A new inclusion function for optimization: Kite - The one dimensional case

Tamás Vinkó, Jean Louis Lagouanelle, T. Csendes

Research output: Contribution to journalArticle

8 Citations (Scopus)

Abstract

In this paper the kite inclusion function is presented for branch-and-bound type interval global optimization using at least gradient information. The basic idea comes from the simultaneous usage of the centered forms and the linear boundary value forms. We will show that the new technique is not worse and usually considerably better than these two. The best choice for the center of the kite inclusion will be given. The isotonicity and at least quadratical convergence hold and there is a pruning effect of the kite which is derived from the construction of the inclusion, thus more function evaluations are not needed to use it. A numerical investigation on large standard multiextremal test functions has been done to show the performance.

Original languageEnglish
Pages (from-to)435-456
Number of pages22
JournalJournal of Global Optimization
Volume30
Issue number4
DOIs
Publication statusPublished - Dec 2004

Fingerprint

pruning
Strombus or kite or diamond
Inclusion
Optimization
Function evaluation
Branch-and-bound
Global optimization
Evaluation Function
Pruning
Test function
Numerical Investigation
Boundary Value
Global Optimization
Gradient
Interval
test
effect
evaluation
Form

Keywords

  • Centered form
  • Inclusion function
  • Interval global optimization
  • Pruning

ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization
  • Management Science and Operations Research
  • Global and Planetary Change

Cite this

A new inclusion function for optimization : Kite - The one dimensional case. / Vinkó, Tamás; Lagouanelle, Jean Louis; Csendes, T.

In: Journal of Global Optimization, Vol. 30, No. 4, 12.2004, p. 435-456.

Research output: Contribution to journalArticle

Vinkó, Tamás ; Lagouanelle, Jean Louis ; Csendes, T. / A new inclusion function for optimization : Kite - The one dimensional case. In: Journal of Global Optimization. 2004 ; Vol. 30, No. 4. pp. 435-456.
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