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Subdomain separability in global optimization

Author

Listed:
  • Jens Deussen

    (RWTH Aachen University)

  • Uwe Naumann

    (RWTH Aachen University)

Abstract

We introduce a generalization of separability for global optimization, presented in the context of a simple branch and bound method. Our results apply to continuously differentiable objective functions implemented as computer programs. A significant search space reduction can be expected to yield an acceleration of any global optimization method. We show how to utilize interval derivatives calculated by adjoint algorithmic differentiation to examine the monotonicity of the objective with respect to so called structural separators and how to verify the latter automatically.

Suggested Citation

  • Jens Deussen & Uwe Naumann, 2023. "Subdomain separability in global optimization," Journal of Global Optimization, Springer, vol. 86(3), pages 573-588, July.
    • Handle: RePEc:spr:jglopt:v:86:y:2023:i:3:d:10.1007_s10898-022-01265-6
    DOI: 10.1007/s10898-022-01265-6
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    References listed on IDEAS

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    1. James E. Falk & Richard M. Soland, 1969. "An Algorithm for Separable Nonconvex Programming Problems," Management Science, INFORMS, vol. 15(9), pages 550-569, May.
    2. J. Berenguel & L. Casado & I. García & E. Hendrix & F. Messine, 2013. "On interval branch-and-bound for additively separable functions with common variables," Journal of Global Optimization, Springer, vol. 56(3), pages 1101-1121, July.
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