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arxiv: 1307.2786 · v1 · pith:W3O3FGVSnew · submitted 2013-07-10 · 🧮 math.OC

On the Efficient Gerschgorin Inclusion Usage in the Global Optimization {α}BB Method

classification 🧮 math.OC
keywords methodoptimalityscalingvectoralphaconditionsefficientgerschgorin
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In this paper, we revisit the {\alpha}BB method for solving global optimization problems. We investigate optimality of the scaling vector used in Gerschgorin's inclusion theorem to calculate bounds on the eigenvalues of the Hessian matrix. We propose two heuristics to compute good scaling vector d, and state three necessary optimality conditions for optimal d. Since the scaling vector calculated by the second presented method satisfies all three optimality conditions, it serves as a cheap but efficient solution.

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