Solving Global Optimization Problems With Constraints via Branch and Bound method

Subject Applied Mathematics
Title Solving Global Optimization Problems With Constraints via Branch and Bound method
Author(s) Ch. DAILI
Keywords Global Optimization, Local Optimization, Branch and Bound Method, Normal Rectangular subdivision
Abstract
The purpose of this paper is to present a new approach for solving a global optimization problem. It is the Branch and bound method applied to solve a DC programming problem with a separable concave part, in which we use two techniques of subdivision the first is called the largest distance bisection, denoted by (LDB) and the other is the w-subdivision. To calculate the lower bounds, we propose to solve the subproblems obtained by replacing the concave term in the objective function by a linear term. An algorithm is developed followed by a theorem of convergence and applications
Consider the following DC optimization problem :