IDEAS home Printed from https://ideas.repec.org/a/spr/jglopt/v91y2025i2d10.1007_s10898-024-01403-2.html
   My bibliography  Save this article

Node selection through upper bounding local search methods in branch & bound solvers for NCOPs

Author

Listed:
  • Victor Reyes

    (Universidad Diego Portales)

  • Ignacio Araya

    (Pontificia Universidad Católica de Valparaíso)

Abstract

Interval-based branch & bound solvers are commonly used for solving Nonlinear Continuous global Optimization Problems (NCOPs). In each iteration, the solver strategically chooses and processes a node within the search tree. The node is bisected and the two generated offspring nodes are processed by filtering methods. For each of these nodes, the solver also searches for new feasible solutions in order to update the best candidate solution. The cost of this solution is used for pruning non-optimal branches of the search tree. Thus, node selection and finding new solutions, stands as pivotal aspects in the functionality of these kind of solvers. The ability to find close-to-optimal solutions early in the search process may discard extensive non-optimal search space regions, thereby effectively reducing the overall size of the search tree. In this work, we propose three novel node selection algorithms that use the feasible solutions obtained through a cost-effective iterative method. Upon updating the best candidate solution, these algorithms strategically choose the node containing this solution for subsequent processing. The newly introduced strategies have been incorporated as node selection methods in a state-of-the-art branch & bound solver, showing promising results in a set of 57 benchmark instances.

Suggested Citation

  • Victor Reyes & Ignacio Araya, 2025. "Node selection through upper bounding local search methods in branch & bound solvers for NCOPs," Journal of Global Optimization, Springer, vol. 91(2), pages 355-369, February.
  • Handle: RePEc:spr:jglopt:v:91:y:2025:i:2:d:10.1007_s10898-024-01403-2
    DOI: 10.1007/s10898-024-01403-2
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10898-024-01403-2
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10898-024-01403-2?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.

