Department of Mathematical and Computational Sciences, University of St Andrews, St Andrews, Fife KY16 9SS, United Kingdom
Abstract:
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.