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The Interval Branch-and-Bound Method for global optimization
over a compact right parallelepiped, parallel to the coordinate axes, forms
the basis of a new stochastic method which can be applied even when function
values are only known as black boxes.
The stochastic method is described and convergence to the set of global
minimizers is proved under the assumption that the number of stationary
points is finite.
The method has been implemented in C++, and numerical experiments with some
well known test problems in up to 10 variables are described. Comparisons
are made with the interval method.
Last
modified March 31, 1998