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A branch and bound algorithm for bound constrained optimization problems without derivatives
Publikationstyp
Journal Article
Date Issued
1995-10-01
Sprache
English
Author(s)
Institut
TORE-URI
Journal
Volume
7
Issue
3
Start Page
297
End Page
331
Citation
Journal of Global Optimization 7 (3): 297-331 (1995-10-01)
Publisher DOI
Scopus ID
Publisher
Springer Science + Business Media B.V
In this paper, we give a new branch and bound algorithm for the global optimization problem with bound constraints. The algorithm is based on the use of inclusion functions. The bounds calculated for the global minimum value are proved to be correct, all rounding errors are rigorously estimated. Our scheme attempts to exclude most "uninteresting" parts of the search domain and concentrates on its "promising" subsets. This is done as fast as possible (by involving local descent methods), and uses little information as possible (no derivatives are required). Numerical results for many well-known problems as well as some comparisons with other methods are given. © 1995 Kluwer Academic Publishers.
Subjects
Global optimization
interval arithmetic
Mathematics Subject Classifications (1991): 49D37, 65G10
DDC Class
004: Informatik
510: Mathematik