A BRANCH-AND-BOUND ALGORITHM FOR BOUND CONSTRAINED OPTIMIZATION PROBLEMS WITHOUT DERIVATIVES

被引：16

作者：

JANSSON, C ^{[1
]}

KNUPPEL, O ^{[1
]}

机构：

[1] TECH UNIV HAMBURG, D-21071 HAMBURG, GERMANY

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 1995年 / 7卷 / 03期

关键词：

GLOBAL OPTIMIZATION; INTERVAL ARITHMETIC;

D O I：

10.1007/BF01279453

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we give a new branch and bound algorithm for the global optimization problem with bound constraints. The algorithm is based on the use of inclusion functions. The bounds calculated for the global minimum value are proved to be correct, all rounding errors are rigorously estimated. Our scheme attempts to exclude most ''uninteresting'' parts of the search domain and concentrates on its ''promising'' subsets. This is done as fast as possible (by involving local descent methods), and uses little information as possible (no derivatives are required). Numerical results for many well-known problems as well as some comparsions with other methods are given.

引用

页码：297 / 331

页数：35