References of "Gerard, Damien"
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See detailFeasibility-oriented Branching Strategies for Global Optimization
Gerard, Damien ULg; Köppe, Matthias; Louveaux, Quentin ULg

Conference (2015, July 13)

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch ... [more ▼]

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch-and-Bound-based solvers use a non global solver at a few nodes to try to find better incumbents. We show that it is possible to improve the branching rules and the nodes priority by exploiting the solutions from the non global solver. We also propose several smart adaptive strategies to choose when to run the non global solver. We show that despite the time spent in solving many more NLP problems in the nodes, the new strategies enable the algorithm to find the first good incumbents much faster and to prove the global optimality faster. NLP instances from the COCONUT library are benchmarked. All experiments are run using the open source solver Couenne. [less ▲]

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See detailImplémentation d'une méthode de région de confiance pour le diagnostic industriel
Gerard, Damien ULg

Master's dissertation (2011)

Detailed reference viewed: 94 (24 ULg)