A Reduced Space Branch and Bound Algorithm for Globaloptimization

Authors:
Thomas G. W. Epperly;Efstratios N. Pistikopoulos
Affiliations:
Centre for Process Systems Engineering, Imperial College of Science, Technology and Medicine, Prince Consort Road, London SW7 2BY;Centre for Process Systems Engineering, Imperial College of Science, Technology and Medicine, Prince Consort Road, London SW7 2BY
Venue:
Journal of Global Optimization
Year:
1997

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Abstract

A general class of branch and bound algorithms forsolving a wide class of nonlinear programs with branching only in asubset of the problem variables is presented. By reducing the dimension of thesearch space, this technique may dramatically reduce the number ofiterations and time required for convergence to ε tolerancewhile retaining proven exact convergence in the infinite limit. Thispresentation includes specifications of the class of nonlinearprograms, a statement of a class of branch and bound algorithms, aconvergence proof, and motivating examples with results.