Groupe d’études et de recherche en analyse des décisions


An Interval Arithmetic Algorithm for Multivariate Constrained Global

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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 is reported.

, 16 pages