کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9506627 1340754 2005 31 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Optimal centers in branch-and-prune algorithms for univariate global optimization
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Optimal centers in branch-and-prune algorithms for univariate global optimization
چکیده انگلیسی
We present an interval branch-and-prune algorithm for computing verified enclosures for the global minimum and all global minimizers of univariate functions subject to bound constraints. The algorithm works within the branch-and-bound framework and uses first order information of the objective function. In this context, we investigate valuable properties of the optimal center of a mean value form and prove optimality. We also establish an inclusion function selection criterion between natural interval extension and an optimal mean value form for the bounding process. Based on optimal centers, we introduce linear (inner and outer) pruning steps that are responsible for the branching process. The proposed algorithm incorporates the above techniques in order to accelerate the search process. Our algorithm has been implemented and tested on a test set and compared with three other methods. The method suggested shows a significant improvement on previous methods for the numerical examples solved.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 169, Issue 1, 1 October 2005, Pages 247-277
نویسندگان
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