On an efficient use of gradient information for accelerating interval global optimization algorithms
type: Item
instance of: scholarly article
title: On an efficient use of gradient information for accelerating interval global optimization algorithms
zbMATH Open document ID: 1078.65053
author: Yanyan Li
published in: Numerical Algorithms
publication date: 2005-09-05T00:00:00Z
review text: The authors present a branch-and-bound type algorithm for finding all global minima of a real-valued function \(f\) over an interval (box) \(S\) in \(\mathbb{R}^n\). The main contribution is an improved formula for computing a lower bound of \(f\) over a subinterval of \(S\) based on a refined use of gradient information.
reviewed by: Jiří Rohn
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 65G40
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C57
zbMATH DE Number: 2202951
zbMATH Keywords: global optimization
zbMATH Keywords: interval arithmetic
zbMATH Keywords: branch-and-bound
describes a project that uses: INTOPT_90
MaRDI profile type: Publication
DOI: 10.1023/B:NUMA.0000049456.81410.FC
description: scientific article