Constraint aggregation for rigorous global optimization

In rigorous constrained global optimization, upper bounds on the objective function help to reduce the search space. Their construction requires finding a narrow box around an approximately feasible solution, verified to contain a feasible point. Approximations are easily found by local optimization, but the verification often fails. In this paper we show that even if … Read more

A comparison of complete global optimization solvers

Results are reported of testing a number of existing state of the art solvers for global constrained optimization and constraint satisfaction on a set of over 1000 test problems in up to 1000 variables. Citation submitted to the special issue on Global Optimization of Math. Programming Article Download View A comparison of complete global optimization … Read more