Constrained optimization using interval analysis

Ichida, K

doi:10.1016/S0360-8352(96)00267-7

1996-12-01

PRE

Ichida, K *

DOI：10.1016/S0360-8352(96)00267-7

原文链接

摘要

En 中文

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.

Keyword:

constrained optimization

multimodal multivariable function

interval analysis

Newton method

Lagrange equation