Διαστηματική Ανάλυση και Ολική Βελτιστοποίηση

I
IO
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f (x)
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2005
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&

iii

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, 2005

f = min f (x)
x[x]
f : D R R C , D
R [x] D
x. f
( )
1
f .
X = {x [x] : f (x ) = f }

.
1 . ,
, IR
.

, , .
2
. (bran h and bound algorithm), .
. ,

.
3, 4 5
, .
, 3 (optimal enters)
(mean value form)
. ,
vii
c ,
,
, . ,
Baumann,
. ,
[x] ,
f [x].
. ,
,

.
4,
, .
.
( )
. c
,
.
, .
, .
40

.
5, minimax .

minimax. ,
.

p, p . ,

c
1 , , .105.
.
, 40
.

1
vii
xi
1
2
23
1.1 . . . . . . . . . . . . . . . .
1.2 . . . . . . . . . . . . . . . . . . . . . . .
1.3 . . . . . . . . . . . . . . . . . . . . . . .
1.3.1 . . . . . . . . . . . . . . . . . . . . . . . .
1.3.2 . . . . . . . . . . . . . . . . . . . . . . . . .
1.3.3 . . . . . . . . . . . . . . . . . . . . . . . . . .
1.4 . . . . . . . . . . . . . . . . . . . . . . .
1.4.1 . . . . . . . . . . . . . . . . . . . . .
1.4.2 . . . . . . . . . . . . . . . . . . . .
1.5 . . . . . . . . . . . . . . . . . . .
1.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.7.1 . . . . . . . . . . . . . . . . . . . . . . .
1.7.2 . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.7.3 & Taylor . . . . . . . . . . . . . . . . . . . . . . . .
2.1
2.2
2.3
2.4
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . .
2.4.1 Oldest-first . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4.2 Best-first . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4.3 Depth-first . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.5 . . . . . . . . . . . . . . . . . . . . . .
2.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.6.1 . . . . . . . . . . . . . . . . . . .
2.6.2 . . . . . . . . . . . . . . . . . . . . . . .
2.6.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
xi
1
4
5
7
9
9
10
10
12
12
14
15
16
19
21
23
25
26
27
28
29
30
30
32
32
33
33
2.6.4 . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.6.5 . . . . . . . . . . . . . . . . . . . 37
2.6.6 . . . . . . . . . . . . . . . . . . . . . . . . . 40
3 &
43
4 &
63
5 minimax
85
3.1 . . . . . . . . . . . . . . . . .
3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.1 . . . . . . . . . . . . . . . . . . .
3.3.2 . . . . . . . . . . . . . . . . . . .
3.3.3 . . . . . .
3.4 . . . . . . . .
3.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.3 . . . . . . . . . . . . . . . . . . . . . .
4.3 . . . . . . . . . . . . . . . .
4.3.1 . . . . . . . . . . . . . . . . .
4.3.2 . . . . . . . . . . . . . . . . . . .
4.3.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.3.5 . . . . . . . . . . . . . . . . . . . . . . . . .
4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.1
5.2
5.3
5.4
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
minimax . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . .
5.4.1 f . . . . . . . . . . . . . .
5.4.2 f . . . . . . . . . . . . . .
5.5 & minimax . . . . . . . .
5.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.6.1 = 10 p = 10 . . . . . . . . . . .
5.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
p
12

+308
43
44
45
46
50
54
58
60
60
63
65
66
68
71
73
73
74
76
76
76
79
81
85
86
87
91
91
93
95
96
98
103
105
147

(Interval Analysis).
,
,
. ,
. [Moo79, AH83, Neu90.
1.1

.
1.1.1 ( ) (interval num-
ber) [x] = [x, x]. ,

[x] = [x, x] = {x R : x x x, x, x R}.
, . IR,
IR = {[x, x] : x x; x, x R},
. [x],
x inf[x] x sup[x]. x
[x] x = x.
.
IR R : IR R ,
[a, a] 7 (a, a)
R . , IR
1
2
R , y = x
( 1.1). R
y = x .
2
(a, a)
[b, b]
PSfrag repla ements
R
(b, b)
[a, a]
1.1.
IR
{(x, y) R2 : y x}.
1.1.1 [3, 4], [1, 1], [, 7] IR, [2, 1]

[0, ]
1.1.1, ,
IR , .. =, , ,

[a] = [b] a = b a = b
[a] [b] b a a b
[a] [b] [a] [b] [a] 6= [b]
[a] [b] b < a a < b
[a] [b] , [a] [b] = , sup a < inf b
sup b < inf a. , [a] [b] :
[a] [b] = max{a, b}, min{a, b} .
[a] [b] [a] [b] 6=

[a] [b] = min{a, b}, max{a, b} .
, , ..
. , [a]
[b]
[a] [b] = min{a, b}, max{a, b} .
1.1.2 [a] = [1, 3], [b] = [1, ]. :

[a], [a] [b], [a] 6 [b] a = b. , [a] [b] = [a]
[a] [b] = [b] = [a] [b]. , [a] [4, 5] = [1, 5] [a] [4, 5] .
4
3
[a] IR, ,

w([a]) = wid([a]) = a a
( )
r([a]) = rad([a]) = (a a)/2, ( )
m([a]) = mid([a]) = (a + a)/2 ( )
, [a] = [m([a]) r([a]), m([a]) + r([a])] ' : x [a] |x m([a])| r([a]). , [a]
m([a])
PSfrag repla ements
x [a]. , 1
mig([a])
abs([a])
m([a])
mag([a])
R
a
r([a])
d([a])
1.2.
[a]

h[a]i
|[a]|
=
=
mig([a])
mag([a])
= min{|a| : a [a]}
= max{|a| : a [a]}
, ,
[a] ( 1.2). (mignitude)
(magnitude) [a]

h[a]i =
8
<0,
:min{|a|, |a|},
0 [a],
.
1 1.6
|[a]| = max{|a|, |a|}.
,
:
abs([a]) = {|a| : a [a]} = [mig([a]), mag([a])].

.
1.1.3 [a] = [2, 3] [b] = [1, ]. |[a]| = 3, h[a]i = 0, |[b]| = ,
h[b]i = 1, abs([a]) = [0, 3], abs([b]) = [1, ].
, x,
, [a], . a x a.
[a] x
[a]
8
< w([a])
0 6 [a]
.
w ([a]) x [a].
wrel ([a]) =
h[a]i
w([a])
rel
1.2
(interval ve tor)
. , (interval matrix) .
n- IR ,
n m IR . ,
[x] := ([x] )
:= ([x] , . . . , [x] ) [x] IR
[a]
[a]
...
...
[A] := ([a] )
:=
[A] IR .
n
nm
i i=1,...,n
11
ij
1m
nm
i=1,...,n
j=1,...,m
[a]n1
[a]nm
,
n- n-
( 1.3). '
.
=, , . , [x], [y] IR : [x] [y] [x] [y] , i = 1, . . . , n.

:
k[x]k := max |[x] | [x] IR ,
(1.2.1)
1in
x3
x2
[x] IR3
PSfrag repla ements
x1
1.3.
3
k[A]k := max
m
X
1in
j=1
.
|[a]ij |
(1.2.2)
[A] IRnm .
, B [A],
kBk k[A]k.
, . [x] IR
m([x]) := (m([x] ), . . . , m([x] )) .
[A] IR . m([A])

, , m([A]) = m([a] ) m([A]) [A].
[x] IR
w ([x]) := max w ([x] ) ,
(1.2.3)
n
nm
ij
ij
1in

(1.2.4)
wrel, ([x]) := max wrel ([x]i ) .

1in
1.2.1 [x] = ([3, 1], [3, 5])T

(2, 1)T ,
IR2 . , m ([x]) = (1, 4)T , r ([x]) =

w ([x]) = 4, wrel, ([x]) = 4, |[x]| = (3, 5)T , k[x]k = 5.
1.2.2 [A] =
1 1
1 1
, |[A]| =
6 2
2 4
[4, 6] [0, 2]
[2, 0] [2, 4]
. m([A]) =
, k[A]k = 8, w ([A]) = 2.
1.3
5 1
1 3
, r([A]) =

,
.
: floating-point , floating-point
.
. ,
.

