Skip to main content
Article thumbnail
Location of Repository

Index Branch-and-Bound Algorithm for Global Optimization with Multiextremal Constraints

By Yaroslav D. Sergeyev, Domenico Famularo and Paolo Pugliese


In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem by the index scheme without introducing additional parameters or variables. A Branch-and-Bound method that does not use derivatives for solving the reduced problem is proposed. The method either determines the infeasibility of the original problem or finds lower and upper bounds for the global solution. Not all the constraints are evaluated during every iteration of the algorithm, providing a significant acceleration of the search. Convergence conditions of the new method are established. Test problems and extensive numerical experiments are presented.Comment: 26 pages, 5 figure

Topics: Mathematics - Optimization and Control, Computer Science - Numerical Analysis, Mathematics - Numerical Analysis, 65K05, 90C30
Year: 2011
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.