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Duality Bounds in Global Optimization
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Description: |
A survey is given of some astonishingly promising recent
results in the use of (Lagrangian-)dual bounds in branch and bound methods for the global minimization of nonconvex functions over convex and nonconvex sets.In these methods,the calculation of good lower bounds
is crucial.
After a brief glance at a typical branch and bound scheme the main
results are presented.These include a comparison with convex envelopes,convergence and various applications.From a practical
viewpoint the main result is that for many important problem classes
the dual bound is better then the uniformly best convex lower bound (convex envelope-) minimization ,and, moreover,it turns out
to require only solving a single linear program.
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Date: |
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| Start Time: |
12:00 |
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Speaker: |
Reiner Horst (University of Trier,Germany)
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Place: |
Room 5.5
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| Research Groups: |
-Numerical Analysis and Optimization
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See more:
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<Main>
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© 2012 Centre for Mathematics, University of Coimbra, funded by
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