On interval branch-and-bound for additively separable functions with common variables
نویسندگان
چکیده
منابع مشابه
A sufficient condition for additively separable functions
Additively separable functions on RN are of the form I;= 1 Ui(Xi). These functions have the obvious property that they are completely separable. That is, the induced orders on the (N 1)-dimensional sets {(x,, . . . , xN): xi0 = c} are independent of c. A natural question is whether the opposite is also true, that is, whether complete separability of a function V implies additive separability. D...
متن کاملA Branch and Bound Algorithm for Separable Concave Programming
In this paper, we propose a new branch and bound algorithm for the solution of large scale separable concave programming problems. The largest distance bisection (LDB) technique is proposed to divide rectangle into sub-rectangles when one problem is branched into two subproblems. It is proved that the LDB method is a normal rectangle subdivision(NRS). Numerical tests on problems with dimensions...
متن کاملAdditively Separable Representations on Non - convex
This paper proves sufficient conditions under which a completely separable order on non-convex sets can be represented by an additively separable function. The two major requirements are that indifference curves are connected and that intersections of the domain of the order with parallel-to-the-axes hyperplanes are connected. Jourrzal of Economic Literature Classification Numbers: 020, 022. c ...
متن کاملTools for Simplicial Branch and Bound in Interval Global Optimization∗
Most branch and bound (B&B) algorithms for continuous global optimization work with hyper-rectangles, although some work in the 1970’s dealt with simplexes. More recently, Žilinskas et al have considered branch and bound for Lipschitz optimization, giving examples of how symmetry can be used and how algorithms can be made efficient. Here, in the spirit of that work, we consider simplex-based br...
متن کاملAn interval-matrix branch-and-bound algorithm for bounding eigenvalues
We present and explore the behaviour of a branch-and-bound algorithm for calculating valid bounds on the k-th largest eigenvalue of a symmetric interval matrix. Branching on the interval elements of the matrix takes place in conjunction with the application of Rohn’s method (an interval extension of Weyl’s theorem) in order to obtain valid outer bounds on the eigenvalues. Inner bounds are obtai...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Global Optimization
سال: 2012
ISSN: 0925-5001,1573-2916
DOI: 10.1007/s10898-012-9928-x