On global optimization using interval arithmetic
| Autor: | H. Munack |
|---|---|
| Rok vydání: | 1992 |
| Předmět: |
Numerical Analysis
Interval (mathematics) Function (mathematics) Computer Science Applications Theoretical Computer Science Interval arithmetic Set (abstract data type) Computational Mathematics symbols.namesake Computational Theory and Mathematics symbols Range (statistics) Global optimization Algorithm Newton's method Software Mathematics Interpolation |
| Zdroj: | Computing. 48:319-336 |
| ISSN: | 1436-5057 0010-485X |
| Popis: | A method for finding all global minimizers of a real-valued objective function of several variables is presented. For this purpose a problem-oriented type of number is used: the set of real compact intervals. The range of the objective function over a rectangular set is estimated by natural interval extension of a suitable modelling function. An algorithm for interpolation and approximation in multidimensional spaces is developed. This optimization method can be applied successfully to conventionally, e.g. with real arithmetic, programmed functions. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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