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An Interval Entropy Penalty Method for Nonlinear Global Optimization

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Reliable Computing

Abstract

Entropy penalty functions have been successfully used in unconstrained and constrained nonlinear optimization problems. In this paper, we show that the interval majorant method can transform the entropy penalty method into an interval method that produces guaranteed results.

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Authors and Affiliations

  1. Department of Mathematics, Nanjing University, Nanjing, 210093, People's Republic of China

    Huang Zhenyu

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  1. Huang Zhenyu
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Zhenyu, H. An Interval Entropy Penalty Method for Nonlinear Global Optimization. Reliable Computing 4, 15–25 (1998). https://doi.org/10.1023/A:1009994414947

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  • DOI: https://doi.org/10.1023/A:1009994414947

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