    References listed on IDEAS

    as
    1. Arne Stolbjerg Drud, 1994. "CONOPT—A Large-Scale GRG Code," INFORMS Journal on Computing, INFORMS, vol. 6(2), pages 207-216, May.
    2. Bertrand Neveu & Gilles Trombettoni & Ignacio Araya, 2016. "Node selection strategies in interval Branch and Bound algorithms," Journal of Global Optimization, Springer, vol. 64(2), pages 289-304, February.
    3. Ignacio Araya & Gilles Trombettoni & Bertrand Neveu & Gilles Chabert, 2014. "Upper bounding in inner regions for global optimization under inequality constraints," Journal of Global Optimization, Springer, vol. 60(2), pages 145-164, October.
    4. Victor Reyes & Ignacio Araya, 2021. "AbsTaylor: upper bounding with inner regions in nonlinear continuous global optimization problems," Journal of Global Optimization, Springer, vol. 79(2), pages 413-429, February.
    5. Robert Bixby & Edward Rothberg, 2007. "Progress in computational mixed integer programming—A look back from the other side of the tipping point," Annals of Operations Research, Springer, vol. 149(1), pages 37-41, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Victor Reyes & Ignacio Araya, 2021. "AbsTaylor: upper bounding with inner regions in nonlinear continuous global optimization problems," Journal of Global Optimization, Springer, vol. 79(2), pages 413-429, February.
    2. Ni, Yuanming & Steinshamn, Stein I. & Kvamsdal, Sturla F., 2022. "Negative shocks in an age-structured bioeconomic model and how to deal with them," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 15-30.
    3. Huiyi Cao & Kamil A. Khan, 2023. "General convex relaxations of implicit functions and inverse functions," Journal of Global Optimization, Springer, vol. 86(3), pages 545-572, July.
    4. Duarte, Belmiro P.M. & Sagnol, Guillaume & Wong, Weng Kee, 2018. "An algorithm based on semidefinite programming for finding minimax optimal designs," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 99-117.
    5. Artur M. Schweidtmann & Alexander Mitsos, 2019. "Deterministic Global Optimization with Artificial Neural Networks Embedded," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 925-948, March.
    6. Santos, Lucas F. & Costa, Caliane B.B. & Caballero, José A. & Ravagnani, Mauro A.S.S., 2022. "Framework for embedding black-box simulation into mathematical programming via kriging surrogate model applied to natural gas liquefaction process optimization," Applied Energy, Elsevier, vol. 310(C).
    7. Durand-Lasserve, Olivier & Almutairi, Hossa & Aljarboua, Abdullah & Pierru, Axel & Pradhan, Shreekar & Murphy, Frederic, 2023. "Hard-linking a top-down economic model with a bottom-up energy system for an oil-exporting country with price controls," Energy, Elsevier, vol. 266(C).
    8. Emmanuel Ogbe & Xiang Li, 2019. "A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs," Journal of Global Optimization, Springer, vol. 75(3), pages 595-629, November.
    9. Marian Leimbach & Anselm Schultes & Lavinia Baumstark & Anastasis Giannousakis & Gunnar Luderer, 2017. "Solution algorithms for regional interactions in large-scale integrated assessment models of climate change," Annals of Operations Research, Springer, vol. 255(1), pages 29-45, August.
    10. Xu, Jianwei & Liang, Yingzong & Luo, Xianglong & Chen, Jianyong & Yang, Zhi & Chen, Ying, 2023. "Techno-economic-environmental analysis of direct-contact membrane distillation systems integrated with low-grade heat sources: A multi-objective optimization approach," Applied Energy, Elsevier, vol. 349(C).
    11. Sourour Elloumi & Amélie Lambert & Bertrand Neveu & Gilles Trombettoni, 2025. "Global solution of quadratic problems using interval methods and convex relaxations," Journal of Global Optimization, Springer, vol. 91(2), pages 331-353, February.
    12. Dimitris Bertsimas & Georgios Margaritis, 2025. "Global optimization: a machine learning approach," Journal of Global Optimization, Springer, vol. 91(1), pages 1-37, January.
    13. Fuentes-Cortés, Luis Fabián & Flores-Tlacuahuac, Antonio, 2018. "Integration of distributed generation technologies on sustainable buildings," Applied Energy, Elsevier, vol. 224(C), pages 582-601.
    14. Cignitti, Stefano & Andreasen, Jesper G. & Haglind, Fredrik & Woodley, John M. & Abildskov, Jens, 2017. "Integrated working fluid-thermodynamic cycle design of organic Rankine cycle power systems for waste heat recovery," Applied Energy, Elsevier, vol. 203(C), pages 442-453.
    15. Jianhui Xie & Qiwei Xie & Yongjun Li & Liang Liang, 2021. "Solving data envelopment analysis models with sum-of-fractional objectives: a global optimal approach based on the multiparametric disaggregation technique," Annals of Operations Research, Springer, vol. 304(1), pages 453-480, September.
    16. Bertrand Neveu & Martin Gorce & Pascal Monasse & Gilles Trombettoni, 2019. "A generic interval branch and bound algorithm for parameter estimation," Journal of Global Optimization, Springer, vol. 73(3), pages 515-535, March.
    17. Ignacio Araya & Bertrand Neveu, 2018. "lsmear: a variable selection strategy for interval branch and bound solvers," Journal of Global Optimization, Springer, vol. 71(3), pages 483-500, July.
    18. Gao, Lei & Hwang, Yunho & Cao, Tao, 2019. "An overview of optimization technologies applied in combined cooling, heating and power systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 114(C), pages 1-1.
    19. Ibrić, Nidret & Ahmetović, Elvis & Kravanja, Zdravko & Maréchal, François & Kermani, Maziar, 2017. "Simultaneous synthesis of non-isothermal water networks integrated with process streams," Energy, Elsevier, vol. 141(C), pages 2587-2612.
    20. Chernonog, Tatyana & Goldberg, Noam, 2018. "On the multi-product newsvendor with bounded demand distributions," International Journal of Production Economics, Elsevier, vol. 203(C), pages 38-47.

    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:spr:jglopt:v:91:y:2025:i:2:d:10.1007_s10898-024-01403-2. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.