scholarly journals A simplicial branch-and-bound algorithm conscious of special structures in concave minimization problems

2007 ◽  
Vol 39 (2) ◽  
pp. 219-238 ◽  
Author(s):  
Takahito Kuno ◽  
Hidetoshi Nagai
2018 ◽  
Vol 7 (2.12) ◽  
pp. 333
Author(s):  
Se Ho Oh

This paper presents a branch-and-bound algorithm for solving the concave minimization problems with upper bounded variables. The algorithm uses simplex to construct the branching and the bounding procedure. The linear convex envelope (the objective function of the subproblem) is uniquely determined on the candidate simplex which contains the subset of the local minimal points. The optimal solution of the subproblem is a local optimum of the original concave problem and used in reducing the list of active subproblems. The branching process splits the candidate simplex into two subsimplices by fixing the selected branching variable at value 0 or upper bound. Then the subsimplices are one less dimensional than the candidate. It means that the size of the subproblems gradually decreases. Further research needs to be focused on the efficient determination method of the simplex. The algorithm of this paper can be applied to solving the concave minimization problems under knapsack type constraints. 


2004 ◽  
Vol 8 (3) ◽  
pp. 155-174 ◽  
Author(s):  
Takahito Kuno ◽  
Jianming Shi

In this paper, we develop two algorithms for globally optimizing a special class of linear programs with an additional concave constraint. We assume that the concave constraint is defined by a separable concave function. Exploiting this special structure, we apply Falk-Soland's branch-and-bound algorithm for concave minimization in both direct and indirect manners. In the direct application, we solve the problem alternating local search and branch-and-bound. In the indirect application, we carry out the bounding operation using a parametric right-hand-side simplex algorithm.


Author(s):  
Bishaljit Paul ◽  
Sushovan Goswami ◽  
Dipu Mistry ◽  
Chandan Kumar Chanda

Author(s):  
Jan-Lucas Gade ◽  
Carl-Johan Thore ◽  
Jonas Stålhand

AbstractIn this study, we consider identification of parameters in a non-linear continuum-mechanical model of arteries by fitting the models response to clinical data. The fitting of the model is formulated as a constrained non-linear, non-convex least-squares minimization problem. The model parameters are directly related to the underlying physiology of arteries, and correctly identified they can be of great clinical value. The non-convexity of the minimization problem implies that incorrect parameter values, corresponding to local minima or stationary points may be found, however. Therefore, we investigate the feasibility of using a branch-and-bound algorithm to identify the parameters to global optimality. The algorithm is tested on three clinical data sets, in each case using four increasingly larger regions around a candidate global solution in the parameter space. In all cases, the candidate global solution is found already in the initialization phase when solving the original non-convex minimization problem from multiple starting points, and the remaining time is spent on increasing the lower bound on the optimal value. Although the branch-and-bound algorithm is parallelized, the overall procedure is in general very time-consuming.


Sign in / Sign up

Export Citation Format

Share Document