AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION

[摘要] An interval algorithm for bounding the solutions of a constrained global optimization problem is described. The problem functions are assumed only to be continuous. It is shown how the computational cost of bounding a set which satisfies equality constraints can often be reduced if the equality constraint functions are assumed to be continuously differentiable. Numerical results are presented.

[发布日期] 1994-05-20

[效力级别]  Proceedings Paper

[关键词] CONSTRAINED GLOBAL OPTIMIZATION;INTERVAL MATHEMATICS