Interval tools for global optimization

The authors give an overview on interval algorithms for solving optimization problems. The paper starts with an introduction on these problems and on the general structure of interval methods for solving them. After having listed the tools of interval analysis used in the sequel, prototype algorithms due to \textit{R. E. Moore} [Methods and applications of interval analysis (1979; Zbl 0417.65022)], \textit{S. Skelboe} [BIT 14, 87-95 (1974; Zbl 0274.65015)], \textit{K. Ichida} and \textit{Y. Fujii} [Computing 23, 85-97 (1979; Zbl 0403.65028)] and \textit{E. R. Hansen} [J. Optimization Theory Appl. 29, 331-344 (1979; Zbl 0388.65023) and Numer. Math. 34, 247-270 (1980; Zbl 0442.65052)] are presented in order to solve the global unconstrained optimization problem. Convergence properties of these algorithms are as well recalled as modifications to accelerate their speed of convergence. Optimization problems over unbounded domains are considered. Attention is also paid for nonsmooth objective functions. The paper ends with the global optimization problem with constraints which is addressed using ideas of \textit{E. R. Hansen} and \textit{S. Sengupta} [Interval mathematics, Proc. int. Symp., Freiburg/Ger. 1980, 25-47 (1980; Zbl 0537.65052)].

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