Branch and Bound

Branch and Bound is a general search method. Suppose we wish to minimize a function f(x), where x is restricted to some feasible region (defined, e.g., by explicit mathematical constraints). To apply branch and bound, one must have a means of computing a lower bound on an instance of the optimization problem and a means of dividing the feasible region of a problem to create smaller subproblems. There must also be a way to compute an upper bound (feasible solution) for at least some instances; for practical purposes, it should be possible to compute upper bounds for some set of nontrivial feasible regions.

The method starts by considering the original problem with the complete feasible region, which is called the root problem. The lower-bounding and upper-bounding procedures are applied to the root problem. If the bounds match, then an optimal solution has been found and the procedure terminates. Otherwise, the feasible region is divided into two or more regions, each strict subregions of the original, which together cover the whole feasible region; ideally, these subproblems partition the feasible region. These subproblems become children of the root search node. The algorithm is applied recursively to the subproblems, generating a tree of subproblems. If an optimal solution is found to a subproblem, it is a feasible solution to the full problem, but not necessarily globally optimal. Since it is feasible, it can be used to prune the rest of the tree: if the lower bound for a node exceeds the best known feasible solution, no globally optimal solution can exist in the subspace of the feasible region represented by the node. Therefore, the node can be removed from consideration. The search proceeds until all nodes have been solved or pruned, or until some specified threshold is meet between the best solution found and the lower bounds on all unsolved subproblems.

Global Optimization Survey - Main Page
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Last modified: March 10, 1997