Enhanced Interval Splitting and Bounding for Global Optimization

Ronald WAWERU MWANGI  Hideyuki IMAI  Yoshiharu SATO  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E87-A   No.8   pp.2120-2125
Publication Date: 2004/08/01
Online ISSN: 
DOI: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Numerical Analysis and Optimization
Keyword: 
branch and bound,  interval inclusion properties,  Newton method,  quadratic method,  

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Summary: 
In order to produce precise enclosures from a multi-dimensional interval vector, we introduce a sharp interval sub-dividing condition for optimization algorithms. By utilizing interval inclusion properties, we also enhance the sampling of an upper bound for effective use in the interval quadratic method. This has resulted in an improvement in the algorithm for the unconstrained optimization problem by Hansen in 1992.