The convergence speed of interval methods for global optimization

被引:8
作者
Csallner, AE
Csendes, T
机构
[1] József Attila University, Institute of Informatics, Szeged
关键词
global optimization; interval arithmetic; subdivision;
D O I
10.1016/0898-1221(95)00229-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Three particular algorithms from a class of interval subdivision methods for global optimization are studied. The theoretical upper bound on the convergence speed of Hansen's method is given. The three methods (by Hansen, Moore-Skelboe, and a new one with a random actual box selection rule) are compared numerically.
引用
收藏
页码:173 / 178
页数:6
相关论文
共 12 条
[1]   THE IMPACT OF ACCELERATING TOOLS ON THE INTERVAL SUBDIVISION ALGORITHM FOR GLOBAL OPTIMIZATION [J].
CSENDES, T ;
PINTER, J .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1993, 65 (03) :314-320
[2]   GLOBAL OPTIMIZATION USING INTERVAL-ANALYSIS - THE MULTIDIMENSIONAL CASE [J].
HANSEN, E .
NUMERISCHE MATHEMATIK, 1980, 34 (03) :247-270
[3]  
Hansen Eldon R., 1992, Global optimization using interval analysis
[4]  
JANSSON C, 1992, 921 TU HAMB HARB REP
[5]  
LEVY AV, 1981, LECTURE NOTES MATH, V909
[6]  
Moore R.E., 1966, Method and Applications of Interval Analysis
[7]  
MORE JJ, 1981, ACM T MATH SOFTWARE, V7, P17, DOI 10.1145/355934.355936
[8]   EFFICIENCY OF A GLOBAL OPTIMIZATION ALGORITHM [J].
RATSCHEK, H ;
ROKNE, JG .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1987, 24 (05) :1191-1201
[9]  
Ratschek H., 1988, New computer methods for global optimization
[10]  
RATZ D, 1992, THESIS KARLSRUHE