On the branch and bound algorithm for the extended trust-region subproblem
In this paper, by an example we show a defect of the Branch and Bound (BB) algorithm of Beck & Pan (J Glob Optim 69:309–342, 2017) for solving the extended trust-region subproblem ( m -eTRS) when the trust-region subproblem (TRS) is hard case 2. Then, to resolve the defect, we propose to solve a...
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Veröffentlicht in: | Journal of global optimization 2022-06, Vol.83 (2), p.221-233 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | In this paper, by an example we show a defect of the Branch and Bound (BB) algorithm of Beck & Pan (J Glob Optim 69:309–342, 2017) for solving the extended trust-region subproblem (
m
-eTRS) when the trust-region subproblem (TRS) is hard case 2. Then, to resolve the defect, we propose to solve a subproblem at the root node in order to check whether TRS in the hard case 2 has an optimal that is also feasible and thus optimal for
m
-eTRS. On several randomly generated test problems, we show that the enhanced algorithm is significantly better than the original BB algorithm in terms of CPU times and fathomed nodes. |
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ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1007/s10898-021-01104-0 |