. ,
.
,
.
, .
1.3.1 {+, , , }
R. [a], [b] IR,
[a] [b] = {a b | a [a], b [b]}
(1.3.1)
IR.
, [a] [b] [b] 0 6 [b].

, [a] [b]
.
1.3.1
, f (x, y) = x y, {+, , , }

[a] [b] .
1.3.1
.
1.3.1 ( ) [a], [b] IR
(1.3.2)
[a] [b] = [a b, a b],
(1.3.3)
[a] [b] = [min{a b, a b, a b, a b}, max{a b, a b, a b, a b}],
(1.3.4)
[a] [b] = [a] [1/b, 1/b], 0 6 [b].
(1.3.5)
(1.3.4), ( ). , Moore [Moo66 [a] [b].
[a] + [b] = [a + b, a + b],
[a] [b]
0b
b<0<b
b0
0a
[a b, a b]
[a b, a b]
[a b, a b]
a<0<a
[a b, a b]
[min{a b, a b}, max{a b, a b}]
[a b, a b]
a0
[a b, a b]
[a b, a b]
[a b, a b]
1.1.
[a] [b]
[a]/[b]
0<b
b<0
0a
[ a/b, a/b ]
[ a/b, a/b ]
a<0<a
[ a/b, a/b ]
[ a/b, a/b ]
a0
[ a/b, a/b ]
[ a/b, a/b ]
1.2.
[a]/[b]
0 6 [b]
,
( 1.1).
( ),
[a]/[b], 0 6 [b]. 1.2

(1.3.5) .
1.3.1 1.3.1,
[1, 0] + [0, ]
[1, 4] [1, 4]
[ 21 , 1] [0, 16 ]
[2, 4] [3, 3]
= [1, ]
= [3, 3]
= [ 31 , 1]
= [1, 1]
[1, 1] [2, 5]
[2, 3] [2, 3]
[1, 2] [1, 1]
[1, 2] [2, 1]
=
=
=
=
[5, 2]
[6, 9]

[ 2, 2]
[2, 21 ].
1.3.1
[a] [b] , (1.3.2), (1.3.3), (1.3.4)
(1.3.5) . , . ,
.
,
.
, (IR, +, ) .
(IR, +) (IR/{0}, ) [0, 0]
, , . , [a], [b], [c] IR

[1, 1]
([a] + [b]) + [c] = [a] + ([b] + [c]) ,

[a] + [b] = [b] + [a],
[0, 0] + [a] = [a],
([a] [b]) [c] = [a] ([b] [c])

[a] [b] = [b] [a]
[1, 1] [a] = [a].
, (IR, +) (IR/{0}, ) ,
[a] , ,
[a] [a] 6= 0 [a]/[a] 6= 1
w ([a]) > 0. , [a][a] = [aa, aa] = w ([a]) [1, 1] [a]/[a] = [a/a, a/a]
[a] > 0 [a]/[a] = [a/a, a/a] [a] < 0.
. IR
, IR .

[a] ([b] + [c]) = [a] [b] + [a] [c]
(1.3.6)
. ,
n
[1, 1] (1 + (1)) = 0 [1, 1] 1 + [1, 1] (1) = [2, 2].
, .
[a] ([b] + [c]) [a] [b] + [a] [c].
(1.3.7)
, t [a] ([b] + [c]) t = a(b + c) a [a], b [b], c [c].
, ab [a][b], ac [a][c] t = ab + ac [a][b] + [a][c],
(1.3.7).
w ([a] ([b] + [c])) w ([a][b] + [a][c]). , [a] ([b] + [c])
[a][b] + [a][c] , , . '

( 1.6).
, Ris [Ris72 (1.3.6) : i) [a] , ii) [b] [c] 0,
iii) [b] [c] .

:
1.3.1 [a] [a ], [b] [b ], {+, , , },
[a] [b] [a ] [b ],
0 6 [b ] .
,
.

.
1.3.2
()
,
. [x] [x] [0, 0].
{x y | x [x], y [x]} {x x | x [x]}.
[x] [x] [x] [y], [y]
[x]. (dependen y
problem).
,
.
1.3.2 [x] = [0, 1] [y] = [1, 2]. -
[x][y]
[x]+[y] . [x] [y]
. ,
[x] [y]
[0, 1] [1, 2]
[2, 0]
=
=
= [2, 0]
[x] + [y]
[0, 1] + [1, 2]
[1, 3]
,
1 1+2 ,
[1, 0] [2, 0].
[x]
[y]
1.3.3
( an ellationrule)
[x] [x] 6= 0. ,
[x] = [x, x] [y] = [y, y] ,
:
[x] \ [y] = [x y, x y].
(1.3.8)
(1.3.8)
. ,
[x] , j = 1, . . . , n,
j
[s]i =
n
X
[x]j , i = 1, . . . , n.
j=1
j6=i
[s] = [x] + [x] + . . . + [x]

[s] = [x] + [x] + . . . + [x] . [s] =
1
([s] + [x] ) [x] . , [s]

[x] [s] [x] . ,
[x] [x] 6= 0. , [x] [s]
( [x] ).
, , [x] \ [x] =
[0, 0] = 0.
1
1.4
1.3.1 , . ,
, ,
( Newton)
. , ,

. ' ,
W =r
[a]
,
[b]
(1.4.1)
r R [a], [b] IR, [b] 0 .

W
. ,
[Rat96: W w
b (r w) = a, a [a] b [b].
(1.4.2)
1.4.1
(1.3.5) 0 6 [b],
[a]/[b] = [a] [1/b, 1/b]
S ([a], [b]) = {c R | c = a/b, a [a], b [b]}.
(1.4.3)
0 [b], a/0
. (1.4.2), [a]/[b]
c b c = a a [a]
b [b].
1.4.1 [a], [b] IR.
[a]/[b],
S ([a], [b]) = {c R | b c = a, a [a], b [b]}.
(1.4.4)
1.4.1 [a], [b] IR 0 6 [b], [a]/[b] = S ([a], [b]) = S ([a], [b]).

1.4.1,
1.4.1 [a], [b] IR [a] = [4, 5] [b] = [1, 2]. 0 6 [4, 5],
a 6 [4, 5] c R 0 c = 0 = a. ,
0 [b],
S ([a], [b]) =
=
> 0,
S ([a], [b]) =
{c R | b c = a, a [4, 5], b [1, 0) (0, 2)}

{c R | b c = a, a [4, 5], b [1, 0)}
{c R | b c = a, a [4, 5], b (0, 2]} .
{c R | b c = a, x [4, 5], y [1, ]}
{c R | b c = a, x [4, 5], y [, 2]} .
S ([a], [b]) S ([a], [b]) 0. ,
S ([a], [b]) = [5/, 4] [2, 5/] [, 4] [2, +] = S ([a], [b]) ,
, [a]/[b]
.

'
+. ,
IR := IR {[, r], r R} {[r, +, ], r R} {[, +, ]} .
, [] [] [a] [a] IR
{[]}
1.4.2 [a], [b] IR, -

8
>
[a] [1/b, 1/b]
0 6 [b],
>
>
>
[,
+]
0 [a] 0 [b],
>
>
>
>
[a/b, +]
a < 0 b < b = 0,
>
>
>
< [, a/b] [a/b, +] a < 0 b < 0 < b,
[a]/[b] =
(1.4.5)
[, a/b]
a < 0 0 = b < b,
>
>
[, a/b]
0 < a b < b = 0,
>
>
>
>
[,
a/b]
[a/b,
+]
0 < a b < 0 < b,

>
>
>
[a/b, +]
0 < a 0 = b < b,
>
>
: []
0 6 [a] 0 = [b].
1.4.1 ([Rat96) [a], [b] IR,
1.4.2 [a]/[b] = S ([a], [b]).
1.4.2 ([Rat96) 1.4.2
.
1.4.2 1.4.1, ([a]/[b]) [5, 4].
[, 4] [2, +]. [5, 4]
[5, 4] [2, 4]. , ([a]/[b]) [2, 4] = [2, 4], ([a]/[b]) [3, 1] = [].
1.4.2
1.4.3 r R [c] IR {[]}. ,

