Theoretical justification of a heuristic subbox selection criterion for interval global optimization (Q5957418)
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scientific article; zbMATH DE number 1716875
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| English | Theoretical justification of a heuristic subbox selection criterion for interval global optimization |
scientific article; zbMATH DE number 1716875 |
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Theoretical justification of a heuristic subbox selection criterion for interval global optimization (English)
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12 January 2003
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A global optimization technique based on interval arithmetic is considered. A criterion is proposed to select a box for sub-division in a branch and bound procedure: \( \frac{\tilde{f}-\underline{F}(X)}{\overline{F}(X)-\underline{F}(X)}\) where \(X\) denotes a box. It is proven that the proposed criterion is invariant with respect to some natural symmetries and is optimal in some reasonable sense.
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global optimization
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interval methods
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branch and bound approach
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0.8099002242088318
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0.807111918926239
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0.806942343711853
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0.8050287961959839
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0.7978805303573608
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