Global Optimization: Software, Test Problems, and Applications

We provide a concise review of the most prominent global optimization (GO) strategies currently available. This is followed by a discussion of GO software, test problems and several important types of applications, with additional pointers. The exposition is concentrated around topics related to continuous GO, although in certain aspects it is also pertinent to analogous … Read more

A New Second-Order Cone Programming Relaxation for MAX-CUT problems

We propose a new relaxation scheme for the MAX-CUT problem using second-order cone programming. We construct relaxation problems to reflect the structure of the original graph. Numerical experiments show that our relaxation approaches give better bounds than those based on the spectral decomposition proposed by Kim and Kojima, and that the efficiency of the branch-and-bound … Read more