A modified simplicial algorithm for convex maximization based on an extension of [Formula omitted]-subdivision

The simplicial algorithm is a popular branch-and-bound approach to the convex maximization problem with multiple local maxima. In this paper, we discuss some difficulties revealed when implementing this algorithm under the [Formula omitted]-subdivision rule. To overcome those, we modify the bounding...

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Bibliographic Details
Published in:Journal of global optimization 2018-06, Vol.71 (2), p.297
Main Author: Kuno, Takahito
Format: Article
Language:English
Subjects:
Algorithms
Online Access:Get full text
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Summary:The simplicial algorithm is a popular branch-and-bound approach to the convex maximization problem with multiple local maxima. In this paper, we discuss some difficulties revealed when implementing this algorithm under the [Formula omitted]-subdivision rule. To overcome those, we modify the bounding process and extend the [Formula omitted]-subdivision rule. We also report numerical results for the simplicial algorithm according to the new subdivision rule.
ISSN:0925-5001
DOI:10.1007/s10898-018-0619-0