GENERALIZED INVERSE INTERVAL METHOD OF GLOBAL CONSTRAINED OPTIMIZATION

Abstract

The algorithmic and program software of inverse interval method for global constrained optimization are considered. The solution of model examples and the proof of the theorems of the algorithm’s convergence are presented. The generalized scheme of developed algorithms has been created. This scheme has two replaceable modules of compression and check. This module approach allows the users to implement their own versions of the algorithm without loss of the method convergence. This will help to tune the method according to the characteristics of the current problem.

Keywords

• интервальный анализ
• глобальный условный экстремум
• инверсный интервальный метод
• сходимость
• программное обеспечение