An analytical approach to global optimization

@article{Hansen1991AnAA,
  title={An analytical approach to global optimization},
  author={Pierre Hansen and Brigitte Jaumard and Shi-Hui Lu},
  journal={Math. Program.},
  year={1991},
  volume={52},
  pages={227-254}
}
Global optimization problems with a few variables and constraints arise in numerous applications but are seldom solved exactly. Most often only a local optimum is found, or if a global optimum is detected no proof is provided that it is one. We study here the extent to which such global optimization problems can he solved exactly using analytical methods. To this effect, we propose a series of tests, similar to those of combinatorial optimization, organized in a branch-and-bound framework. The… CONTINUE READING