DIRECT, analise intervalar e otimização global irrestrita / DIRECT, interval analysis and unconstrained global optimization

AUTOR(ES)

Douglas Soares Gonçalves

DATA DE PUBLICAÇÃO

2009

RESUMO

In this work we analyze two unconstrained global optimization methods: DIRECT, a branch-and-select method, based on Lipschitzian optimization, with a special selection criterion that balances the emphasis between local and global search; and a branch-and-bound method incorporating the state of art interval analysis techniques, with back-boxing and local search, to speed up the convergence process. Interval branch-and-bound method variations, and combinations of them with the ideas of DIRECT were proposed and implemented. Application to classical problems found in literature, shows that the adopted strategies contribute to improve the performance of the algorithms

ASSUNTO(S)

nonlinear programming otimização global analise de intervalos (matematica) programação não-linear interval analysis (mathematics) otimização lipschitziana global optimization lipschitzian optimization

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