Lp-based Strategy for Modeling and Optimization Using Interval Methods
نویسندگان
چکیده
The interval-Newton approach provides the power to solve nonlinear equation solving and global optimization problems with complete mathematical and computational certainty. The primary drawback to this approach is that computation time requirements may become quite high. In this paper, a strategy for using linear programming (LP) techniques to improve computational efficiency is considered. In particular, an LP strategy is used to determine exact (within round out) bounds on the solution set of the linear interval equation system that must be solved in the context of the interval-Newton method. The strategy is tested using global optimization problems arising in parameter estimation based on the errorin-variables approach.
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