THE IMPACT OF ACCELERATING TOOLS ON THE INTERVAL SUBDIVISION ALGORITHM FOR GLOBAL OPTIMIZATION

被引:19
作者
CSENDES, T
PINTER, J
机构
[1] ATTILA JOZSEF UNIV, KALMAR LAB, H-6701 SZEGED, HUNGARY
[2] INST TRANSPORTAT SCI, H-1502 BUDAPEST, HUNGARY
关键词
GLOBAL OPTIMIZATION; INTERVAL ARITHMETIC; SUBDIVISION METHOD; RELIABILITY AND EFFICIENCY;
D O I
10.1016/0377-2217(93)90110-9
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
The interval subdivision method of Moore and Skelboe is considered for global optimization. The new implementation allows the use of a long list in the procedure, which is limited only by the available computer memory. Standard global optimization test problems are used to measure the efficiency of different versions (with or without the monotonicity and the cut-off tests) of the algorithm. The new implementation and the inclusion of the monotonicity test made it possible, for the first time, for all standard test problems to be solved completely by an interval method. Moreover, in some problems the efficiency of the algorithm was better than that of the best traditional techniques, which do not give guaranteed reliability results.
引用
收藏
页码:314 / 320
页数:7
相关论文
共 18 条
[1]  
[Anonymous], 1978, GLOBAL OPTIMISATION
[2]   A STOCHASTIC METHOD FOR GLOBAL OPTIMIZATION [J].
BOENDER, CGE ;
KAN, AHGR ;
TIMMER, GT ;
STOUGIE, L .
MATHEMATICAL PROGRAMMING, 1982, 22 (02) :125-140
[3]   AN INTERVAL METHOD FOR BOUNDING LEVEL SETS OF PARAMETER-ESTIMATION PROBLEMS [J].
CSENDES, T .
COMPUTING, 1989, 41 (1-2) :75-86
[4]  
Csendes T., 1988, Acta Cybernetica, V8, P361
[5]   INTERVAL METHOD FOR BOUNDING LEVEL SETS - REVISITED AND TESTED WITH GLOBAL OPTIMIZATION PROBLEMS [J].
CSENDES, T .
BIT, 1990, 30 (04) :650-657
[6]  
HANSEN P, 1989, RUTCOR489 RUTG U RES
[8]   INTERVAL ARITHMETIC METHOD FOR GLOBAL OPTIMIZATION [J].
ICHIDA, K ;
FUJII, Y .
COMPUTING, 1979, 23 (01) :85-97
[9]   INCLUSION FUNCTIONS AND GLOBAL OPTIMIZATION II [J].
MOORE, RE ;
RATSCHEK, H .
MATHEMATICAL PROGRAMMING, 1988, 41 (03) :341-356
[10]   SOME NP-COMPLETE PROBLEMS IN QUADRATIC AND NONLINEAR-PROGRAMMING [J].
MURTY, KG ;
KABADI, SN .
MATHEMATICAL PROGRAMMING, 1987, 39 (02) :117-129