Target oriented branch & bound method for global optimization

Volker Stix

Publikation: Working/Discussion PaperWU Working Paper

26 Downloads (Pure)

Abstract

We introduce a very simple but efficient idea for branch & bound (B&B) algorithms in global optimization (GO). As input for our generic algorithm, we need an upper bound algorithm for the GO maximization problem and a branching rule. The latter reduces the problem into several smaller subproblems of the same type. The new B&B approach delivers one global optimizer or, if stopped before finished, improved upper and lower bounds for the problem. Its main difference to commonly used B&B techniques is its ability to approximate the problem from above and from below while traversing the problem tree. It needs no supplementary information about the system optimized and does not consume more time than classical B&B techniques. Experimental results with the maximum clique problem illustrate the benefit of this new method. (author's abstract)

Publikationsreihe

ReiheWorking Papers on Information Systems, Information Business and Operations
Nummer01/2002
ISSN2518-6809

WU Working Paper Reihe

  • Working Papers on Information Systems, Information Business and Operations

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