W (r, [c]) = {w IR | w = r c, c [c]}
(1.4.6)
r [c].
1.4.4 r R [c] IR {[]},

8
>
[r c, r c]
>
>
>
[,
+]
<
r [c] =
[, r c]
>
>
[r c, +]
>
>
:
[]
[c] IR,
[c] = [, +],
[c] = [c, +],
[c] = [, c],
[c] = [].
(1.4.7)
1.4.3 ([Rat96) r R [c] IR {[]}, -
1.4.4, :
r [c] = W (r, [c]).
1.4.4 ([Rat96) 1.4.4
.
1.5
1.5.1 () [a], [b] IR

q([a], [b]) = max |a b|, |a b| .
[a], [b] IRn

q([a], [b]) = max q([ai ], [bi ]).
i=1,...,n

, . q([a, a], [b, b]) = |a b|.
1.5.1 q : IRn IRn R IRn .
. [x], [y] IRn
:
) q([x], [y]) 0, q([x], [y]) = 0
) q([x], [y]) = q([y], [x]).
) q([x], [y]) q([x], [z]) + q([y], [z]).
[x] = [y]
() () 1.5.1,
(). [x], [y], [z] IR i {1, . . . , n}
q([x], [y]) = q([x ], [y ]). = [x ], = [y ], = [z ].
n
q(, ) + q(, ) q([x], [z]) + q([y], [z])

q(, ) q(, ) + q(, ).
q(, ) + q(, )
max{| |, | |} + max{| |, | |}
max{| | + | |, | | + | |}
max{| |, | |}
q(, ).
1.5.2 ( IRn ) S IRn IRn

[x] S > 0
{[y] IRn | q([x], [y]) } S.
1.5.2 On IRn . (IRn , On )

.
. [Arm83.
, IR (IR
n
, On )
1.5.3 {[x](k) } IRn [x] IRn

lim xi (k) = xi
lim xi (k) = xi
i = 1, . . . , n.
. {[x](k) }, k = 1, 2, . . . [x].
> 0 . k N q([x ] , [x ]) <
. , | sup[x ] sup[x ]| < | inf[x ] inf[x ]| <

. ' lim x = x lim x = x .
, sup{[x ] } sup[x ]
inf{[x ] } inf[x ] i = 1, 2, . . . > 0 .
k N | sup[x ] sup[x ]| < | inf[x ] inf[x ]| <
i k k . , q([x] , [x]) < k k , lim [x] = [x].
i {1, . . . , n}
k k
k k
(k)
(k)
(k)
i
(k)
k
(k)
i
i
(k)
i
(k)
(k)
(k)
(k)
(k)
1.5.3 ( ) {[x](k) } IRn , k =
1, 2, . . .,

[x]
(k+1)
[x]
(k)
k 1.
1.5.4 {[x](k) }
1, 2, . . .,
IRn , k =
. {[x](k) } . 1.5.3
lim xi (k) = xi
lim xi (k) = xi
i = 1, . . . , n.
i {1, . . . , n} . {[x ] }
. , {x } , , x x R. ,
{x } , ,
x x R. x x k,
x x , {[x ] } [x , x ].
i
(1)
i
i
(k)
(k)
(k)
(1)
i
(k)
(k)
(k)
1.6
(interval fun tions) . ,

.
, , , .
. , ,
, . . , F ([x]) = [x] + [1, 2]
, [x] = [0, 0] [1, 2].
.
1.6.1 F : IRn IR
(in lusion monotone) [x] [y] IRn
(1.6.1)

( 1.3.1)
. ,
, , F : IR IR G : IR IR, i = 1, . . . , m
, F (G , . . . , G ) : IR IR
.

. ,
(mig([x]) mag([x])), w([x]) m([x])
F ([x]) F ([y]).
.

,
abs([x]), .
1.6.1 F ([x]) = m([x]) + 21 ([x] m([x])). F ([x]) ( m([x])
). [x] = [0, 1] [y] = [0, 2], F ([x]) = [ 41 , 34 ] F ([y]) = [ 21 , 23 ]. ,
[x] [y] F ([x]) * F ([y]).
1.6.2 ( ) F
[x] IR
n
: IRn IR
lim F [x](k) F ([x])
{[x](k) } IRn , k = 1, 2, . . ., [x] IRn .

F F [x] IRn .
1.6.3 (Lips hitz ) [x]

Lips hitz
[y] [x]
IRn . F,[x]
F : IRn IR [x]
w (F ([y])) F,[x] w ([y]) .
F Lips hitz Lips hitz F [x] [x]

IRn .
1.7

. ,
. f : R R [x] IR ,
(range) f
n
f ([x]) = {f (x) | x [x]} .
1.7.1 f
[x] IR
: Rn R
, f ([x])
IR
1.7.1 F : IRn IR -
(in lusion fun tion) (interval extension) f : Rn R,

i)
f (x) = F (x)
x Rn
ii)
f ([x]) F ([x])
[x] IRn .

f : R R (1.6.1)
n
.
. F f
F ([x]) f . 1.7.1
F f .
1.7.2 F

i)
f (x) = F (x)
ii)
[x] [y] IRn F ([x]) F ([y]),

: IRn IR
x Rn
F f .
. F f (x) = F (x)
x R . f ([x]) F ([x]) [x]. [x] IR

y f ([x]). x [x] y = f (x) = F (x) F
y F ([x]). , f ([x]) F ([x]).
1.7.1
F
f : R R x
[x] . F
(natural interval extension) f .
F F
,
( 1.3.1). ,
n

f (x1 , x2 ) = x21 x1 + x2 ,
F ([x]1 , [x]2 ) = [x]21 [x]1 + [x]2
f . , [x] = ([1, 2], [3, 4])

T
{f (x1 , x2 ) : x1 [1, 2], x2 [3, 4]} = [3, 6]
f ([x]) =
F ([x])
[x]21 [x]1 + [x]2 = [1, 2]2 [1, 2] + [3, 4] = [2, 7] f ([x]).
.
f (x , x ) = x x + x f (x , x ) = x (x 1) + x .
[x] = ([1, 2], [0, 0])
1
2
1
F F f f :
1
F1 ([x])
[x]21 [x]1 + [x]2 = [1, 2]2 [1, 2] + [0, 0] = [2, 5],
F2 ([x])
[x]1 ([x]1 1) + [x]2 = [1, 2] ([1, 2] 1) + [0, 0] = [4, 2].
f . , ,
[x] , . ,
(sharp bounds) f ([x]). f ([x]) .
1 . , '
. , (x), x R,
([x]) = [(x), (x)]
(1.7.1)

([x]) = [(x), (x)].
(1.7.2)
,
[x]2
[x]
e[x]
abs([x])
([x])
([x])
sqr([x])
= sqrt([x])
log([x])
= exp([x])
[h[x]i, |[x]|],
[(x), (x)],
[(x), (x)],
2
2
[h[x]i , |[x]| ],
= [ x, x],
= [log(x), log(x),
= [ex , ex ].
=
=
=
=
{atan, asinh, ln, sinh},

{acot, acoth},
0x
0<x
, -
. , [x] (x)
x [x], x
[x] = [x, x ] [x] = [x , x] . (1.7.2) [x] (1.7.1)
[x] . , [x] ([x]) = ([x] ) ([x] ).
,
8
[x , x ]
: n Z ,
>
>
< [mig ([x]) , mag ([x]) ] : n Z ,
[x] = pow ([x], n) =
>
[1, 1]
: n = 0,
>
:
[1/x, 1/x]
: n Z 0 6 [x].
n-
[x] [x] [x] (n ).
0
2 1.3.2
, n = 2 [x] = [2, 3] [x] = {x : x [x]} = [0, 9],

[x] [x] = {x y : x [x], y [x]} = [6, 9].
,
. , S = {2k + /2 : k Z} S =
{2k /2 : k Z}
8
[1, 1] : [x] S 6= [] [x] S 6= [],
>
>
< [1,
] : [x] S 6= [] [x] S = [],
sin ([x]) =
>
[
,
1]
: [x] S = [] [x] S 6= [],
>
:
[ ,
] : [x] S = [] [x] S = [],
= min{sin x, sin x} = max{sin x, sin x}.
sin ([x]) S S [x], . , rad ([x]) ,
[x].
,
, cos x = sin x + , .

