The effect of Hessian evaluations in the global optimization alphaBB method
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365263" target="_blank" >RIV/00216208:11320/17:10365263 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-67168-0_6" target="_blank" >http://dx.doi.org/10.1007/978-3-319-67168-0_6</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-67168-0_6" target="_blank" >10.1007/978-3-319-67168-0_6</a>
Alternative languages
Result language
angličtina
Original language name
The effect of Hessian evaluations in the global optimization alphaBB method
Original language description
We consider convex underestimators that are used in the global optimization alphaBB method and its variants. The method is based on augmenting the original nonconvex function by a relaxation term that is derived from an interval enclosure of the Hessian matrix. In this paper, we discuss the advantages of symbolic computation of the Hessian matrix. Symbolic computation often allows simplifications of the resulting expressions, which in turn means less conservative underestimators. We show by examples that even a small manipulation with the symbolic expressions, which can be processed automatically by computers, can have a large effect on the quality of underestimators. The purpose of this paper is also to turn attention of researchers to the possibility of symbolic differentiation (and its combination with automatic differentiation) and investigation of the most convenient way for interval evaluation.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50201 - Economic Theory
Result continuities
Project
<a href="/en/project/GA13-10660S" target="_blank" >GA13-10660S: Interval methods for optimization problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Modeling, Simulation and Optimization of Complex Processes HPSC 2015
ISBN
978-3-319-67168-0
ISSN
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e-ISSN
neuvedeno
Number of pages
13
Pages from-to
67-79
Publisher name
Springer
Place of publication
Cham
Event location
Hanoi, Vietnam
Event date
Mar 16, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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