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Digitale Medien

Constructing large feasible suboptimal intervals for constrained nonlinear optimization (1995)

Csendes, Tibor ; Zabinsky, Zelda B. ; Kristinsdottir, Birna P.

Springer

Annals of operations research 58 (1995), S. 279-293

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Details

ISSN: 1572-9338

Schlagwort(e): Constrained nonlinear optimization ; sensitivity analysis ; inclusion function ; interval arithmetic ; 90C30 ; 65K05

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik , Wirtschaftswissenschaften

Notizen: Abstract An algorithm for finding a large feasiblen-dimensional interval for constrained global optimization is presented. Then-dimensional interval is iteratively enlarged about a seed point while maintaining feasibility. An interval subdivision method may be used to check feasibility of the growing box. The resultant feasible interval is constrained to lie within a given level set, thus ensuring it is close to the optimum. The ability to determine such a feasible interval is useful for exploring the neighbourhood of the optimum, and can be practically used in manufacturing considerations. The numerical properties of the algorithm are tested and demonstrated by an example problem.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF02096403

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