|Title||The cluster problem in constrained global optimization|
|Publication Type||Journal Article|
|Year of Publication||In Press|
|Authors||Kannan R, Barton PI|
|Journal||Journal of Global Optimization|
Deterministic branch-and-bound algorithms for continuous global optimization often visit a large number of boxes in the neighborhood of a global minimizer, resulting in the so-called cluster problem (Du and Kearfott in J Glob Optim 5(3):253–265, 1994). This article extends previous analyses of the cluster problem in unconstrained global optimization (Du and Kearfott 1994; Wechsung et al. in J Glob Optim 58(3):429–438, 2014) to the constrained setting based on a recently-developed notion of convergence order for convex relaxation-based lower bounding schemes. It is shown that clustering can occur both on nearly-optimal and nearly-feasible regions in the vicinity of a global minimizer. In contrast to the case of unconstrained optimization, where at least second-order convergent schemes of relaxations are required to mitigate the cluster problem when the minimizer sits at a point of differentiability of the objective function, it is shown that ﬁrst-order convergent lower bounding schemes for constrained problems may mitigate the cluster problem under certain conditions. Additionally, conditions under which second-order convergent lower bounding schemes are sufﬁcient to mitigate the cluster problem around a global minimizer are developed. Conditions on the convergence order prefactor that are sufﬁcient to altogether eliminate the cluster problem are also provided. This analysis reduces to previous analyses of the cluster problem for unconstrained optimization under suitable assumptions.