What can interval analysis do for global optimization? |
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Authors: | H Ratschek R L Voller |
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Institution: | (1) Mathematisches Institut, Heinrich Heine Universität, 4000 Düsseldorf, Germany |
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Abstract: | An overview of interval arithmetical tools and basic techniques is presented that can be used to construct deterministic global optimization algorithms. These tools are applicable to unconstrained and constrained optimization as well as to nonsmooth optimization and to problems over unbounded domains. Since almost all interval based global optimization algorithms use branch-and-bound methods with iterated bisection of the problem domain we also embed our overview in such a setting. |
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Keywords: | 65K05 65G10 90C30 |
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