complete solution set

The improvement function in branch-and-bound methods for complete global optimization

  • Stefan Schwarze
  • Oliver Stein
  • Peter Kirst
    • Categories Constrained Nonlinear Optimization, Global Optimization Tags , , , ,

    We present a new spatial branch-and-bound approach for treating optimization problems with nonconvex inequality constraints. It is able to approximate the set of all global minimal points in case of solvability, and else to detect infeasibility. The new technique covers the nonconvex constraints by means of an improvement function which, although nonsmooth, can be treated … Read more

    A branch-and-bound algorithm for non-convex Nash equilibrium problems

  • Peter Kirst
  • Stefan Schwarze
  • Oliver Stein
    • Categories Game Theory Tags , , , ,

    This paper introduces a spatial branch-and-bound method for the approximate computation of the set of all epsilon-Nash equilibria of continuous box-constrained non-convex Nash equilibrium problems. We explain appropriate discarding and fathoming techniques, provide a termination proof for a prescribed approximation tolerance, and report our computational experience. ArticleDownload View PDF