Method and apparatus for solving an inequality constrained global optimization problem

• Main Authors: WALSTER G. WILLIAM, HANSEN ELDON R
• Format: Patent
• Language: English
• Published: 13.06.2006
• Subjects: CALCULATING; COMPUTING; COUNTING; ELECTRIC DIGITAL DATA PROCESSING; PHYSICS

A system that solves a global inequality constrained optimization problem specified by a function f and a set of inequality constraints pi(x)<=0(i=1, . . . , m), wherein f and pi are scalar functions of a vector x=(x1, x2, x3, . . . xn). The system performs an interval inequality constrained global optimization process to compute guaranteed bounds on a globally minimum value of the function f(x) subject to the set of inequality constraints. The system applies term consistency and box consistency to a set of relations associated with the global inequality constrained optimization problem over a subbox X, and excludes any portion of the subbox X that violates the set of relations. The system also performs an interval Newton step on the subbox X to produce a resulting subbox Y. The system integrates the sub-parts of the process with branch tests designed to increase the overall speed of the process.