Abstract
We present in this article new strategies for selecting nodes in interval Branch and Bound algorithms for constrained global optimization. For a minimization problem the standard best-first strategy selects a node with the smallest lower bound of the objective function estimate. We first propose new node selection policies where an upper bound of each node/box is also taken into account. The good accuracy of this upper bound achieved by several contracting operators leads to a good performance of the node selection rule based on this criterion. We propose another strategy that also makes a tradeoff between diversification and intensification by greedily diving into potential feasible regions at each node of the best-first search. These new strategies obtain better experimental results than classical best-first search on difficult constrained global optimization instances.
Original language | English |
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Pages (from-to) | 289-304 |
Number of pages | 16 |
Journal | Journal of Global Optimization |
Volume | 64 |
Issue number | 2 |
DOIs | |
State | Published - 1 Feb 2016 |
Keywords
- Branch and Bound
- Global optimization
- Intervals
- Node selection