Two aspects of the multidimensional bisection algorithms for the global optimisation of Lipschitz continuous functions are investigated. Firstly, for several test functions we examine the numerical performance of the deepest point algorithm and two acceleration procedures. Secondly, we phrase the branch and bound framework of Horst and Tuy in terms of covers, and show the algorithms to be included in this framework. A result of Basso on the convergence of localisations is extended to higher dimensions.
- branch and bound
- global optimisation
- mathematical programming
- Mathematics Subject Classifications (1991): 90C30, 65K05
- numerical performance