On the complexity of exclusion algorithms for optimization

Authors:
Eugene Allgower;Melissa Erdmann;Kurt Georg
Affiliations:
Department of Mathematics, Colorado State University, Fort Collins, Colorado;Department of Mathematics, Colorado State University, Fort Collins, Colorado;Department of Mathematics, Colorado State University, Fort Collins, Colorado
Venue:
Journal of Complexity
Year:
2002

Citing 6
Cited 6

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A new exclusion test for finding the global minimum

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Numerical analysis of a bisection-exclusion method to find zeros of univariate analytic functions

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Lipschitz condition for finding real roots of a vector function

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Abstract

Exclusion algorithms are a well-known tool in the area of interval analysis for finding all solutions of a system of nonlinear equations or for finding the global minimum of a function over a compact domain. The present paper discusses a new class of tests for such algorithms in the context of global optimization and presents complexity results concerning the resulting algorithms.