A modified simplicial algorithm for convex maximization based on an extension of omega-subdivision

作者：Kuno Takahito

来源：Journal of Global Optimization, 2018, 71(2): 297-311.

DOI：10.1007/s10898-018-0619-0

• Global optimization
• Convex maximization
• Branch-and-bound
• Simplicial algorithm
• omega-Subdivision

The simplicial algorithm is a popular branch-and-bound approach to the convex maximization problem with multiple local maxima. In this paper, we discuss some difficulties revealed when implementing this algorithm under the omega-subdivision rule. To overcome those, we modify the bounding process and extend the omega-subdivision rule. We also report numerical results for the simplicial algorithm according to the new subdivision rule.

• 出版日期2018-6