Global optimization by means of branch and bound with simplex based covering

Jens Clausen (jc@imm.dtu.dk) and Antanas Zilinskas

For a copy of this paper, either

Abstract:

We consider the problem of optimizing a Lipshitzian function. A new version of the Branch and Bound technique, based on covering by simplexes, is proposed. The convergence of the algorithm is proved. A two dimensional version is implemented, and numerical results are presented.


Last modified Jan. 13, 1999

IMM HomePage