Compute convex lower bounding function and optimize it instead!

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Presentation transcript:

Compute convex lower bounding function and optimize it instead!

Convex bounding function.

Convex bounding function. gap x ¤

x ¤

This interval can not contain the global minimum!

Requires tight convex bounding functions!

Requires tight convex bounding functions! Even more important in higher dimensions!

Obtaining an initial region

U u

U

Discussion Which approach is the winner? Branch Bound Global optimum & Global optimum Generality Problem size Numerically stable