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Non-linear Global Optimization Using Interval Arithmetic and Constraint Propagation

  • Steffen Kjøller
  • Pavel Kozine
  • Kaj Madsen
  • Ole Stauning
Part of the Optimization and Its Applications book series (SOIA, volume 4)

Abstract

We consider the problem of finding the global minimum of a function f: D → ℝ where D ⊆ ℝn is a compact right parallelepiped parallel to the coordinate axes:
$$ x* = \mathop {\arg \min }\limits_{x \in D} f(x). $$
(1)

Keywords

Global Optimization Constraint Propagation Interval Method Automatic Differentiation Interval Extension 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  • Steffen Kjøller
    • 1
  • Pavel Kozine
    • 1
  • Kaj Madsen
    • 1
  • Ole Stauning
    • 2
  1. 1.Informatics and Mathematical ModellingTechnical University of DenmarkDenmark
  2. 2.Saxo BankDenmark

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