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Interval-majorant method and global optimization

Eine Intervall-Majoranten-Methode zur globalen Optimierung

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Abstract

For seeking the global maximum of a function of a single variable defined on a closed interval [a, b] an interval-majorant method is proposed. This method derives advantages and avoids defects from both the one-step strategy method and the interval method. Numerical results are given.

Zusammenfassung

Zur Bestimmung des globalen Maximums einer Funktion einer Veränderlichen auf einem abgeschlossenen Intervall [a, b] schlagen wir eine Intervall-Majoranten-Methode vor. Sie benützt die Vorteile und vermeidet die Nachteile zweier bekannter Verfahren. Numerische Resultate werden berichtet.

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Additional information

This paper was written while the first author worked as a visiting professor at the Institut für Angewandte Mathematik of the University of Freiburg i. Br./West Germany. It has been sponsored by Stiftung Volkswagenwerk, number I/63 064.

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Zuhe, S., Eiermann, M.C. Interval-majorant method and global optimization. Computing 43, 85–92 (1989). https://doi.org/10.1007/BF02243808

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AMS Subject Classifications

  • 65K10
  • 65G10

Key words

  • Global optimization
  • guaranteed error bounds
  • interval analysis