2
max
min
min
min
max
max
2 .

.
1.7.3 ([Moo66) f : Rn R
f (x) xi , i = 1, . . . , n,
. , F : IRn IR
f ,
f ([x]) = F ([x]) [x] IRn .
1.7.1 f : R3 R
f (x) =
x1 x2 x3
x2 x3
, 1.7.3
x2 x3 . ,
, (
x2 x3 )
f (x) =
1
x3
x1
.
x12
[x]2 [x]3 1/[x]3 1/[x]2

,
, ,
f ([x]) = F ([x]) =
[x]1
.
[x]1 2
1
[x]3
, f (x)
1.7.3 . ,
.
f
[x] IR (
) [x].

f kw([x])k 0.
n
1.7.2 ( ) F f : Rn R.
K , [x] IRn ,
q ( f ([x]), F ([x]) ) K w ([x])
[x] w([x]) > 0, F

f . = 1 = 2
, .
Lips hitz
F f .
3
1.7.4 ([Moo66) f : D Rn R [x] [x]0 D.

q ( f ([x]), F ([x]) )
w ([x]), 0,
w ( F ([x]) )
w ([x]), 0,
[x]0 [x].
1.7.4 F f
Hausdorff f ([x]) F ([x]) , ,
= 1. ,
F ([x]) [x] .
, > 1.
.
1.7.2
( entered forms) Ramon Moore (1966) . f : R R
[x] IR , F ([x]) f ,
f (x , . . . , x )
n
f (x1 , . . . , xn ) = f (c1 , . . . , cn ) + g(y1 , . . . , yn )
= m([x]i )
= xi ci i = 1, . . . , n
. , g
g(y1 , . . . , yn ) = f (y1 + c1 , . . . , yn + cn ) f (c1 , . . . , cn )

3 1.6.3, 15.
y c . ,
g : R R G : R IR IR

i
2n
Fc ([x]) = f (c) + G(c, [x] c)
[x] IR c R .
n
1.7.2 Fc ([x]) f (x1 , x2 ) =

[x] = ([1, 2], [5, 10])T .
f (x1 , x2 ) =
x1 +x2
x1 x2
x1 + x2
c1 + c2
=
+ g(x1 c1 , x2 c2 )
x1 x2
c1 c2
y1 = x1 c1 , y2 = x2 c2 g(y1 , y2 ), :
g(y1 , y2 ) =
(y1 + c1 ) + (y2 + c2 ) c1 + c2
2(c1 y2 c2 y1 )
=
.
(y1 + c1 ) (y2 + c2 ) c1 c2
(c1 c2 )2 + (c1 c2 )(y1 y2 )
,
Fc ([x]) = f (m([x])) + G ( m([x]), [x] m([x]) )
1 Y2 c2 Y1 )
G : R2 IR2 IR G(c, Y ) = (c c 2(c
. 2 + (c c )(Y Y )
)
1
2
1
2
1
2
7
2
, Fc ([x]) = [ 3 , 3 ]. f F ([x]) = [4, 32 ].
, Fc ([x]) F ([x]).
( = 2)
Moore
Hansen [Han69 . , f .

, . , f (x) = x(1 x), f f (x) = f (c) + (1 2c)(x c) (x c) .
c R. [y] =
[0, 1] c = m([y]) = 0.5, F ([y]) = [0, 0.25].
[x] = [0, 0.9] [y] c = m([x]) = 0.45, F ([x]) = [0, 0.2925]. ,
[x] [y] F ([x]) * F ([y]).

g : R R . g
, (..
Maple, Mathemati a). '
(mean value form) Taylor (Taylor form)
.
2
2n
1.7.3 & Taylor

[AL85 '

( entered form). [Moo66
. f : D R R
D. , [x] IR c = m([x])
R [x] D. , x [x]

n
f (x) = f (c) +
n
X
f
i=1
xi
()(xi ci ), [x].
F f
f (x) f (c) +
n
X
i=1
= f /xi
[x],
(1.7.3)
Fi ([x])([x]i ci )
x [x]. , (1.7.3)
f ,
F ([x]) = f (c) + F ([x]) ([x] c)
(1.7.4)
F ([x]) = (F ([x], . . . , F ([x])) c = m([x]).
MVF
1.7.5 ([CM80) Fi ([x]), i = 1, . . . , n, -
c = m([x]) F
.
MVF
([x])
F ([x])
f f c. ,
F f . ,
f F . F ([x]) (
) [Ral81 . Caprani Madsen [CM80 Rall [Ral83a
, ,
MVF
MVF
w (FMVF ([x])) w (f ([x])) = O(w([x]) )
F Lips hitz, q ( f ([z]), F ([z]) ) = O (w([z])), [z]

[x]. F ([x]), [x] . , F ([x])
f [x] . '
, F ([x]) F ([x])
f ([x]).
MVF
MVF
f F : IR
IR
, Taylor (Taylor form)

1
F ([x]) = f (c) + ([x] c) f (c) + ([x] c) F ([x]) ([x] c)
(1.7.5)
2
Taylor
,
.
Taylor ,
[Ral83a, RR84.
, ( > 2). Alefeld
[Ale90, . 63 '90 2002
Hertling [Her02 . , Hertling
z [x] f (z) = 0 f (z) 6= 0
.
(
3).
nn
TF

2.1

, ,
.

, , , quasiNewton, ., . ,
( Simulated Annealing) ( Geneti Algorithms). ,

.
f (x) = 3x 0.03 exp((400(x 0.0675)) ) +
0.017 [x] = [0.2, 0.15],
2.1. ,
, ( 0.35) .
. ,
.
,
.
( )
23
2
0.14
0
1
2
3
4
5
6
7
8
0.12
0.1
x
x
x
x
x
x
x
x
x
=
=
=
=
=
=
=
=
=
1.8000000E01
2.6340125E02
1.4357841E02
4.4681882E03
3.6370328E03
3.1147760E04
2.0707371E04
3.9050729E05
1.0854198E05
f
f
f
f
f
f
f
f
f
=
=
=
=
=
=
=
=
=
1.1420000E01
1.9081407E02
1.7618443E02
1.7059894E02
1.7039684E02
1.7000291E02
1.7000129E02
1.7000005E02
1.7000000E02
0.08
0.06
0.04
0.02
0
0.2
0.15
0.1
0.05
0.05
0.1
0.15
2.1.
.
, ,
. ,
,
(
) ( 2.1),

.
(
)
.
(individuals)
. .

.

() ( ).
: )

)

)
,
.

. ,
.
,
, . , Ramon Mooore [Moo66
. ,
,
. ,

.
,
( )
( ).

.
: () , ()

, () ,
, ()
()
(Brouwer's Fixed-Point Theorem).

.
: () () . ,

.
2.2

f : D R R, [x] IR , [x] D D .
,
f = min f (x)
(2.2.1)
( )
n
x[x]
X = {x [x] : f (x ) = f }
f [x]
. f f . ,
1
1 ,
.
f .
2.3

(bran h and bound prin iple), [LD60
[LMSK63. ,
. , - .

.
1966 Moore
[Moo66 Skelboe [Ske74. ,
f . ,
f X I hida
Fujii [IF79 Hansen [Han79, Han80.
[RR88 [Han92.

:
i)
ii) ( )
iii) , .

