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The extrapolated interval global optimization algorithm

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Title The extrapolated interval global optimization algorithm
 
Creator NATARAJ, PSV
SONDUR, S
 
Subject INCLUSION FUNCTIONS
Asymptotic expansion
Extrapolation methods
REP
Interval analysis
Bernstein polynomial
Approximation technique
 
Description This paper presents a new approach based on extrapolation to accelerate the linear convergence process of Vectorized Moore-Skelboe (VMS) algorithm. The VMS is a modified version of basic Moore-Skelboe (MS) algorithm, where the vectorization is used as a means to speed up the basic MS algorithm. We propose to further accelerate the converging process of VMS from linear to quadratic by combining the Richardson extrapolation technique with VMS. The effectiveness of the proposed algorithm is tested on various multivariate examples and compared with the unaccelerated conventional method, i.e., MS and well-known optimization software GlobSol. The test results show that the proposed extrapolation-based VMS offer considerable speed improvements over both the existing algorithms.
 
Publisher SPRINGER
 
Date 2012-06-26T05:30:55Z
2012-06-26T05:30:55Z
2011
 
Type Article
 
Identifier JOURNAL OF GLOBAL OPTIMIZATION,50(2)249-270
0925-5001
http://dx.doi.org/10.1007/s10898-010-9578-9
http://dspace.library.iitb.ac.in/jspui/handle/100/13974
 
Language English