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An algorithm for global optimization using the Taylor-Bernstein form as inclusion function

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Title An algorithm for global optimization using the Taylor-Bernstein form as inclusion function
 
Creator NATARAY, PSV
KOTECHA, K
 
Subject bernstein polynomials
global optimization
interval analysis
 
Description We investigate the use of higher order inclusion functions in the Moore-Skelboe (MS) algorithm of interval analysis (IA) for unconstrained global optimization. We first propose an improvement of the Taylor-Bernstein (TB) form given in (Lin and Rokne (1996) 101) which has the property of higher order convergence. We make the improvement so that the TB form is more effective in practice. We then use the improved TB form as an inclusion function in a prototype MS algorithm and also modify the cut-off test and termination condition in the algorithm. We test and compare on several examples the performances of the proposed algorithm, the MS algorithm, and the MS algorithm with the Taylor model of Berz and Hoffstatter (1998; 97) as inclusion function. The results of these (preliminary) tests indicate that the proposed algorithm with the improved TB form as inclusion function is quite effective for low to medium dimension problems studied.
 
Publisher SPRINGER
 
Date 2011-08-29T09:09:44Z
2011-12-26T12:58:31Z
2011-12-27T05:48:36Z
2011-08-29T09:09:44Z
2011-12-26T12:58:31Z
2011-12-27T05:48:36Z
2002
 
Type Article
 
Identifier JOURNAL OF GLOBAL OPTIMIZATION, 24(4), 417-436
0925-5001
http://dx.doi.org/10.1023/A:1021296315884
http://dspace.library.iitb.ac.in/xmlui/handle/10054/12037
http://hdl.handle.net/10054/12037
 
Language en