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Published bySara Andreasson Modified over 6 years ago
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Compute convex lower bounding function and optimize it instead!
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Convex bounding function.
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Convex bounding function. gap x
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x
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This interval can not contain the global minimum!
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Requires tight convex bounding functions!
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Requires tight convex bounding functions! Even more important in higher dimensions!
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Obtaining an initial region
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U u
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U
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Discussion Which approach is the winner? Branch Bound Global optimum
& Global optimum Generality Problem size Numerically stable
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