An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion
Yugoslav journal of operations research, Tome 8 (1998) no. 2, p. 189
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
A new algorithm, based on interval analysis , is proposed for global
optimization of constrained nonlinear nonconvex functions of several variables. It
exploits the cord-slope form of Taylor's expansion in several ways , Computational
results, including a comparison with results of Sengupta are reported.
Classification :
65K05 90C30 65G30
Keywords: Global optimization, interval arithmetic, Taylor expansion, cord-slope form
Keywords: Global optimization, interval arithmetic, Taylor expansion, cord-slope form
@article{YJOR_1998_8_2_a0,
author = {Pierre Hansen and Brigitte Jaumard and Junjie Xiong},
title = {An {Interval} {Arithmetic} {Algorithm} for {Multivariate} {Constrained} {Global} {Optimization} {Using} {Cord-Slope} {Forms} of {Taylor's} {Expansion}},
journal = {Yugoslav journal of operations research},
pages = {189 },
year = {1998},
volume = {8},
number = {2},
zbl = {0948.65060},
language = {en},
url = {http://geodesic.mathdoc.fr/item/YJOR_1998_8_2_a0/}
}
TY - JOUR AU - Pierre Hansen AU - Brigitte Jaumard AU - Junjie Xiong TI - An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion JO - Yugoslav journal of operations research PY - 1998 SP - 189 VL - 8 IS - 2 UR - http://geodesic.mathdoc.fr/item/YJOR_1998_8_2_a0/ LA - en ID - YJOR_1998_8_2_a0 ER -
%0 Journal Article %A Pierre Hansen %A Brigitte Jaumard %A Junjie Xiong %T An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion %J Yugoslav journal of operations research %D 1998 %P 189 %V 8 %N 2 %U http://geodesic.mathdoc.fr/item/YJOR_1998_8_2_a0/ %G en %F YJOR_1998_8_2_a0
Pierre Hansen; Brigitte Jaumard; Junjie Xiong. An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion. Yugoslav journal of operations research, Tome 8 (1998) no. 2, p. 189 . http://geodesic.mathdoc.fr/item/YJOR_1998_8_2_a0/