Lipschitz continuity and the termination of interval methods for global optimization
In this paper, it is shown how the Lipschitz continuity of a global optimization problem's objective function influences the termination of a Hansen type method. The results concern applying different termination criteria to a Hansen method and retrieving more information than explicitly supplied by a certain criterion. A similar result for Moore-Skelboe methods arises, as a consequence. (C) 2001 Elsevier Science Ltd. All rights reserved.
global optimization interval arithmetic interval subdivision