Subdivision direction selection in interval methods for global optimization

被引:86
|
作者
Csendes, T [1 ]
Ratz, D [1 ]
机构
[1] UNIV KARLSRUHE, INST ANGEW MATH, D-76128 KARLSRUHE, GERMANY
关键词
global optimization; interval arithmetic; interval subdivision;
D O I
10.1137/S0036142995281528
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The role of the interval subdivision-selection rule is investigated in branch-and-bound algorithms for global optimization. The class of rules that allows convergence for the model algorithm is characterized, and it is shown that the four rules investigated satisfy the conditions of convergence. A numerical study with a wide spectrum of test problems indicates that there are substantial differences between the rules in terms of the required CPU time, the number of function and derivative evaluations, and space complexity, and two rules can provide substantial improvements in efficiency.
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页码:922 / 938
页数:17
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