AN INTERVAL ALGORITHM FOR NONDIFFERENTIABLE GLOBAL OPTIMIZATION

Authors
SHENG ZL WOLFE MA
Citation
Zl. Sheng et Ma. Wolfe, AN INTERVAL ALGORITHM FOR NONDIFFERENTIABLE GLOBAL OPTIMIZATION, Applied mathematics and computation, 63(2-3), 1994, pp. 101-122
Citations number
10
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics and computation → ACNP
ISSN journal
00963003
Volume
63
Issue
2-3
Year of publication
1994
Pages
101 - 122
Database
ISI
SICI code
0096-3003(1994)63:2-3<101:AIAFNG>2.0.ZU;2-L
Abstract
An interval algorithm for constrained nondifferentiable global optimiz ation in which an exact penalty function is used is described, and the determination of the penalty function parameter is discussed. Numeric al results are presented.