|Publisher DOI:||10.1007/BF01279453||Title:||A branch and bound algorithm for bound constrained optimization problems without derivatives||Language:||English||Authors:||Jansson, Christian
|Keywords:||Global optimization;interval arithmetic;Mathematics Subject Classifications (1991): 49D37, 65G10||Issue Date:||1-Oct-1995||Publisher:||Springer Science + Business Media B.V||Source:||Journal of Global Optimization 7 (3): 297-331 (1995-10-01)||Journal or Series Name:||Journal of global optimization||Abstract (english):||
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.
|URI:||http://hdl.handle.net/11420/9410||ISSN:||1573-2916||Institute:||Zuverlässiges Rechnen E-19||Document Type:||Article|
|Appears in Collections:||Publications without fulltext|
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