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Test results for an interval branch and bound algorithm for equality-constrained optimization. (English) Zbl 0865.90120
Floudas, C. A. (ed.) et al., State of the art in global optimization: computational methods and applications. Papers of the conference, Princeton, NJ, USA, April 28–30, 1995. Dordrecht: Kluwer Academic Publishers. Nonconvex Optim. Appl. 7, 181-199 (1996).
Summary: Various techniques have been proposed for incorporating constraints in interval branch and bound algorithms for global optimization. However, few reports of practical experience with these techniques have appeared to date. Such experimental results appear here. The underlying implementation includes use of an approximate optimizer combined with a careful tesselation process and rigorous verification of feasibility. The experiments include comparison of methods of handling bound constraints and comparison of two methods for normalizing Lagrange multipliers. Selected test problems from the Floudas/Pardalos monograph are used, as well as selected unconstrained test problems appearing in reports of interval branch and bound methods for unconstrained global optimization.
For the entire collection see [Zbl 0847.00058].

MSC:
90C30 Nonlinear programming
Software:
LANCELOT
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