On an efficient use of gradient information for accelerating interval global optimization algorithms (Q2387742)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an efficient use of gradient information for accelerating interval global optimization algorithms |
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On an efficient use of gradient information for accelerating interval global optimization algorithms (English)
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5 September 2005
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The authors present a branch-and-bound type algorithm for finding all global minima of a real-valued function \(f\) over an interval (box) \(S\) in \(\mathbb{R}^n\). The main contribution is an improved formula for computing a lower bound of \(f\) over a subinterval of \(S\) based on a refined use of gradient information.
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global optimization
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interval arithmetic
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branch-and-bound
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