BARON (Sahinidis 1996, Ghildyal & Sahinidis 2001, Sahinidis 1999–2000, Tawarmalani & Sahinidis 1999b, Sahinidis & Tawarmalani 2000), the branchand-reduce optimization navigator, includes an implementation of many of the global optimization algorithms described in this book. A software implementation of algorithmic work often reveals additional considerations and it is the purpose of this chapter to address some of these issues that we faced while implementing BARON. This chapter also highlights some useful enhancements to the branch-and-bound algorithm. Throughout this chapter, we assume that the problem being solved is a minimization problem.
KeywordsSearch Tree Semidefinite Programming Global Optimization Algorithm Automatic Differentiation Open Node
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