An interval branch and bound algorithm for bound constrained optimization problems

@article{Kearfott1992AnIB,
  title={An interval branch and bound algorithm for bound constrained optimization problems},
  author={R. Baker Kearfott},
  journal={J. Global Optimization},
  year={1992},
  volume={2},
  pages={259-280}
}
In this paper, we propose modiications to a prototypical branch and bound algorithm for nonlinear optimization so that the algorithm eeciently handles constrained problems with constant bound constraints. The modiications involve treating subregions of the boundary identically to interior regions during the branch and bound process, but using reduced gradients for the interval Newton method. The modiications also involve preconditioners for the interval Gauss{Seidel method which are optimal in… CONTINUE READING
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