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Constrained optimization using interval analysis
DOI:10.1016/S0360-8352(96)00267-7.png)
Abstract
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.
Keywords:
constrained optimization
multimodal multivariable function
interval analysis
Newton method
Lagrange equation
Journal
IF:
6.5
Papers:
1.0W
Citations:
4.3W
Organization
No organization information available

