AN INTERVAL ALGORITHM FOR CONSTRAINED GLOBAL OPTIMIZATION

(整期优先)网络出版时间:1995-01-11
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Inordertosolvetheconstrainedglobaloptimizationproblem,weusepenaltyfunctionsnotonlyonconstraintsbutalsoonobjectivefunction.Thenwithintheframeworkofintervalanalysis,anintervalBranch-and-Boundalgorithmisgiven,whichdoesnotneedtosolveasequenceofunconstrainedproblems.Globalconvergenceisproved.Numericalexamplesshowthatthisalgorithmisefficient.