AIB 2011-24: Demonstration of a Branch-and-Bound Algorithm for Global Optimization using McCormick Relaxations

The following technical report is available from http://aib.informatik.rwth-aachen.de: Demonstration of a Branch-and-Bound Algorithm for Global Optimization using McCormick Relaxations Callum Corbett, Uwe Naumann, Alexander Mitsos AIB 2011-24 This report is meant to demonstrate the actions performed by a branch-and-bound algorithm for global optimization on a simple minimization problem. McCormick relaxations are used to construct piecewise affine underestimators of the objective function.