In this paper we discuss domain reduction strategies for global optimization problems with a nonconvex objective function over a bounded convex feasible region. After introducing a standard domain reduction and its iterated version, we will introduce a new reduction strategy. Under mild assumptions, we will prove the equivalence between the new domain reduction and the iterated version of the standard one, allowing a new interpretation of the latter and a new way of computing it. Finally, we prove that any ``reasonable'' domain reduction strategy is independent of the order by which variables are processed.
Global optimization problems and domain reduction strategies / A., Caprara; Locatelli, Marco. - In: MATHEMATICAL PROGRAMMING. - ISSN 0025-5610. - 125:(2010), pp. 123-137. [10.1007/s10107-008-0263-4]
Global optimization problems and domain reduction strategies
LOCATELLI, Marco
2010-01-01
Abstract
In this paper we discuss domain reduction strategies for global optimization problems with a nonconvex objective function over a bounded convex feasible region. After introducing a standard domain reduction and its iterated version, we will introduce a new reduction strategy. Under mild assumptions, we will prove the equivalence between the new domain reduction and the iterated version of the standard one, allowing a new interpretation of the latter and a new way of computing it. Finally, we prove that any ``reasonable'' domain reduction strategy is independent of the order by which variables are processed.File | Dimensione | Formato | |
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