Applications of interval arithmetic in non-smooth global optimization (Q1405071)
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English | Applications of interval arithmetic in non-smooth global optimization |
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Applications of interval arithmetic in non-smooth global optimization (English)
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25 August 2003
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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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global optimization
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non-smooth function
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branch-and-bound algorithm
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interval arithmetic
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numerical examples
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slopes
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global minimum
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minimum points
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pruning test
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