Branch and Bound Methods
نویسندگان
چکیده
Branch and bound algorithms are methods for global optimization in nonconvex problems [LW66, Moo91]. They are nonheuristic, in the sense that they maintain a provable upper and lower bound on the (globally) optimal objective value; they terminate with a certificate proving that the suboptimal point found is ǫ-suboptimal. Branch and bound algorithms can be (and often are) slow, however. In the worst case they require effort that grows exponentially with problem size, but in some cases we are lucky, and the methods converge with much less effort. In these notes we describe two typical and simple examples of branch and bound methods, and show some typical results, for a minimum cardinality problem.
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