Subdomain separability in global optimization

Journal of Global Optimization, vol. 86, pp. 573–588

Abstract

Abstract We introduce a generalization of separability for global optimization, presented in the context of a simple branch and bound method. Our results apply to continuously differentiable objective functions implemented as computer programs. A significant search space reduction can be expected to yield an acceleration of any global optimization method. We show how to utilize interval derivatives calculated by adjoint algorithmic differentiation to examine the monotonicity of the objective with respect to so called structural separators and how to verify the latter automatically.

Authors 2

1. Jens Deussen corresponding Aachen

   RWTH Aachen University

   Affiliation as printed

   Informatik 12: Software and Tools for Computational Engineering, RWTH Aachen University, Aachen, Germany

2. Uwe Naumann Aachen

   RWTH Aachen University

   Affiliation as printed

   Informatik 12: Software and Tools for Computational Engineering, RWTH Aachen University, Aachen, Germany