Constrained optimization using interval analysis

An interval analysis method is described for finding the global maximum of a multimodal multivariable function subject to equality and/or inequality constraints. By discarding subregions where the global solution can not exist and applying the interval Newton method to solve the Lagrange equation, o...

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Bibliographic Details
Published inComputers & industrial engineering Vol. 31; no. 3; pp. 933 - 937
Main Author Ichida, K.
Format Journal Article Conference Proceeding
LanguageEnglish
Published Seoul Elsevier Ltd 01.12.1996
Oxford Pergamon Press
New York, NY Pergamon Press Inc
Subjects
Applied sciences
Computer programming
Constrained optimization
Exact sciences and technology
Interval analysis
Lagrange equation
Mathematical analysis
Multimodal multivariable function
Newton method
Operational research and scientific management
Operational research. Management science
Operations research
Optimization
Optimization. Search problems
Studies
Interval analysis
Multimodal multivariable function
Newton method
Lagrange equation
Constrained optimization
Global optimum
Lagrangian method
Interval arithmetic
Multivariable system
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Summary:An interval analysis method is described for finding the global maximum of a multimodal multivariable function subject to equality and/or inequality constraints. By discarding subregions where the global solution can not exist and applying the interval Newton method to solve the Lagrange equation, one can always find the solution with the rigorous error bound. Some numerical examples are given.
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ISSN:0360-8352
1879-0550
DOI:10.1016/S0360-8352(96)00267-7