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Heuristic Rejection in Interval Global Optimization

Author

Listed:
  • L.G. Casado

    (University of Almería)

  • I. García

    (University of Almería)

  • T. Csendes

    (University of Szeged)

  • V.G. Ruíz

    (University of Almería)

Abstract

Based on the investigation carried out in Ref. 1, this paper incorporates new studies about the properties of inclusion functions on subintervals while a branch-and-bound algorithm is solving global optimization problems. It is found that the relative place of the global minimum value within the inclusion function value of the objective function at the current interval indicates mostly whether the given interval is close to a minimizer point. This information is used in a heuristic interval rejection rule that can save a considerable amount of computation. Illustrative examples are discussed and an extended numerical study shows the advantages of the new approach.

Suggested Citation

  • L.G. Casado & I. García & T. Csendes & V.G. Ruíz, 2003. "Heuristic Rejection in Interval Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 118(1), pages 27-43, July.
    • Handle: RePEc:spr:joptap:v:118:y:2003:i:1:d:10.1023_a:1024731306785
    DOI: 10.1023/A:1024731306785
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