What can interval analysis do for global optimization?

نویسندگان

  • Helmut Ratschek
  • Rudolf L. Voller
چکیده

An overview of interval arithmetical tools and basic techniques is presented that can be used to construct deterministic global optimization algorithms. These tools are applicable to unconstrained and constrained optimization as well as to nonsmooth optimization and to problems over unbounded domains. Since almost all interval based global optimization algorithms use branch-and-bound methods with iterated bisection of the problem domain we also embed our overview in such a setting. AMS 1980 Subject Classification. 65KO.5, 65G10, 9OC30.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A metaheuristic methodology based on the limitation of the memory of interval branch and bound algorithms

Branch and Bound Algorithms based on Interval Arithmetic permit to solve exactly continuous (as well as mixed) non-linear and non-convex global optimization problems. However, their intrinsic exponential time-complexities do not make it possible to solve some quite large problems. The idea proposed in this paper is to limit the memory available during the computations of such a global optimizat...

متن کامل

Multisection in Interval Branch-and-Bound Methods for Global Optimization II. Numerical Tests

We have investigated variants of interval branch-and-bound algorithms for global optimization where the bisection step was substituted by the subdivision of the current, actual interval into many subintervals in a single iteration step. The results are published in two papers, the first one contains the theoretical investigations on the convergence properties. An extensive numerical study indic...

متن کامل

Improving interval enclosures

This paper serves as background information for the Vienna proposal for interval standardization, explaining what is needed in practice to make competent use of the interval arithmetic provided by an implementation of the standard to be. Discussed are methods to improve the quality of interval enclosures of the range of a function over a box, considerations of possible hardware support facilita...

متن کامل

Adopting New International Health Instruments – What Can We Learn From the FCTC?; Comment on “The Legal Strength of International Health Instruments - What It Brings to Global Health Governance?”

This Commentary forms a response to Nikogosian’s and Kickbusch’s forward-looking perspective about the legal strength of international health instruments. Building on their arguments, in this commentary we consider what we can learn from the Framework Convention on Tobacco Control (FCTC) for the adoption of new legal international health instruments.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • J. Global Optimization

دوره 1  شماره 

صفحات  -

تاریخ انتشار 1991