27 Nov
2011
27 Nov
'11
22:33
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.