Heuristics for Longest Edge Selection in Simplicial Branch and Bound

Pre-print de la comunicacion presentada al ICCSA2015Simplicial partitions are suitable to divide a bounded area in branch and bound. In the iterative re nement process, a popular strategy is to divide simplices by their longest edge, thus avoiding needle-shaped simplices. A range of possibilities arises in higher dimensions where the number of longest edges in a simplex is greater than one. The behaviour of the search and the resulting binary search tree depend on the se- lected longest edge. In this work, we investigate different rules to select a longest edge and study the resulting efficiency of the branch and bound algorithm.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

On the minimum number of simplex shapes in longest edge bisection refinement of a regular n-simplex

In several areas like Global Optimization using branch-and-bound methods, the unit n-simplex is refined by bisecting the longest edge such that a binary search tree appears. This process generates simplices belonging to different shape classes. Having less simplex shapes facilitates the prediction of the further workload from a node in the binary tree, because the same shape leads to the same sub-tree. Irregular sub-simplices generated in the refinement process may have more than one longest edge when n\geqslant 3. The question is how to choose the longest edge to be bisected such that the number of shape classes is as small as possible. We develop a Branch-and-Bound (B&B) algorithm to find the minimum number of classes in the refinement process. The developed B&B algorithm provides a minimum number of eight classes for a regular 3-simplex. Due to the high computational cost of solving this combinatorial problem, future research focuses on using high performance computing to derive the minimum number of shapes in higher dimensions

Influence of Lipschitz bounds on the speed of global optimization

Global optimization methods based on Lipschitz bounds have been analyzed and applied widely to solve various optimization problems. In this paper a bound for Lipschitz function is proposed, which is computed using function values at the vertices of a simplex and the radius of the circumscribed sphere. The efficiency of a branch and bound algorithm with proposed bound and combinations of bounds is evaluated experimentally while solving a number of multidimensional test problems for global optimization. The influence of different bounds on the performance of a branch and bound algorithm has been investigated

Proceedings of the XIII Global Optimization Workshop: GOW'16

[Excerpt] Preface: Past Global Optimization Workshop shave been held in Sopron (1985 and 1990), Szeged (WGO, 1995), Florence (GO’99, 1999), Hanmer Springs (Let’s GO, 2001), Santorini (Frontiers in GO, 2003), San José (Go’05, 2005), Mykonos (AGO’07, 2007), Skukuza (SAGO’08, 2008), Toulouse (TOGO’10, 2010), Natal (NAGO’12, 2012) and Málaga (MAGO’14, 2014) with the aim of stimulating discussion between senior and junior researchers on the topic of Global Optimization. In 2016, the XIII Global Optimization Workshop (GOW’16) takes place in Braga and is organized by three researchers from the University of Minho. Two of them belong to the Systems Engineering and Operational Research Group from the Algoritmi Research Centre and the other to the Statistics, Applied Probability and Operational Research Group from the Centre of Mathematics. The event received more than 50 submissions from 15 countries from Europe, South America and North America. We want to express our gratitude to the invited speaker Panos Pardalos for accepting the invitation and sharing his expertise, helping us to meet the workshop objectives. GOW’16 would not have been possible without the valuable contribution from the authors and the International Scientific Committee members. We thank you all. This proceedings book intends to present an overview of the topics that will be addressed in the workshop with the goal of contributing to interesting and fruitful discussions between the authors and participants. After the event, high quality papers can be submitted to a special issue of the Journal of Global Optimization dedicated to the workshop. [...

Improved Lipschitz bounds with the first norm for function values over multidimensional simplex

A branch and bound algorithm for global optimization is proposed, where the maximum of an upper bounding function based on Lipschitz condition and the first norm over a simplex is used as the upper bound of function. In this case the graph of bounding function is intersection of n‐dimensional pyramids and its maximum point is found solving a system of linear equations. The efficiency of the proposed global optimization algorithm is evaluated experimentally. First Published Online: 14 Oct 201

On parallel Branch and Bound frameworks for Global Optimization

Branch and Bound (B&B) algorithms are known to exhibit an irregularity of the search tree. Therefore, developing a parallel approach for this kind of algorithms is a challenge. The efficiency of a B&B algorithm depends on the chosen Branching, Bounding, Selection, Rejection, and Termination rules. The question we investigate is how the chosen platform consisting of programming language, used libraries, or skeletons influences programming effort and algorithm performance. Selection rule and data management structures are usually hidden to programmers for frameworks with a high level of abstraction, as well as the load balancing strategy, when the algorithm is run in parallel. We investigate the question by implementing a multidimensional Global Optimization B&B algorithm with the help of three frameworks with a different level of abstraction (from more to less): Bobpp, Threading Building Blocks (TBB), and a customized Pthread implementation. The following has been found. The Bobpp implementation is easy to code, but exhibits the poorest scalability. On the contrast, the TBB and Pthread implementations scale almost linearly on the used platform. The TBB approach shows a slightly better productivity