On derivative based bounding for simplicial branch and bound

• Published in: R.A.I.R.O. Recherche opérationnelle Vol. 55; no. 3; pp. 2023 - 2034
• Main Authors: Hendrix, Eligius M. T., -Tóth, Boglarka G., Messine, Frederic, Casado, Leocadio G.
• Format: Journal Article
• Language: English
• Published: Paris EDP Sciences 01.05.2021
• Subjects: Algorithms; Branch and bound methods; Engineering Sciences; Global optimization; Handbooks; Interval arithmetic; Optimization; 90C30; Mathematics Subject Classification. 65K05 90C30 90C34; bound / derivative; Mathematics Subject Classification. 65K05; Simplex / branch; 90C34

Simplicial based Global Optimization branch and bound methods require tight bounds on the objective function value. Recently, a renewed interest appears on bound calculation based on Interval Arithmetic by Karhbet and Kearfott [ Reliable Comput. 25 (2017) 53–73] and on exploiting second derivative b...