Ebook: Global optimization using interval analysis
Author: Eldon Hansen G. William Walster
- Genre: Mathematics // Optimization. Operations Research
- Tags: Математика, Методы оптимизации
- Series: Monographs and textbooks in pure and applied mathematics 264
- Year: 2004
- Publisher: Marcel Dekker
- City: New York
- Edition: 2nd ed., revised and expanded
- Language: English
- pdf
Employing a closed set-theoretic foundation for interval computations, Global Optimization Using Interval Analysis simplifies algorithm construction and increases generality of interval arithmetic. This Second Edition contains an up-to-date discussion of interval methods for solving systems of nonlinear equations and global optimization problems. It expands and improves various aspects of its forerunner and features significant new discussions, such as those on the use of consistency methods to enhance algorithm performance. Provided algorithms are guaranteed to find and bound all solutions to these problems despite bounded errors in data, in approximations, and from use of rounded arithmetic.
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