IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v109y2015icp197-211.html
   My bibliography  Save this article

New quadratic lower bound for multivariate functions in global optimization

Author

Listed:
  • Ouanes, Mohand
  • Le Thi, Hoai An
  • Nguyen, Trong Phuc
  • Zidna, Ahmed

Abstract

The method investigated in this paper is concerned with the multivariate global optimization with box constraints. A new quadratic lower bound in a branch and bound framework is proposed. For a continuous, twice differentiable function f, the new lower bound is given by a difference of the linear interpolant of f and a quadratic concave function. The proposed BB algorithm using this new lower bound is easy to implement and often provides high quality bounds. The performances of the proposed algorithm are compared with those of two others branch and bound algorithms, the first uses a linear lower bound and the second a quadratic lower bound. Computational results conducted on several test problems show the efficiency of the proposed algorithm.

Suggested Citation

  • Ouanes, Mohand & Le Thi, Hoai An & Nguyen, Trong Phuc & Zidna, Ahmed, 2015. "New quadratic lower bound for multivariate functions in global optimization," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 109(C), pages 197-211.
    • Handle: RePEc:eee:matcom:v:109:y:2015:i:c:p:197-211
    DOI: 10.1016/j.matcom.2014.04.013
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475414002444
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.matcom.2014.04.013?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:109:y:2015:i:c:p:197-211. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.