Global Optimization Software INTLAB implementation of an interval global optimization algorithm
Tibor Csendes · 2008
We describe a new implementation of an interval optimization algorithm with focus on the software related issues. The algorithm implemented in MATLAB that uses the INTLAB package supporting interval calculations and automatic difierentiation solves the bound constrained global optimization problem. The method itself is a simplifled version of those interval techniques much investigated in the past, which were flrst developed from the global optimization algorithm of the Numerical Toolbox for Verifled Computing. According to the numerical studies completed, the new, INTLAB based implementation is closely as e‐cient as its C-XSC-based basis algorithm { with the exception of the CPU time needed (the longer computations are due to the interpreter nature of MATLAB).