Interval Algorithms for Nonsmooth Global Optimization
Shen Pei · Mathematica Applicata · 2002
In this paper, an interval algorithm for nonsmooth global optimization problems are described via interval tools and a special derivative of the objective function f. The method provides bounds for both the global minimum and the localization of global minimizers of the objective functions, we also generalized this algorithm to the case of parallel computations. Numerical experiments show our method is reliable and effective.