Summary
International Symposium on Nonlinear Theory and its Applications
2008
Session Number:C3L-C
Session:
Number:C3L-C1
A basic interval global optimization procedure for Matlab/INTLAB
Tibor Csendes, Laszlo Pal,
pp.-
Publication Date:2008/9/7
Online ISSN:2188-5079
Summary:
We present a simple algorithm for the bound constrained global optimization problem implemented in Matlab that uses the INTLAB package supporting interval calculations and automatic differentiation. According to the numerical studies completed, the new, INTLAB based implementation is closely as efficient as its C-XSC-based basis algorithm ? with the exception of the CPU time needed (the longer computations are due to the interpreter nature of Matlab).