Mathematik
local.edoc.pages16
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1999
local.edoc.container-issue18
local.edoc.container-year1999
local.edoc.container-erstkatid2075199-0

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