An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion


Pierre Hansen, Brigitte Jaumard, Junjie Xiong




A new algorithm, based on interval analysis , is proposed for global optimization of constrained nonlinear nonconvex functions of several variables. It exploits the cord-slope form of Taylor's expansion in several ways , Computational results, including a comparison with results of Sengupta are reported.