A branch-and-bound algorithm for the computation of optimal point mappings of parametric optimization problems
We propose a novel branch‑and‑bound algorithm that constructs rigorous outer approximations of the optimal point mapping for parametric optimization problems with guaranteed feasibility and optimality tolerances. The method uses the improvement‑function reformulation to define discarding and inclusion tests on sub-boxes, constructing a rigorous outer approximation. Under the same regularity conditions that ensure exactness of this … Read more