next up previous
Next: Interval Arithmetic in GlobSol Up: On Interval Arithmetic Previous: Interval Arithmetic Basics

Interval Arithmetic in Global Optimization

 

Interval arithmetic's power to bound ranges of functions has enabled successful application to solution of nonlinear systems and to global optimization. Consider global search algorithms for nonlinear systems of the form 1, that is,
displaymath756
If tex2html_wrap_inline758, that is, if an interval evaluation of one of the components reveals that it is non-zero, then the box tex2html_wrap_inline64 need not be considered further. Similarly, in global optimization problems of the form 2, a box tex2html_wrap_inline64 can be removed from consideration if the lower bound of an interval evaluation tex2html_wrap_inline764 is greater than some previously computed point value tex2html_wrap_inline766, or if an interval value tex2html_wrap_inline932 or tex2html_wrap_inline934 reveals that a constraint cannot be satisfied within tex2html_wrap_inline64.

These elementary techniques, based on bounds on the ranges of the functions in the problem, form the basis of the rejection steps in Algorithm 1 of §4. The verification steps are done with interval Newton methods, introduced in §6.



R. Baker Kearfott
Wed May 27 11:22:02 CDT 1998