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.
点击下载:
PDF (519KB)
返 回