A Heuristic Rejection Criterion in Internal Global Optimization Algorithms |
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Authors: | L. G. Casado I. Garc'ia T. Csendes |
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Affiliation: | (1) Department of Computer Architecture and Electronics, Almería University, 04120 Almería, Spain;(2) Institute of Informatics, University of Szeged, H-6701, Szeged, Pf. 652, Hungary |
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Abstract: | This paper investigates the properties of the inclusion functions on subintervals while a Branch-and-Bound algorithm is solving global optimization problems. It has been found that the relative place of the global minimum value within the inclusion interval of the inclusion function of the objective function at the actual interval mostly indicates whether the given interval is close to minimizer point. This information is used in a heuristic interval rejection rule that can save a big amount of computation. Illustrative examples are discussed and a numerical study completes the investigation.This revised version was published online in October 2005 with corrections to the Cover Date. |
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Keywords: | Global optimization Branch-and-Bound algorithm inclusion function |
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