A B-spline based Branch & Bound Algorithm for Global Optimization

전역 최적화를 위한 B-스플라인 기반의 Branch & Bound알고리즘

  • Published : 2010.02.01

Abstract

This paper introduces a B-spline based branch & bound algorithm for global optimization. The branch & bound is a well-known algorithm paradigm for global optimization, of which key components are the subdivision scheme and the bound calculation scheme. For this, we consider the B-spline hypervolume to approximate an objective function defined in a design space. This model enables us to subdivide the design space, and to compute the upper & lower bound of each subspace where the bound calculation is based on the LHS sampling points. We also describe a search tree to represent the searching process for optimal solution, and explain iteration steps and some conditions necessary to carry out the algorithm. Finally, the performance of the proposed algorithm is examined on some test problems which would cover most difficulties faced in global optimization area. It shows that the proposed algorithm is complete algorithm not using heuristics, provides an approximate global solution within prescribed tolerances, and has the good possibility for large scale NP-hard optimization.

Keywords

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