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Some feasibility sampling procedures in interval methods for constrained global optimization

Author

Listed:
  • Mengyi Ying

    (University of North Georgia)

  • Min Sun

    (University of Alabama)

Abstract

Three feasibility sampling procedures are developed as add-on acceleration strategies in interval methods for solving global optimization problem over a bounded interval domain subject to one or two additional linear constraints. The main features of all three procedures are their abilities to quickly test any sub-domain’s feasibility and to actually locate a feasible point if the feasible set within the sub-domain is nonempty. This add-on feature of feasibility sampling can significantly lower upper bounds of the best objective function value in any interval method and improve its convergence and effectiveness.

Suggested Citation

  • Mengyi Ying & Min Sun, 2017. "Some feasibility sampling procedures in interval methods for constrained global optimization," Journal of Global Optimization, Springer, vol. 67(1), pages 379-397, January.
  • Handle: RePEc:spr:jglopt:v:67:y:2017:i:1:d:10.1007_s10898-015-0362-8
    DOI: 10.1007/s10898-015-0362-8
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    References listed on IDEAS

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    1. David G. Luenberger & Yinyu Ye, 2008. "Linear and Nonlinear Programming," International Series in Operations Research and Management Science, Springer, edition 0, number 978-0-387-74503-9, July-Dece.
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