Method and apparatus for solving an inequality constrained global optimization problem
ii 123nA system that solves a global inequality constrained optimization problem specified by a function ƒ and a set of inequality constraints p(x)≦0(i=1, . . . , m), wherein ƒ and pare scalar functions of a vector x=(x, x, x, . . . x). The system performs an interval inequality constrained global o...
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| Main Authors | , |
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| Format | Patent |
| Language | English |
| Published |
13.06.2006
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| Online Access | Get full text |
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| Summary: | ii 123nA system that solves a global inequality constrained optimization problem specified by a function ƒ and a set of inequality constraints p(x)≦0(i=1, . . . , m), wherein ƒ and pare scalar functions of a vector x=(x, x, x, . . . x). The system performs an interval inequality constrained global optimization process to compute guaranteed bounds on a globally minimum value of the function ƒ(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. |
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