Kubica, B; Niewiadomska-Szynkiewicz, E
We present an interval global optimization algorithm using a modified monotonicity test. The improvement applies to constrained problems and can result in significant speedup, when constraints are sparse, i.e. they “bind” a few of the variables, not all of them. A theorem that ensures the correctness of the new tool, is given and proved. The improved method is applied to an economic problem of setting optimal prices on a couple of products.
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Strona www: http://dx.doi.org/10.1007/978-3-540-75755-9_123