An Interval Algorithm for Bound Constrained Global Optimization
Michael A. Wolfe · Optimization methods & software · 1995
An interval algorithm BOXMIN which determines computationally rigorous bounds on the global minimizers of functions f:R n →R 1in the set is described. It is assumed that f∈C 2is where D⊆R n is an open convex set containing X. Computational experience indicates that BOXMIN always succeeds with a reasonable computational cost commensurate with the difficulty of the problem. Numerical results obtained from a Fortran 90 implementation are presented