Tighter bound functions for nonconvex functions over simplexes
RAIRO. Operations Research, Tome 55 (2021), pp. S2373-S2381

In this paper, we propose new lower and upper bound functions which can be used in computing a range of nonconvex functions over simplexes of $$, or for solving global optimization problems over simplexes. We show that the new bounding functions are tighter than the classical bounding functions developed in the αBB method and the QBB method.

DOI : 10.1051/ro/2020088
Classification : 65K05, 90C30, 90C34
Keywords: Global optimization, range of functions, convex lower bound function, concave upper bound function 
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     author = {Mohand, Ouanes},
     title = {Tighter bound functions for nonconvex functions over simplexes},
     journal = {RAIRO. Operations Research},
     pages = {S2373--S2381},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     doi = {10.1051/ro/2020088},
     mrnumber = {4223185},
     zbl = {07375350},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/ro/2020088/}
}
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Mohand, Ouanes. Tighter bound functions for nonconvex functions over simplexes. RAIRO. Operations Research, Tome 55 (2021), pp. S2373-S2381. doi: 10.1051/ro/2020088

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