New interval methods for constrained global optimization

被引:35
|
作者
Markót, MC
Fernández, J
Casado, LG
Csendes, T
机构
[1] Univ Szeged, Res Grp Artificial Intelligence, Hungarian Acad Sci, Szeged, Hungary
[2] European Space Agcy, ESTEC, Adv Concepts Team, EUIP, NL-2201 AZ Noordwijk, Netherlands
[3] Univ Murcia, Dept Stat & Operat Res, E-30001 Murcia, Spain
[4] Univ Almeria, Dept Comp Architecture & Elect, Almeria, Spain
[5] Univ Szeged, Inst Informat, Szeged, Hungary
关键词
global optimization; inequality constrained problems; interval analysis; adaptive multisection; subinterval selection criterion; computational study;
D O I
10.1007/s10107-005-0607-2
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Interval analysis is a powerful tool which allows to design branch-and-bound algorithms able to solve many global optimization problems. In this paper we present new adaptive multisection rules which enable the algorithm to choose the proper multisection type depending on simple heuristic decision rules. Moreover, for the selection of the next box to be subdivided, we investigate new criteria. Both the adaptive multisection and the subinterval selection rules seem to be specially suitable for being used in inequality constrained global optimization problems. The usefulness of these new techniques is shown by computational studies.
引用
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页码:287 / 318
页数:32
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