论文信息 - AMIGO: Advanced Multidimensional Interval analysis Global Optimization algorithm

AMIGO: Advanced Multidimensional Interval analysis Global Optimization algorithm

This paper analyzes and evaluates an efficient n-dimensional global optimization algorithm. It is an extended version of the algorithm of Casado et al. [1]. This algorithm takes advantage of all available information to estimate better bounds of the function. Numerical comparison made on a class of multiextremal test functions has shown that on average the new algorithm works faster than a traditional gradient based interval analysis global optimization method.

Inmaculada García | Boglárka G.-Tóth | Leocadio G. Casado | J. A. Martínez

[1] T. Csendes,et al. A review of subdivision direction selection in interval methods for global optimization , 1997 .

[2] A. Neumaier. Interval methods for systems of equations , 1990 .

[3] Ulrich W. Kulisch,et al. C++ Toolbox for Verified Computing I: Basic Numerical Problems Theory, Algorithms, and Programs , 1997 .

[4] Aimo A. Törn,et al. Global Optimization , 1999, Science.

[5] José A. Martínez,et al. New Interval Analysis Support Functions Using Gradient Information in a Global Minimization Algorithm , 2003, J. Glob. Optim..

[6] Jon G. Rokne,et al. New computer methods for global optimization , 1988 .

[7] Tibor Csendes,et al. On the selection of subdivision directions in interval branch-and-bound methods for global optimization , 1995, J. Glob. Optim..

[8] R. B. Kearfott. Rigorous Global Search: Continuous Problems , 1996 .

[9] H. Zimmermann. Towards global optimization 2: L.C.W. DIXON and G.P. SZEGÖ (eds.) North-Holland, Amsterdam, 1978, viii + 364 pages, US $ 44.50, Dfl. 100,-. , 1979 .