In this paper we discuss domain reduction strategies for global optimization problems with a nonconvex objective function over a bounded convex feasible region. After introducing a standard domain reduction and its iterated version, we will introduce a new reduction strategy. Under mild assumptions, we will prove the equivalence between the new domain reduction and the iterated version of the standard one, allowing a new interpretation of the latter and a new way of computing it. Finally, we prove that any ``reasonable'' domain reduction strategy is independent of the order by which variables are processed.
A. Caprara, M. Locatelli (2010). Global Optimization Problems and Domain Reduction Strategies. MATHEMATICAL PROGRAMMING, 125, 123-137 [10.1007/s10107-008-0263-4].
Global Optimization Problems and Domain Reduction Strategies
CAPRARA, ALBERTO;
2010
Abstract
In this paper we discuss domain reduction strategies for global optimization problems with a nonconvex objective function over a bounded convex feasible region. After introducing a standard domain reduction and its iterated version, we will introduce a new reduction strategy. Under mild assumptions, we will prove the equivalence between the new domain reduction and the iterated version of the standard one, allowing a new interpretation of the latter and a new way of computing it. Finally, we prove that any ``reasonable'' domain reduction strategy is independent of the order by which variables are processed.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.