() (i), ()
(a elerating devi es)
(iii) .
. 2.1
[x] IR F f
f
X . fe
f ( ), L
L . sup F ([x] ), L ([x] , inf F ([x] )) L
. , ,
([x], inf F ([x])) L [x] k [x] , . . . , [x] ,
i = 1, . . . , k . [x] F ([x] ). inf F ([x] ) fe,
2 2.6.
3 2.1 .
4 2.4
5 2.5
2.1
: [x]0 IRn , F ;
: [f ] IR , L
;

fe := sup F [x] ;
{/* */ }
L := { ([x] , inf F ([x] )) }
L := ;
0
while
L 6=
do
([x], inf F ([x])) L;

[x] [x] , . . . , [x] , k 2;
1
for i = 1 to k do
if inf F ([x]i ) fe then
fe := min{fe, sup F ([x]i )}

{
if w F ([x]i ) then
([x]i , inf F ([x]i ))
/* */ }
L ;
else
([x] , inf F ([x] )) L;

i
end if
end if
end for
L := cut-off(L, fe)
end while
L := cut-off(L , fe)
([x], inf F ([x])) L
[f ] := [inf F ([x]), fe]
[f ] L

, ;
inf F ([x]);
([x] , inf F ([x] )) L

L, [x] . To
([x] , inf F ([x] )) L
F ([x] ) , .
sup F ([x] ) fe fe.
([x], inf F ([x]))
L inf F ([x]) > fe. ut-off test
2.2. L . ,
L ut-off test
fe.
i
2.4
([x], inf F ([x])) L 2.1 .
2.2 Cut-Off test

: L fe;
: L ([x], inf F ([x])) inf F ([x]) > fe;
for i = 1 to L do
if inf F ([x]i ) > fe then
end if
end for
[x]i , inf F ([x]i )
L;
L;
:
oldest-first .
L .
L (queue).
best-first .
. .
depth-first .
.
(sta k).
best-first [CGM93,HM92 breadthfirst . oldest-first [Han79
[Han80. best-first
[Han92, [IF79, [Moo66 [Ske74. Jansson [Jan91, [Jan94a [Jan94b
oldest-first best-first . , Rats hek Rokne , [RR95,
.

[x] . ,
.
2.4.1 Oldest-first
oldest-first
. , L
FIFO (First In First Out) .
,
.

f . fe 6= f
,
0
ut-off test (
fe ). fe
f .
2.4.2 Best-first
best-first ([x], inf F ([x]))
inf F ([x]) f [x].
. [x] L w (F ([x])) .

' . [Ber96:
2.4.1 2.1 best-first ,
([x], inf F ([x])) inf F ([x]) > f + .

([x], inf F ([x])) inf F ([x]) f
[x] w (F ([x])) . ,

, f .
, best-first ([x], inf F ([x]) f <
inf F ([x] < f + , .
.
, ([x], inf F ([x])) inf F ([x] > f +
.

best-first oldest-first . , [x] ([x], inf F ([x])).

inf F ([x]) ( )
( ). ,
L
inf F ([w]) inf F ([x]) inf F ([z]),
inf F ([x]) < inf F ([z]), ([x], inf F ([x]))
,
inf F ([w]) inf F ([x]), ([x], inf F ([x]))
,
([x], inf F ([x])) ,
([w], inf F ([w])) ([z], inf F ([z]))
([x], inf F ([x])) L.
ut-off test ( 2.2).

,
.
2.4.3 Depth-first
depth-first LIFO
(Last In First Out), .
.
.

. ,
.
( )
[x] . ,
.
0
2.5

2.1. ,
(box).
. ,
. , Ratz Csendes [RC95, CR97 ,
. 2.3
. k
2.3
: [x] IRn ;
: [x]1 [x]2 ;
k = min{ j | j {1, . . . , n}
D(j) = maxni=1 D(i) }
1
[x] := [x]
[x]2 := [x]
[x]1k := [inf([x]k ), m([x]k )]
[x]2k := [m([x]k ), sup([x]k )]
[x]1
[x]2
;
;

D(j) = max D(i)

(2.5.1)
D(i) . . F = (F , . . . , F ) f .
:
[Han79, Han80, RR88. k

D(i) := w ([x] ) .
(2.5.2)
,
.

. ,
.
, (2.5.2)
(2.5.1).
.
: Hansen [Han92,
.
n
j | j {1, 2, . . . , n}
k := min
i=1
Wi =
max f (m([x]1 ), . . . , m([x]i1 ), t, m([x]i+1 ), . . . , m([x]n ))
t[x]i
min f (m([x]1 ), . . . , m([x]i1 ), t, m([x]i+1 ), . . . , m([x]n ))

t[x]i
i-.
i W .
, W , '

i
Wi w (Fi ([x])) w ([x]i ) ,
. ,
D(i) := w (F ([x])) w ([x] )
(2.5.3)
: , , . Ratz [Rat92

:
w (FMVF ([x]))
= w (FMVF ([x])) F (m([x]))
w (F ([x]) ([x] m([x])))

=
n
X
i=1
6 1.7.3
w (Fi ([x]) ([x]i m([x]i )))
, (2.5.1)
(2.5.4)
(2.5.3) (2.5.4) . (2.5.4) max {| min F ([x])|, | max F ([x])|}
w([x] ). ,
.
D(i) := w (Fi ([x]) ([x]i m([x]i ))) .
2.6
2.1
. f
. , o 2.1
, (),
, .
(a elerating devi es) 2.1.
:
(range he k),
(midpoint test),
(monotoni ity test),
( on avity test),
Newton (interval Newton step,
(lo al sear h pro edures).
2.6.1
fe f .
fe
L .
[y] inf F ([y]) > fe [y] .
, L
. 2.2 ut-off test
.
f .

. ,
.
.
2.6.2
I hida Fujii [IF79.
, fe f ,
[y]
inf F ([y]) > fe f .
f . , fe = +. [y]
inf F ([y]) < inf F ([z]) [z] L. , [y] f ,
. , c = m([y]) (
[y]) fe = min{f (c), fe}.

.
F (c) fe . ,
() fe,
[z] L.
[x].
2.2 . L .
[y] , [y] [y]
. ,
c [y] c = m ([y]). ,

c [y] f . 2.2
f c = m ([y] ) fe.
, c m ([y] )
fe . fe
[w] L. [w]
inf F ([w]) > fe, [w] . ,
L [w] inf F ([w]) fe.
2.6.3

. F = (F , . . . , F )
T
n
pla ements
fe
[y]1
[y]2
[y]3
[y]4
[y]5
2.2.
f = g = (g , . . . , g ) .
x [x] , x
. f [x] [x] ,
, g (x) < 0 g (x) > 0 i {1, . . . , n} x [x],
[x] .
,
i {1, . . . , n}
0 6 F ([x]) .
(2.6.1)
F f , (2.6.1) g (x) < 0 g (x) > 0 x [x]. ,
[x] , [x]
.
, F ([x]) 0 F ([x]) 0
[x] IR :
1
i
0
([x]1 , . . . , [x]i1 , sup([x]i ), [x]i+1 , . . . , [x]n )T ,

T
([x]1 , . . . , [x]i1 , inf([x]i ), [x]i+1 , . . . , [x]n ) ,

i [x]
. ,
.
[x]
, . , -
0 6 F
([x])
Fi ([x]) 0
([x]1 , . . . , [x]i1 , sup([x]i ), [x]i+1 , . . . , [x]n )T ,
Fi ([x]) 0
([x]1 , . . . , [x]i1 , inf([x]i ), [x]i+1 , . . . , [x]n )T .
, i , , . 2.4 2.5 .
PSfrag repla ements
[y]1
[y]2
[y]3
[y]4
[y]5
2.3.
2.3 [y] , . . . , [y] [x].

