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.
2010
A. Caprara, M. Locatelli (2010). Global Optimization Problems and Domain Reduction Strategies. MATHEMATICAL PROGRAMMING, 125, 123-137 [10.1007/s10107-008-0263-4].
A. Caprara; M. Locatelli
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/66498
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