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Compute convex lower bounding function and optimize it instead!

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Presentation on theme: "Compute convex lower bounding function and optimize it instead!"— Presentation transcript:

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4 Compute convex lower bounding function and optimize it instead!

5 Convex bounding function.

6 Convex bounding function. gap x

7 x

8 This interval can not contain the global minimum!

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10 Requires tight convex bounding functions!

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

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16 Obtaining an initial region

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

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