Abstract

This paper presents the application of a software platform to the problem of global optimization of non linear criteria with restrictions by interval analysis. The problem has been tackled by representing the variables and uncertain parameters of the criterion to be optimized as intervals. The mathematics of the intervals used and the optimization algorithm, together with their role in a larger application, are described. Results for differentiable and non-differentiable problems are shown and contrasted with another software for global optimization to highlight the benefits of the implemented platform. © 2006 Centro de Información Tecnológica.