Interval analysis on directed acyclic graphs for global optimization (Q816066)
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English | Interval analysis on directed acyclic graphs for global optimization |
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Interval analysis on directed acyclic graphs for global optimization (English)
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20 February 2006
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A new representation method is discussed for solving global optimization problems using directed acyclic graphs. The method employs various techniques from interval analysis, round-off analysis, slope enclosures, forward and backward evaluation, automatic differentiation, constraint propagation, etc. For sufficiently sparse problems the computational work is proportional to the number of operations in the calculation of the objective function.
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automatic differentiation
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constraint propagation
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interval analysis
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directed acyclic graphs
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global optimization
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round-off analysis
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slope enclosures
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