Groupe d’études et de recherche en analyse des décisions

G-88-17

A Framework for Algorithms in Globally Optimal Design

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Many problems of globally optimal design have been solved in the literature using monotonicity analysis and a variety of tests applied in an ad hoc way. These tests are developed here, expressed mathematically and classified according to the conclusions they yield. Moreover, many new tests, similar to those used in combinatorial optimization, are presented. Finally, a general framework is proposed in which branch-and-bound algorithms for globally optimal design problems can be expressed.

, 23 pages