Applying term consistency to an equality constrained interval global optimization problem

One embodiment of the present invention provides a system that solves a global optimization problem specified by a function | and a set of equality constraints q1(x)=0 (i=1, . . . , r), wherein | is a scalar function of a vector x=(x1, x2, x3, . . . xn). During operation, the system receives a repre...

Full description

Saved in:
Bibliographic Details
Main Authors WALSTER G. WILLIAM, HANSEN ELDON R
Format Patent
LanguageEnglish
Published 19.06.2003
Edition7
Subjects
CALCULATING
COMPUTING
COUNTING
ELECTRIC DIGITAL DATA PROCESSING
HYBRID COMPUTING ARRANGEMENTS
PHYSICS
Online AccessGet full text

Cover

More Information
Summary:One embodiment of the present invention provides a system that solves a global optimization problem specified by a function | and a set of equality constraints q1(x)=0 (i=1, . . . , r), wherein | is a scalar function of a vector x=(x1, x2, x3, . . . xn). During operation, the system receives a representation of the function ƒ and the set of equality constraints and stores the representation in a memory within a computer system. Next, the system and performs an interval global optimization process to compute guaranteed bounds on a globally minimum value of the function ƒ (x) subject to the set of equality constraints. Performing this interval global optimization process involves, applying term consistency to the set of equality constraints over a subbox X, and excluding portions of the subbox X that violate the set of equality constraints.
Bibliography:Application Number: US20010017573