GLOBALMIN - A Computer Program for Global Optimization.

Abstract

GLOBALMIN is a program for finding the global minimum of nonlinear function f C sq of n variables. It provides infallible bounds on the minimum value F* of f in any prescribed box (a box is a parallelopiped with sides parallel to the coordinate axes). It also provides infallible bounds on the point(s) x* at which the global minimum occurs. The implementation of an algorithm that provides infallible bounds on the global minimum of any twice continuously differentiable real function of n real variables on a closed, bounded domain is described. The algorithm also provides infallible bounds on the location of the global minimum. The algorithm uses interval arithmetic and requires the availability of several fundamental interval arithmetic processors for its operation.

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Document Details

Document Type
Technical Report
Publication Date
Nov 15, 1979
Accession Number
ADA078089

Entities

People

  • Eldon R. Hansen

Organizations

  • Lockheed Martin Missiles and Space

Tags

Communities of Interest

  • Advanced Electronics
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Arithmetic
  • Birds
  • Boundaries
  • Computer Programs
  • Computers
  • Errors
  • Intervals
  • Laser Diodes
  • Numbers
  • Personality
  • Precision
  • Procedures (Computers)
  • Real Numbers
  • Real Variables
  • Square Roots

Fields of Study

  • Computer science

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Artificial Intelligence
  • Statistical inference.