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On the branch and bound algorithm for the extended trust-region subproblem

Author

Listed:
  • Saeid Ansary Karbasy

    (University of Guilan)

  • Maziar Salahi

    (University of Guilan
    University of Guilan)

Abstract

In this paper, by an example we show a defect of the Branch and Bound (BB) algorithm of Beck & Pan (J Glob Optim 69:309–342, 2017) for solving the extended trust-region subproblem (m-eTRS) when the trust-region subproblem (TRS) is hard case 2. Then, to resolve the defect, we propose to solve a subproblem at the root node in order to check whether TRS in the hard case 2 has an optimal that is also feasible and thus optimal for m-eTRS. On several randomly generated test problems, we show that the enhanced algorithm is significantly better than the original BB algorithm in terms of CPU times and fathomed nodes.

Suggested Citation

  • Saeid Ansary Karbasy & Maziar Salahi, 2022. "On the branch and bound algorithm for the extended trust-region subproblem," Journal of Global Optimization, Springer, vol. 83(2), pages 221-233, June.
    • Handle: RePEc:spr:jglopt:v:83:y:2022:i:2:d:10.1007_s10898-021-01104-0
    DOI: 10.1007/s10898-021-01104-0
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    References listed on IDEAS

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    1. Amir Beck & Dror Pan, 2017. "A branch and bound algorithm for nonconvex quadratic optimization with ball and linear constraints," Journal of Global Optimization, Springer, vol. 69(2), pages 309-342, October.
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