Experiments with a new selection criterion in a fast interval optimization algorithm
Usually, interval global optimization algorithms use local search methods to obtain a good upper (lower) bound of the solution. These local methods are based on point evaluations. This paper investigates a new local search method based on interval analysis information and on a new selection criterio...
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| Published in: | Journal of global optimization Vol. 19; no. 3; pp. 247 - 264 |
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| Main Authors: | , , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Dordrecht
Springer Nature B.V
01.03.2001
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| Subjects: | |
| ISSN: | 0925-5001, 1573-2916 |
| Online Access: | Get full text |
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| Summary: | Usually, interval global optimization algorithms use local search methods to obtain a good upper (lower) bound of the solution. These local methods are based on point evaluations. This paper investigates a new local search method based on interval analysis information and on a new selection criterion to direct the search. When this new method is used alone, the guarantee to obtain a global solution is lost. To maintain this guarantee, the new local search method can be incorporated to a standard interval GO algorithm, not only to find a good upper bound of the solution, but also to simultaneously carry out part of the work of the interval B&B algorithm. Moreover, the new method permits improvement of the guaranteed upper bound of the solution with the memory requirements established by the user. Thus, the user can avoid the possible memory problems arising in interval GO algorithms, mainly when derivative information is not used. The chance of reaching the global solution with this algorithm may depend on the established memory limitations. The algorithm has been evaluated numerically using a wide set of test functions which includes easy and hard problems. The numerical results show that it is possible to obtain accurate solutions for all the easy functions and also for the investigated hard problems. |
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| Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 content type line 14 |
| ISSN: | 0925-5001 1573-2916 |
| DOI: | 10.1023/A:1011220023072 |