INTLAB implementation of an interval global optimization algorithm

László Pál, T. Csendes

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

We describe a new implementation of an interval optimization algorithm with focus on the software related issues. The algorithm implemented in MATLAB that uses the INTLAB package supporting interval calculations and automatic differentiation solves the bound constrained global optimization problem. The method itself is a simplified version of those interval techniques much investigated in the past, that was first developed from the global optimization algorithm of the Numerical Toolbox for Verified Computing. According to the numerical studies completed, the new INTLAB-based implementation is closely as efficient as its C-XSC-based basis algorithm - with the exception of the CPU time needed (the longer computations are due to the interpreter nature of MATLAB).

Original languageEnglish
Pages (from-to)749-759
Number of pages11
JournalOptimization Methods and Software
Volume24
Issue number4-5
DOIs
Publication statusPublished - Aug 2009

Fingerprint

Global optimization
Global Optimization
Optimization Algorithm
Interval
MATLAB
Constrained Global Optimization
Automatic Differentiation
CPU Time
Exception
Numerical Study
Constrained optimization
Optimization Problem
Program processors
Software
Computing

Keywords

  • Bound constrained global optimization
  • Interval methods
  • INTLAB
  • Verified solution

ASJC Scopus subject areas

  • Control and Optimization
  • Software
  • Applied Mathematics

Cite this

INTLAB implementation of an interval global optimization algorithm. / Pál, László; Csendes, T.

In: Optimization Methods and Software, Vol. 24, No. 4-5, 08.2009, p. 749-759.

Research output: Contribution to journalArticle

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