Applications of interval arithmetic in non-smooth global optimization

DOI10.1016/S0096-3003(02)00417-4MaRDI QIDQ1405071zbMATH OpenOpenAlexFDO

Authors Peiping Shen, Kecun Zhang, Yanjun Wang

Publication date 25 August 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(02)00417-4

branch-and-bound algorithm global minimum global optimization interval arithmetic minimum points non-smooth function numerical examples pruning test slopes

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

An expansion scheme for nonlinear, at least continuous functions \(f: D\subset\mathbb{R}^n\to \mathbb{R}\) is presented with which one can provide enclosures of the range of \(f\). The scheme uses real compact intervals and slopes. It is applied in a branch-and-bound algorithm in global optimization in order to enclose the global minimum \(f^*= \min_{x\in X^0} f(x)\) on a given interval box \(X^0\subseteq D\) and to enclose the corresponding minimum points. The algorithm employs also a special pruning test to cut away obsolute subboxes which have been proved not to contain a minimum point. A variety of examples illustrates the efficiency of the algorithm followed by some concluding remarks.

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