An interval arithmetic algorithm for multivariate constrained global optimization using cord-slope forms of Taylor's expansion
Pierre Hansen, Brigitte Jaumard, Xiong, Junjie · PolyPublie (École Polytechnique de Montréal) · 1998
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 are reported.