Global Optimization Using Interval Analysis, Revised and Expanded

by Hansen/Walster, G William Walster

Employing a closed set-theoretic foundation for interval computations, Global Optimization Using Interval Analysis, Second Edition simplifies algorithm construction and increases generality of interval arithmetic. Topics include solving interval linear systems, the John conditions, Taylor series slope expansions, quadratic equations and inequalities, new box splitting procedures, and new "pillow" functions that replace peeling. Methods are given for solving perturbed systems of nonlinear equations and optimization problems. Problems containing integers and nondifferentiable functions are also included.

728 pages, Hardcover

First published July 21, 1992