| Article ID: | iaor19961346 |
| Country: | Hungary |
| Volume: | 17 |
| Issue: | 1/2 |
| Start Page Number: | 19 |
| End Page Number: | 40 |
| Publication Date: | Jan 1993 |
| Journal: | Alkalmazott Mathematikai Lapok |
| Authors: | Csendes Tibor |
| Keywords: | programming: nonlinear |
An interval method for bounding level sets, modified to increase its efficiency and to get sharper bounding boxes, is presented. The new algorithm was tested with standard global optimization test problems. The test results show that, while the modified method gives a more valuable, guaranteed reliability result set, it is competitive with non-interval methods in terms of CPU time and number of function evaluations.