A Heuristic Rejection Criterion in Internal Global Optimization Algorithms

被引：0

作者：

L. G. Casado

I. Garc'ia

T. Csendes

机构：

[1] Almería University,Department of Computer Architecture and Electronics

[2] University of Szeged,Institute of Informatics

来源：

BIT Numerical Mathematics | 2001年 / 41卷

关键词：

Global optimization; Branch-and-Bound algorithm; inclusion function;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：683 / 692

页数：9