, [y] [x],
[y] , [y]
. [y] [y]
0 F ([y] ) 0 F ([y] ). ,
L [y] , [y] , [y] , [y] [y] [x], [y] , [y] [y] .
[x] [y]
[x] [y]
[y] [y] .
F ([y])
2.3
[x].
1
2.4 .
CheckMonotonicity([y], F ([y]), [x], [w])
1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
if 0 F ([y]) then
[w] := [y]
else if inf F ([y]) > 0 and x = y
[w] := [y, y]
else if sup F ([y]) < 0 and x = y
[w] := [y, y]
;
;
else
[w] :=
end if
return
then
then
;
;
[w]
2.5 .
MultiCheckMonotonicity([y], F , [x], [w], monotone)
1:
2:
3:
4:
5:
6:
7:
8:
monotone := 1
for i := 1 to n do
CheckMonotonicity([y]i , Fi , [x]i , [w]i )

if [w]i = then
return monotone := 0
end if
end for
return [w], monotone;
2.6.4
f , F
. ,

. ,

(forward automati differentiation) O n L(f )
(reverse automati differentiation)
O (n L(f )), n L(f )
f [KI88.
( on avity test), f
[y] [x], [y]
. [y]
. , f
sup F ([y]) < 0,
f [y] [y]
( [x]).
PSfrag repla ements
[y]1
[y]2
[y]3
[y]4
[y]5
2.4. .
2.4 . , [y]
x [x], [y] , [y] , [y]
, [y] x
[x]. , ( [x], [y] , [y] [x]).

f .
, f ,
. ,
. [H] = F ([y]),
sup H < 0 i = 1, . . . , n,
H < 0, H = f (y), y [y]. ,
f [y] , [y]
, , [y] .
2.6.5
(interval Newton method)
f (x) = 0, f
x [x].
.
1
ii
ii
2.6.1 f : D R R
[x] IR
[x] D. ,
N ([x]) = m ([x])
f (m ([x]))
F ([x])
:
1. x [x] f x N ([x]).
2. N ([x]) [x] = , f [x].
3. N ([x]) [x], f [x]

N ([x]).
[Moo66, [Han92, [Neu90.

2.6.1 .
, 2 3 ,
[x] .
N [x](k)
PSfrag repla ements
[x](k+1)
m [x](k)
2.5. ,
[x](k)
0 6 F [x](k) .
2.5

0 6 F [x] ,
2.6
0 F [x] .
, f C ,
2.1

f (y) = 0, y [y].
(2.6.2)

f (m ([y]))
,
N ([y]) = m ([y])
(2.6.3)
F ([y])
(k)
(k)
7 1.4, .
N [x](k)
PSfrag repla ements

[x](k+1)
[x](k+1)
R
L
2.6. ,
[x](k)
0 F [x](k) .
(2.6.4)
[y ] , , . , Newton [y]
f .
.
.

Newton,
, Newton
,
. ,
( ) .
4
. ,
.
( 4).

. ,

[yN ] = [y] N ([y]) ,
f (y) = 0, y [y].
n [y] x ,
f ( ) = 0.
, . ,
[y]
[y]. , Newton
. ,
f ( )
,
. ,
[y]
. Newton
,
( )
.
Newton (
Gauss-Seidel) [A] IR b IR

[A] = R F ([y]) b = R F (m([y])) ,

R m F ([y]) R (pre ondition). N ([y]) ,
nn
nn
GS
[z]
[z]i
NGS
([y]) =
[y]

ci b i +
i = 1, . . . , n
[z]
P
j=1
j6=i
[A]ij
9
>
>

>
([z]j cj ) /[A]ii [z]i , =
>
>
>
;
(2.6.5)
, A
[z]
(
). , [z], (2.6.5). ,
Newton n + 1 ( ),
L.
2.6.6
fe,
. fe f
ut-off test
L.
,
fe.
[x] fe. ,
, ..
ii
8 2.2, 28.
(steepest des ent) [SKG02, [KSG04,

.
x [x], , [x]
.
&

. ,

. ,
Baumann
. ,

f .
[SG05 [SG01.
3.1
1.7.3, (mean value form) f

( = 2). Hertling [Her02,
( > 2), ,
. ,
Hertling
(optimal enters) .
,

( 4).
Hertling (n = 1):
3.1.1 ([Her02) D R , f : D R
z D f (z) = 0 f (z) 6=
43
0.
F f ec > 0
F ([z ec, z + ec]) F ([z , z + ])
f ([z , z + ]) [0, e
c), c > 0 [0, c)

q ( F ([z , z + ]) , f ([z , z + ]) )
|f (z)| 2
4
z
,
f f (z) = 0 f (z) 6= 0
.
3.1.1
.
, w ([x]) 0,
z f (z) = 0.
, z
> 2 .
2.1 . 4.
3.2
,
F , f ([x])
f . F f (
[Moo66, Neu90):
MVF
3.2.1 f : D R , [x] D R
F f [x]. F : IRR IR
f [x],
MVF
(3.2.1)
FMVF ([x], c) = f (c) + F ([x]) ([x] c),
f [x] c.
f f ,
. ,
f ([x]) f
F ([x]) f ,
[HHKR95. [CM80,
Ral83a
f , ,
w (FMVF ([x], c)) w (f ([x])) = O(w([x]) ).
F f F ,
[x] . , F
MVF
MVF
f [x] . ' , F ([x], c) F ([x])

.
3.4.
c (3.2.1) . ,
. ,
c ( )
, c = m([x]). : i) c 6= m([x])
, [x] [y] F ([x]) F ([y]) ii)
c = m([x]) F
. ,
f (c) ,
f (c) .
MVF
MVF
MVF
MVF
3.3
[Bau88, Baumann . , c c
, ,
.
.
3.3.1
FMVF ([x], c) = f (c) + F ([x]) ([x] c)
(i)
inf FMVF ([x], c) inf FMVF ([x], c )
c [x],
(ii)
sup FMVF ([x], c+ ) sup FMVF ([x], c)
c [x].
c c+
.
, [Bau88
c c ,
( 3.1(a) 3.1(b)).
f [x] = [x, x] F ([x]) = [d, d] f ,
c c ,
(x, d) (x, d) (x, d) (x, d) x x
. , 3.3.3
.
F
d
F
d
0
c m c+
c+ m
c
x
x
d
d
(a) c
c+ Baumann d + d > 0.
(b) c
c+ Baumann d + d < 0.
3.1.
c+
[CM80, Ral83a F F ,
c = m ([x]). , m ([x]) ,
F . , [Bau88
.
MVF
MVF
3.3.2 F f .

[x] [y] inf F ([x]) inf F ([y]) ,
(3.3.1)
[x] [y] sup F ([x]) sup F ([y]) ,
(3.3.2)
( )
( )
[x], [y] IR.
,

. ,
3.3.2, .
.
3.3.1
.

() .
infimum supremum

FMVF ([x], c) = f (c) + F ([x]) ([x] c).
f . . , [x] = [x, x]

F ([x]) = [d, d] ,
infimum
8
d (x c)
d 0, (3.3.3a)
>
<
d (x c)
d 0, (3.3.3b)
inf F ([x], c) = f (c) +
>
:
min d (x c), d (x c)
, (3.3.3 )
supremum
8
d (x c)
d 0, (3.3.4a)
>
<
d (x c)
d 0, (3.3.4b)
sup F ([x], c) = f (c) +
>
:
max d (x c), d (x c)
. (3.3.4 )
MVF
MVF
3.3.1 f
[x, x] D,
[x].
: D R D R, [x] =
F ([x]) = [d, d] f
(i)
c =
8
x
>
>
<
>
d+d
>
: m([x]) r([x])
dd
c [x]
d 0,
d 0,
w (F ([x])) |c c| inf FMVF ([x], c) inf FMVF ([x], c ) 0.
(3.3.5a)
(3.3.5b)
(3.3.5 )
(3.3.6)
(ii)
c+ =
8
x
>
>
<
>
d+d
>
: m([x]) + r([x])
dd
c [x]
d 0,
d 0,
(3.3.7a)
(3.3.7b)
(3.3.7 )
(3.3.8)
. (i) c [x] ,
(3.3.3), . [x],
h c h(c) = inf F ([x], c).
h(c) :
a) d 0, h h(c) = f (c) + d (x c).
, h (c) 0 c [x], ,
0 sup FMVF ([x], c) sup FMVF ([x], c+ ) w (F ([x])) |c+ c|.
MVF
[x]. , h
d 0.
b) d 0, h h(c) = f (c) + d (x c).
h (c) 0 c [x], , h [x]
PSfrag repla ements
h c = x d 0.
h
c=x
d w([x])
max d (x c), d (x c)
d w([x])
dd
w([x])
dd
x
dd
w([x])
dd
d w([x])
c+
x
1
L = min (1 , 2 )
d w([x])
3.2.
1 , 2 ,
d < 0 < d.
d < 0 < d h :
h(c) = f (c) + L(c),
L(c) = min (1 (c), 2 (c))

