New interval methods for constrained global optimization

M. Cs Markót, J. Fernández, L. G. Casado, T. Csendes

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

Interval analysis is a powerful tool which allows to design branch-and-bound algorithms able to solve many global optimization problems. In this paper we present new adaptive multisection rules which enable the algorithm to choose the proper multisection type depending on simple heuristic decision rules. Moreover, for the selection of the next box to be subdivided, we investigate new criteria. Both the adaptive multisection and the subinterval selection rules seem to be specially suitable for being used in inequality constrained global optimization problems. The usefulness of these new techniques is shown by computational studies.

Original languageEnglish
Pages (from-to)287-318
Number of pages32
JournalMathematical Programming, Series B
Volume106
Issue number2
DOIs
Publication statusPublished - Jun 2006

Fingerprint

Constrained Global Optimization
Interval Methods
Constrained optimization
Global optimization
Optimization Problem
Interval Analysis
Selection Rules
Branch and Bound Algorithm
Decision Rules
Global Optimization
Choose
Heuristics
Optimization problem
Design
Decision rules
Branch and bound algorithm
Usefulness

Keywords

  • Adaptive multisection
  • Computational study
  • Global optimization
  • Inequality constrained problems
  • Interval analysis
  • Subinterval selection criterion

ASJC Scopus subject areas

  • Applied Mathematics
  • Mathematics(all)
  • Safety, Risk, Reliability and Quality
  • Management Science and Operations Research
  • Software
  • Computer Graphics and Computer-Aided Design
  • Computer Science(all)

Cite this

New interval methods for constrained global optimization. / Markót, M. Cs; Fernández, J.; Casado, L. G.; Csendes, T.

In: Mathematical Programming, Series B, Vol. 106, No. 2, 06.2006, p. 287-318.

Research output: Contribution to journalArticle

Markót, M. Cs ; Fernández, J. ; Casado, L. G. ; Csendes, T. / New interval methods for constrained global optimization. In: Mathematical Programming, Series B. 2006 ; Vol. 106, No. 2. pp. 287-318.
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