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Multisection in Interval Branch-and-Bound Methods for Global Optimization – I. Theoretical Results

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Abstract

We have investigated variants of interval branch-and-bound algorithms for global optimization where the bisection step was substituted by the subdivision of the current, actual interval into many subintervals in a single iteration step. The convergence properties of the multisplitting methods, an important class of multisection procedures are investigated in detail. We also studied theoretically the convergence improvements caused by multisection on algorithms which involve the accelerating tests (like e.g. the monotonicity test). The results are published in two papers, the second one contains the numerical test result.

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Csallner, A.E., Csendes, T. & Csaba markót, M. Multisection in Interval Branch-and-Bound Methods for Global Optimization – I. Theoretical Results. Journal of Global Optimization 16, 371–392 (2000). https://doi.org/10.1023/A:1008354711345

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