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Branch-and-bound for D-Optimality with fast local search and variable-bound tightening

Authors :
Ponte, Gabriel
Fampa, Marcia
Lee, Jon
Publication Year :
2023

Abstract

We apply a branch-and-bound (B\&B) algorithm to the D-optimality problem based on a convex mixed-integer nonlinear formulation. We discuss possible methodologies to accelerate the convergence of the B\&B algorithm, by combining the use of different upper bounds, variable-bound tightening inequalities, and local-search procedures. Different methodologies to compute the determinant of a matrix after a rank-one update are investigated to accelerate the local-searches. We discuss our findings through numerical experiments with randomly generated test problem.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2302.07386
Document Type :
Working Paper