Global optimization using interval arithmetic

Mathematical optimization;

Mohd, Ismail Bin ; Wolfe, M. A. ; Wolfe, M. A.

University:University of St Andrews

Department:Mathematics & Statistics (School of)

关键词: Mathematical optimization;   

Others  :  https://research-repository.st-andrews.ac.uk/bitstream/handle/10023/13824/IsmailMohdPhDThesis.pdf?sequence=2&isAllowed=y

来源: DR-NTU

【 摘 要 】

This thesis contains a description of algorithm, MW, for bounding the global minimizers and globally minimum value of a twice continuously differentiable function f :Rⁿ → R¹ R1 in a compact sub-interval of Rⁿ. The algorithm MW is similar to the algorithm of Hansen (Han-80a] in that interval arithmetic is used together with certain of Hansen's ideas, but is different from Hansen's algorithm in that MW bounds the Kuhn Tucker points corresponding to the global minimizers of f in the given sab-interval. The Kuhn Tucker points are bounded with prescribed precision by using either of the algorithms KMSW [SheW-85c] or MAP [SheW-85b]. Numerical results which are obtained from Triplex [BaCM-82a] [MorC-83a] implementations of H and MW axe presented.