1 (c)
= d (x c)
2 (c)
= d (x c)
L
[x]. ,
. ,
L ( c1 + (1 ) c2 ) =
min i ( c1 + (1 ) c2 )
1i2
min i (c1 ) + (1 ) min i (c2 )
L(c1 ) + (1 ) L(c2 ),
1i2
1i2
R, 0 1, c , c [x]. , . , L
1
3.2. c L, .
x = m([x]) r([x]) x = m([x]) + r([x]),
c = m([x]) r([x]) (d + d)/(d d).
c L
h. h [x]
c
. , h (x , c )
(c , x). , h c
(3.3.5) .
(3.3.6)
.
c [x] c 6= c ,
inf FMVF ([x], c) inf FMVF ([x], c ) = f (c) f (c )+
(3.3.9)
), '
+ inf (F ([x]) ([x] c)) inf F ([x]) ([x] c ) .
f (c) f (c

) F ([x])(c c
(3.3.10)
f (c) f (c ) sup F ([x]) (c c ) = max d (c c ), d (c c )
(3.3.11)
f (c) f (c ) inf F ([x]) (c c ) = min d (c c ), d (c c ) .
, (3.3.9) (3.3.10)
inf FMVF ([x], c) inf FMVF ([x], c )
max d (c c ), d (c c ) +
min d (x c), d (x c)
' ,
1
min d (x c ), d (x c ) .
min(1 , 2 ) =
max(1 , 2 ) =

( + | |)/2
1
(1 + 2 + |1 2 |)/2,
(3.3.12)
(3.3.13)
(3.3.14)
(3.3.12)
inf FMVF ([x], c) inf FMVF ([x], c ) (|| || + ||) /2,
(d d) (c c),
d (x c) d (x c),
=
=
d (x c ) d (x c ).
(3.3.15)
, c , +
|| = ||
= = 0
. ,
inf FMVF ([x], c) inf FMVF ([x], c ) 0 c [x].
(3.3.6).
:
w (F ([x])) |c c|, c [x]
, (3.3.9),
(3.3.11) (3.3.13). ,

(|| || + ||) /2 inf F ([x], c) inf F ([x], c ).
(3.3.16)
|| = || || = 0,
|| inf F ([x], c) inf F ([x], c )
(3.3.17)
|| .
(ii) c supremum (3.3.4).
(3.3.8) .
. 3.3.1
. .
i =
1, . . . , n.
(3.3.5) (3.3.7) c c
[x] m([x]) (
3.2). [x]
d + d. ,
c < m([x]) < c ,
d + d > 0,
c < m([x]) < c ,
d + d < 0
c m([x]) c ,
d + d = 0.
3.3.2

c ,
c = m ([x]) ( [Neu90).

. , 1986 Baumann
, (3.2.1)
c c [Neu90, .75.
MVF
MVF
MVF
MVF
Baumann. 3.3.2
.
, . , , , minimax ,

.
[x] ,
[x] = [x, x], m ([x]) r ([x]) .

- .
.
Rall [Ral83b, . 222

.
1
3.3.1 ([Ral83b) [a], [b] IR, [a] [b] -
mi ri
ri = max {r1 , r2 , r3 , r4 , r5 , r6 } ,
mi ri :
m1 ([a] [b]) = m ([a]) m ([b]) r ([a]) r ([b]) ,
m2 ([a] [b]) = m ([a]) m ([b]) m ([a]) r ([b]) ,
m3 ([x] [b]) = m ([a]) m ([b]) + r ([a]) r ([b]) ,
m4 ([a] [b]) = m ([a]) m ([b]) r ([a]) r ([b]) ,
m5 ([a] [b]) = m ([a]) m ([b]) + m ([a]) r ([b]) ,
m6 ([a] [b]) = m ([a]) m ([b]) + r ([a]) m ([b]) ,
r1
r2
r3
r4
r5
r6
= | m([a]) r([b]) r([a]) r([b]) |,

= | r([a]) m([b]) r([a]) r([b]) |,
= | r([a]) m([b]) + m([a]) r([b]) |,
= | r([a]) m([b]) m([a]) r([b]) |,
= | r([a]) m([b]) + r([a]) r([b]) |,
= | m([a]) r([b]) + r([a]) r([b]) |,

w ([a] [b]). ,
.
3.3.1 [a], [b] IR, [a] [b]
w ([a] [b]) = max wi
i=1,...,6
1 3.3.1
(3.3.18)

w1
= | m ([a]) w ([b]) w ([a]) w ([b]) /2 |,
w2
= | w ([a]) m ([b]) w ([a]) w ([b]) /2 |,
w3
= | w ([a]) m ([b]) + m ([a]) w ([b]) |,
w4
= | w ([a]) m ([b]) m ([a]) w ([b]) |,
w5
= | w ([a]) m ([b]) + w ([a]) w ([b]) /2 |,
w6
= | m ([a]) w ([b]) + w ([a]) w ([b]) /2 |.
. 3.3.1.

3.3.2.
3.3.2 [a], [b] IR, (3.3.18) [a] [b]

w([a] [b]) = max{|m([a])| w([b])
+ w([a]) |m([b])|,
|m([a])| w([b])
+ w([a]) w([b])/2,
w([a]) |m([b])|
+ w([a]) w([b])/2 }.
. 3.3.1
max{w3 , w4 } = w3
w ([a]) |m ([b]) | + |m ([a]) | w ([b]) ,
max{w2 , w5 } = w5
w ([a]) |m ([b]) | + w ([a]) w ([b]) /2,
max{w1 , w6 } = w6
|m ([a]) | w ([b]) + w ([a]) w ([b]) /2.
(3.3.19)
(3.3.18) (3.3.19).

. , (3.3.19)
[a] [b].
3.3.2 f
: D R , [x] =
F ([x]) = [d, d] f
[x, x] IR
[x]. ,

FMVF ([x], c) = f (c) + F ([x]) ([x] c),
c [x]
c
c c+ .
. 3.3.2
[a] = F ([x]) = [d, d] [b] = [x] c,
w (FMVF ([x], c)) = max{
|d + d| w([x])/2 + (d d) |m([x]) c|,

|d + d| w([x])/2 + (d d) w([x])/2,
(d d) |m([x]) c| + (d d) w([x])/2 }.
(3.3.20)
(3.3.20) c, c [x],
(3.3.20).
(c) = w (FMVF ([x], c)) ,
minimax :
min (c),
c[x]
(c) = max {1 (c), 2 (c), 3 (c)} ,
,
1
1 (c)
= |m c| + 1 ,
2 (c)
= 2 ,
3 (c)
= |m c| + 3 ,
, , :
1
PSfrag repla ements
d d,
|d + d|
(|d + d| + d d)
(d d)
0, 0
3 2 ,
w
,
2
w
2
w
,
2
= 1 + 3 .
23 A
D
3
B
3
1
1
c
3.3.
c+
1 , 2 , 3
d + d > 0.
, , 3.3
d + d > 0. (c)
ABCD. H
= c B C .
1
(c) = (c), B C c c , .

d + d < 0, B C c c , . ,
d + d = 0, = ()
.
. 3.3.2
, , : R R
2
(c) =
n
X
(3.3.21)
i (ci ) .
i=1
(3.3.21) , 3.3.2
, i = 1, . . . , n. 3.3.2
.
3.3.3
( ) .
( 3.3.1) F ([x], c ) .
c c
(3.3.3) (3.3.4).
i
MVF
3.3.2 c
inf FMVF ([x], c ) =
8
f (x)
>
>
<
f (x)
>
dd
>
: f (c ) + w([x])
dd
8
f (x) w([x]) d
>
>
>
< f (x) + w([x]) d
sup FMVF ([x], c ) =

