一类无约束总体极值的区间算法

Interval Algorithm for a Kind of Unconstrained Global Optimization

  • 摘要: 在区间分析基础上,本文对分段光滑函数定义一种特殊导数概念,利用导函数的区间扩展,给出一种求解此类无约束非光滑总体极值的区间算法。数值例子表明此类方法安全可靠,并行性强。

     

    Abstract: A interval algorithm based on the interval analysis is given for finding a global minimizer of a unconstrained optimization. This algorithm is developed by defining a special derivative to the functions and using interval extension of gradient.Numerical results show that this method is effective.

     

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