Groupe d’études et de recherche en analyse des décisions

G-92-11

Decomposition and Interval Arithmetic Applied to the Global Minimization of Polynomial and Rational Functions

, et

A recent global optimization algorithm using decomposition (GOP), due to Floudas and Visweswaran, when specialized to the case of polynomial functions is shown to be equivalent to an interval arithmetic global optimization algorithm which applies natural extension to the cord-slope form of Taylor's expansion. Several more efficient variants using other forms of interval arithmetic are explored. Extensions to rational functions are presented. Comparative computational experiences are reported.

, 22 pages