Theoretical convergence analysis of a general division-deletion algorithm for solving global search problems (Q868630): Difference between revisions

The authors present a general prototype of division-deletion algorithm (DDA) for solving a general global problem of the type: \[ \text{Minimize }f(x)\text{ s.t. }g(x) \leq 0,\;H(x)=0, \;x\in X. \] They refer to four essential ingredients of DDA, namely division, deletion, selection and stopping conditions. It is stated that their primary focus is on identifying conditions that are related to the theoretical convergence of the algorithm at the basic level of abstraction and thus are not concerned with any specific implementation of the algorithm. Various necessary conditions, sufficient conditions and necessary and sufficient conditions are discussed. They conclude with the statement that well known results of \textit{E. Hansen}'s interval algorithm [Numer. Math. 34, 247--270 (1980; Zbl 0442.65052)] follow from the general theory discussed in the paper.