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Termination Criteria in the Moore-Skelboe Algorithm for Global Optimization by Interval Arithmetic
[chapter]
2004
Nonconvex Optimization and Its Applications
We investigate unconstrained optimization with an objective function that has an unknown and possibly large number of local minima. By varying the selection and termination criteria, we obtain several variants of the Moore-Skelboe algorithm for distinct tasks in nonconvex global optimization. All of these terminate after having found the best answer that is possible, given the precision of the underlying hardware and given the expression for the objective function. The first algorithm finds the
doi:10.1007/978-1-4613-0251-3_32
fatcat:qpaelnlgafhvlb2khtwzs5juui