A Branch and Bound Algorithm for a Class of Non-convex Programming Problem
Peiping Shen · Journal of Henan Normal University · 2012
An efficient branch and bound algorithm is proposed for a class of non-convex programming problem(NP).Firstly,an equivalent minimizing problem(P) is derived by exploiting the characteristics of the objective function of the problem.Through the successive refinement of the feasible region and the solution of a series of the convex programming problems,the upper and lower bounds of global optimal value for(NP) are continuously updated.In order to improve the efficiency of the algorithm,an optimal solution to one problem can potentially be used to good advantage as a starting solution to the next problem.Besides,a new deleting technique is presented.The algorithm is proved to be convergent,and numerical examples show the efficiency and feasibility of the algorithm.