The Determination of Sub-boxes Which Might Contain the Global Minimizer(s) Using Interval Arithmetic
In this paper, a method for obtaining sub-boxes which bound the Kuhn-Tucker point using interval arithmetic is presented. This method is designed such that the generation of too many sub-boxes, as described in section 12 of (Hansen, 1980), is prevented while it is simultaneously used to compute th...
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| Format: | Article |
| Language: | English English |
| Published: |
1990
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| Online Access: | http://psasir.upm.edu.my/id/eprint/2902/1/The_Determination_of_Sub-boxes_Which_Might_Contain.pdf http://psasir.upm.edu.my/id/eprint/2902/ |
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| Summary: | In this paper, a method for obtaining sub-boxes which bound the Kuhn-Tucker point using interval arithmetic
is presented. This method is designed such that the generation of too many sub-boxes, as described in section
12 of (Hansen, 1980), is prevented while it is simultaneously used to compute the Lagrange multipliers as
described in (Robinson, 1973). |
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