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On global optimization in R using interval arithmetic

 

作者: M.A. Wolfe,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1994)
卷期: Volume 3, issue 1-3  

页码: 61-76

 

ISSN:1055-6788

 

年代: 1994

 

DOI:10.1080/10556789408805556

 

出版商: Gordon and Breach Science Publishers

 

关键词: Global optimization;Interval mathematics;Inequality constraints

 

数据来源: Taylor

 

摘要:

Interval arithmetic algorithms A.l and A.2 that determine computationally rigorous bounds on the global minimizers of continuous functionswithout inequality constraints and with inequality constraintsrespectively are described. It is assumed that, for A.land that forand. Computational experience indicates that A.l and A.2 always succeed, although in some cases more than one interval containing a global minimizer is found. Numerical results obtained from Sun Pascal implementations of A.l and A.2 are presented.

 

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