Interval Filled Function Method for Nonsmooth Optimization
Jing Sun · Journal of Huaihai Institute of Technology · 2005
The interval optimization method can deal with non-linear functions easily and its reliability and convergence of the algorithm can be guaranteed. This paper adopts the interval method to discuss the minimum problem whose objective function is week semi-smooth. It gives an interval enclosure for filled function and presents an interval filled function algorithm to solve this nonsmooth optimization. Theorems show that the algorithm is convergent and efficient.