Non-linear Global Optimization Using Interval Arithmetic and Constraint Propagation

Steffen Kjøller, Pavel Kozine, Kaj Madsen () and Ole Stauning ()
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Steffen Kjøller: Technical University of Denmark
Pavel Kozine: Technical University of Denmark
Kaj Madsen: Technical University of Denmark
Ole Stauning: Saxo Bank

A chapter in Models and Algorithms for Global Optimization, 2007, pp 45-58 from Springer

Abstract: Abstract We consider the problem of finding the global minimum of a function f: D → ℝ where D ⊆ ℝn is a compact right parallelepiped parallel to the coordinate axes: (1) $$ x* = \mathop {\arg \min }\limits_{x \in D} f(x). $$

Keywords: Global Optimization; Constraint Propagation; Interval Method; Automatic Differentiation; Interval Extension (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-0-387-36721-7_3

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DOI: 10.1007/978-0-387-36721-7_3

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