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Global optimization using interval arithmetic

This thesis contains a description of algorithm, MW, for bounding the global minimizers and globally minimum value of a twice continuously differentiable function f :Rn → R1 R1 in a compact sub-interval of Rn. The algorithm MW is similar to the algorithm of Hansen (Han-80a] in that interval arithmetic is used together with certain of Hansen's ideas, but is different from Hansen's algorithm in that MW bounds the Kuhn Tucker points corresponding to the global minimizers of f in the given sab-interval. The Kuhn Tucker points are bounded with prescribed precision by using either of the algorithms KMSW [SheW-85c] or MAP [SheW-85b]. Numerical results which are obtained from Triplex [BaCM-82a] [MorC-83a] implementations of H and MW axe presented.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:750988
Date January 1987
CreatorsMohd, Ismail Bin
ContributorsWolfe, M. A.
PublisherUniversity of St Andrews
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://hdl.handle.net/10023/13824

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