Subdivision Direction Selection in Interval Methods for Global Optimization

T. Csendes, D. Ratz

Research output: Article

93 Citations (Scopus)

Abstract

The role of the interval subdivision-selection rule is investigated in branch-and-bound algorithms for global optimization. The class of rules that allows convergence for the model algorithm is characterized, and it is shown that the four rules investigated satisfy the conditions of convergence. A numerical study with a wide spectrum of test problems indicates that there are substantial differences between the rules in terms of the required CPU time, the number of function and derivative evaluations, and space complexity, and two rules can provide substantial improvements in efficiency.

Original languageEnglish
Pages (from-to)922-938
Number of pages17
JournalSIAM Journal on Numerical Analysis
Volume34
Issue number3
DOIs
Publication statusPublished - 1997

ASJC Scopus subject areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

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