New Subinterval Selection Criteria for Interval Global Optimization

Research output: Conference article

26 Citations (Scopus)

Abstract

The theoretical convergence properties of interval global optimization algorithms that select the next subinterval to be subdivided according to a new class of interval selection criteria are investigated. The latter are based on variants of the RejectIndex: pf*(X) = f*-F(combining low line)(X)/F̄(X)-F(combining low line)(X), a recently thoroughly studied indicator, that can quite reliably show which subinterval is close to a global minimizer point. Extensive numerical tests on 40 problems confirm that substantial improvements can be achieved both on simple and sophisticated algorithms by the new method (utilizing the known minimum value), and that these improvements are larger when hard problems are to be solved.

Original languageEnglish
Pages (from-to)307-327
Number of pages21
JournalJournal of Global Optimization
Volume19
Issue number3
DOIs
Publication statusPublished - márc. 1 2001
EventInternational Workshop on Global Optimization - Firenze, Italy
Duration: szept. 28 1999okt. 2 1999

    Fingerprint

ASJC Scopus subject areas

  • Computer Science Applications
  • Management Science and Operations Research
  • Control and Optimization
  • Applied Mathematics

Cite this