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 f and a set of equality constraints q1(x)=0 (i=1, . . . , r), wherein f is a scalar function of a vector x=(x1, x2, x3, . . . xn). During operation, the system receives a repre...

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Bibliographic Details
Main Authors WALSTER G. WILLIAM, HANSEN ELDON R
Format Patent
LanguageEnglish
Published 29.08.2006
Subjects
ANALOGUE COMPUTERS
CALCULATING
COMPUTING
COUNTING
ELECTRIC DIGITAL DATA PROCESSING
HYBRID COMPUTING ARRANGEMENTS
PHYSICS
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Summary:One embodiment of the present invention provides a system that solves a global optimization problem specified by a function f and a set of equality constraints q1(x)=0 (i=1, . . . , r), wherein f is a scalar function of a vector x=(x1, x2, x3, . . . xn). During operation, the system receives a representation of the function f 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 f(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