New subinterval selection criteria for interval global optimization

Authors
Citation
T. Csendes, New subinterval selection criteria for interval global optimization, J GLOB OPT, 19(3), 2001, pp. 307-327
Citations number
16
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
19
Issue
3
Year of publication
2001
Pages
307 - 327
Database
ISI
SICI code
0925-5001(200103)19:3<307:NSSCFI>2.0.ZU;2-M
Abstract
The theoretical convergence properties of interval global optimization algo rithms that select the next subinterval to be subdivided according to a new class of interval selection criteria are investigated. The latter are base d on variants of the RejectIndex: pf*(X) = f*-F(X)/(F) over bar (X) - (F) u nder bar (X), a recently thoroughly studied indicator, that can quite relia bly show which subinterval is close to a global minimizer point. Extensive numerical tests on 40 problems confirm that substantial improvements can be achieved both on simple and sophisticated algorithms by the new method (ut ilizing the known minimum value), and that these improvements are larger wh en hard problems are to be solved.