On global optimization in R using interval arithmetic

Michael A. Wolfe · Optimization methods & software · 1994

Interval arithmetic algorithms A.l and A.2 that determine computationally rigorous bounds on the global minimizers of continuous functions without inequality constraints and with inequality constraints respectively are described. It is assumed that, for A.l and that for and. Computational experience indicates that A.l and A.2 always succeed, although in some cases more than one interval containing a global minimizer is found. Numerical results obtained from Sun Pascal implementations of A.l and A.2 are presented.

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