On Finitely Terminating Branch-and-Bound Algorithms for Some Global Optimization Problems

  • Authors:
  • Faiz A. Al-Khayyal;Hanif D. Sherali

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1999

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Abstract

Global optimization algorithms are typically terminated with an $\epsilon$-approximate solution after a finite number of iterations. This paper shows how existing infinitely convergent branch-and-bound algorithms can be augmented to guarantee finite termination with an exact global solution for problems having extreme point solutions.