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Vietnam Journal of Mathematics 35:4(2007)
463-479
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A Simplicial Algorithm for Concave
Minimization and Its Performance as a Heuristic Tool
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Takahito Kuno and Yoshiyuki
Shiguro
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Abstract. In this paper, we develop a kind of
branch-and-bound algorithm for solving concave minimization problems. We
show that the algorithm converges to an optimal solution of this
multiextremal global optimization problem, and that it generates a
high-quality heuristic solution even if it is forced to terminate.
Therefore, the algorithm can be used in two ways, as an exact algorithm and
as a heuristic tool. We also report some numerical results of a comparison
with an existing algorithm, and show the performance as a heuristic tool.
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Keywords: Global optimization, concave
minimization, branch-and-bound algorithm, simplicial algorithm, heuristic
algorithm.
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Established
by Vietnam Academy of Science and Technology & Vietnam Mathematical
Society
Published
by Springer since January 2013
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