Article ID: | iaor19961418 |
Country: | Netherlands |
Volume: | 65 |
Issue: | 3 |
Start Page Number: | 314 |
End Page Number: | 320 |
Publication Date: | Mar 1993 |
Journal: | European Journal of Operational Research |
Authors: | Pintr Jnos, Csendes Tibor |
The interval subdivision method of Moore and Skelboe is considered for global optimization. The new implementation allows the use of a long list in the procedure, which is limited only by the available computer memory. Standard global optimization test problems are used to measure the efficiency of different versions (with or without the monotonicity and the cut-off tests) of the algorithm. The new implementation and the incusion of the monotonicity test made it possible, for the first time, for all standard test problems to be solved completely by an interval method. Moreover, in some problems the efficiency of the algorithms was better than that of the best traditional techniques, which do not give guaranteed reliability results.