Summary: , , 127 (1995)
1995 Kluwer Academic Publishers, Boston. Manufactured in The Netherlands.
BB: A Global Optimization Method for General
Constrained Nonconvex Problems
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Department of Chemical Engineering, Princeton University, Princeton, NJ 085445263
Abstract. A branch and bound global optimization method, 2 BB, for general continuous optimization problems
involving nonconvexities in the objective function and/or constraints is presented. The nonconvexities are
categorized as being either of special structure or generic. A convexrelaxation of the original nonconvexproblem
is obtained by (i) replacing all nonconvex terms of special structure (i.e. bilinear, fractional, signomial) with
customized tight convex lower bounding functions and (ii) by utilizing the 2 parameter as defined in  to
underestimate nonconvex terms of generic structure. The proposed branch and bound type algorithm attains
finite 3 convergence to the global minimum through the successive subdivision of the original region and the
subsequent solution of a series of nonlinear convex minimization problems. The global optimization method,
2 BB, is implemented in C and tested on a variety of example problems.