Fowkes, Jaroslav; Gould, Nicholas; Farmer, Chris - In: Journal of Global Optimization 56 (2013) 4, pp. 1791-1815
We present a branch and bound algorithm for the global optimization of a twice differentiable nonconvex objective function with a Lipschitz continuous Hessian over a compact, convex set. The algorithm is based on applying cubic regularisation techniques to the objective function within an...