On consistency of bounding operations in deterministic global optimization
Identifieur interne : 000419 ( Istex/Corpus ); précédent : 000418; suivant : 000420On consistency of bounding operations in deterministic global optimization
Auteurs : R. HorstSource :
- Journal of Optimization Theory and Applications [ 0022-3239 ] ; 1989-04-01.
Abstract
Abstract: This technical comment refers to the discussion of strong consistency of several bounding procedures in Lemma 2.1 and Proposition 2.1 of Ref. 1. A necessary clarification is given of the notion of convergence φq → φ in Lemma 2.1, and a derivation of Proposition 2.1 is presented that includes a new and simple consistency proof of the classical bounding by convex envelopes used in many branch-and-bound procedures.
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DOI: 10.1007/BF00940850
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