2
2
>
max
d
,
d
>
>
: f (c ) + w([x])
dd
d 0,
d 0,
(3.3.22a)
(3.3.22b)
(3.3.22 )
(3.3.23a)
d 0, (3.3.23b)
. (3.3.23 )
d 0,
. (3.3.22).
:
a) d 0. (3.3.3a) c x
( (3.3.5a) ) (3.3.22a).
b) d 0. (3.3.3b) c x
( (3.3.5b) ) (3.3.22b).
) d < 0 < d.
(3.3.5 ) : inf F
(3.3.3 ) c
MVF
([x], c ) =
f (c ) + min d (x c ), d (x c )

x+x x+x d+d

x+x x+x d+d
+
f (c ) + min d x
,d x
2
2
2
2
dd
dd

2x x x
d+d
2x x x
d+d
+ r([x])
+ r([x])
f (c ) + min d
,d
2
2
2
2
2
2
dd
dd

d+d
d+d
f (c ) + min d r([x]) + r([x])
, d r([x]) + r([x])
dd
dd

d
+
d
d
+
d
f (c ) + min r([x]) d + d
, r([x]) d + d
dd
dd

d (d d) d (d + d) d (d + d) d (d + d)
f (c ) + r([x]) min
+
,
+
dd
dd
dd
dd
=
=
=
=
=
f (c ) + r([x]) min
f (c ) + r([x]) min
d d d2 + d d + d2 d + d d + d + d d2
,
dd
dd
2dd 2dd
,
dd dd

dd dd
f (c ) + 2 r([x]) min
,
dd dd
dd
f (c ) + w([x])
dd
=
=
, (3.3.22) .
(3.3.23).
:
a) d 0. (3.3.4a) c
x ( (3.3.5a) ) (3.3.23a) :
sup F ([x], c ) = f (c ) + d (x c ) = f (x) + d (x x) = f (x) w([x]) d.
b) d 0. (3.3.4b) c
x ( (3.3.5b) ) (3.3.23b) : sup F ([x], c ) =
f (c ) + d (x c ) = f (x) + d (x x) = f (x) + w([x]) d.
) d < 0 < d. (3.3.4 ) c
(3.3.5 ) : sup F ([x], c ) =
MVF
MVF
MVF
f (c ) + max d (x c ), d (x c )
f (c ) + max d x

x+x
d+d
x+x
d+d
+ r([x])
,d x
+ r([x])
2
2
dd
dd

2x x x
d+d
2x x x
d+d
f (c ) + max d
+ r([x])
,d
+ r([x])
2
2
dd
dd
= f (c ) + max d r([x]) + r([x])

d+d
dd
, d r([x]) + r([x])

d+d
dd

d+d
d+d
,d+ d
dd
dd

d (d d) + d (d + d) d (d d) + d (d + d)
= f (c ) + r([x]) max
,
dd
dd
= f (c ) + r([x]) max d + d
= f (c ) + r([x]) max
= f (c ) + r([x]) max
= f (c ) + w([x])
2d2
2d
,
dd dd
= f (c ) + 2r([x]) max
dd + d2 + dd + d2 d dd + d + dd
,
dd
dd
d2
d
,
dd dd
2
max d2 , d
dd
, (3.3.23) .
3.3.3 c+
8
f (x) + w([x]) d
>
>
>
< f (x) w([x]) d
inf FMVF ([x], c+ ) =

>
min d 2 , d 2
>
+
>
: f (c ) + w([x])
(3.3.24a)
d 0, (3.3.24b)
(3.3.24 )
dd

sup FMVF ([x], c+ ) =
8
f (x)
>
>
<
f (x)
>
dd
>
: f (c+ ) w([x])
d 0,
d 0,
d 0,
.
dd
(3.3.25a)
(3.3.25b)
(3.3.25 )
. 3.3.2 .
, d 0 d 0 f
[x] inf F ([x], c )
[x], (3.3.22a) (3.3.22b).
, sup F ([x], c ) (3.3.25a) (3.3.25b).
, m([x])
, (3.3.3a) (3.3.3b)

.

MVF
MVF
.
, f :
F ([x], c , c ) = F ([x], c ) F ([x], c ).
(3.3.26)
f , .
, (3.3.22) (3.3.25).
, (3.3.26)
.
,
c .
3.3.2.
c
[x]
.
BF
MVF
MVF
3.3.1 c
inf FMVF ([x], c ) = f (c ) +
8
d (x c )
>
<
>
:
d + d < 0,(3.3.27a)
d + d > 0,(3.3.27b)
(3.3.27 )
d (x c )
(1) r([x]) r(F ([x]))

8
d (x c )
>
<
(3.3.28a)
sup F ([x], c ) = f (c ) +
d (x c )
(3.3.28b)
>
:
r([x]) r(F ([x]))
(3.3.28 )
. (3.3.27) (3.3.28)
3.3.2.
,
. , F ([x], c )
. , 3.3.2
c
F ([x], c )
8
r([x]) (d)
d + d < 0, (3.3.29a)
>
<
r F ([x], c ) =
r([x]) d
d + d > 0, (3.3.29b)
>
:
r([x]) r (F ([x]))
,
(3.3.29 )

8
f (c ) + d m([x]) c
d + d < 0, (3.3.30a)
>
<
m F ([x], c ) =
f (c ) + d m([x]) c
d + d > 0, (3.3.30b)
>
:
f (c )
. (3.3.30 )
d + d < 0,
d + d > 0,
.
MVF
MVF
MVF
MVF
MVF
, F ([x], c )
. (3.3.27) (3.3.28).
MVF
(3.3.27) (3.3.28) 3.3.1

f (3.3.22)
(3.3.23). d 0 d 0, (3.3.27) (3.3.28)
(3.3.22) (3.3.23), . ,
(3.3.27b) (3.3.27a), f
f (c ) , c .
, (3.3.27) w([x])
[x] ,
.
.
3.3.3 f : D R
ax2 + bx + c, [x] = [x, x] D 0 F ([x]).
f (x) =
min f (x) = f (c ).
x[x]
. ax2 + bx + c x
= b/2a.
, F ([x]) = 2a[x] + b, (3.3.5)
c = b/2a f (c ) = f (x ).
3.3.3 f
c x f . , (3.3.27)
f ,
f = f (c ).
, [x] c . f .
, 3.3.1,
.
c ,
m([x]) .
4
.
3.4

,
f . ,
[TC02.
: F ([x]) f F ([x], c) f . 3.3.1 3.3.2

F ([x], c )
. ,
, (linear boundary value form) [Neu90,
. 60 kite [VLC. ,
( ).
3.4.1 F ([x], c ) F ([x]). ,

f [x].
MVF
MVF
MVF
3.4.1 f
C 1 , [x] = [x, x] D
0 F ([x]) = [d, d] f [x].
F ,
: D R
w (F ([x])) w([x])

inf FMVF ([x], c ) inf F ([x]),
= (d d)/(d d) .
. w (F ([x])) w([x]),

sup F ([x]) inf F ([x]) + w([x]).

inf F ([x]) f (c ) sup F ([x])
(3.3.22) 3.3.2,
inf FMVF ([x], c ) inf F ([x]).
F ([x]). d d . F ([x]) F ([x]),

F .
. ,

f . 3.4.1 ,
F ([x], c )
F (X) , , ,
c .
MVF
, , w (F ([x])) > w([x]),

.

f (c ) > inf F ([x]) + w([x])

inf F ([x]) < inf FMVF ([x], c ).
, c . ,
F ([x]) F ([x], c ).
MVF
3.5
,
. 3.3.1 c c
. , ,
,
, . ,
Baumann, 3.3.2,
. ,

.
, 3.3.3, , ( 3.3.2 3.3.3). , 3.3.1 3.3.2
[x] ,
f [x].
3.3.1, 3.3.3, .
, ( 3.4.1)
, .
3.6

.
. 3.3.1
.

( 2.6.4, . 36).

.
. 3.3.3
c
x f . , ,
c , 2.1
best-first .
&

,
. c , . ,
,
. , ,
, . [SG01,
[SG02 [SG05.
4.1

min f (x),
x[x]
f : D R R C , D
R [x] D
x.
f X = {x [x] : f (x ) = f }
f . , f (x)
f (x),
.
,
.
[Moo66, AH83 63
1
f ([x]) f [x]. , , ,
. f C ,
, ,

[Moo66, CM80, RR88. ,
[Han92, Kea96.
1
,
(bran h-and-prune)
(bran h-and-bound). , . .
Hansen et al [HJX94 ( ord-slopes),
,
,
. ,
,
[SG01, SG02, CMGS03, VLC.
, Ratz [Rat99
[KN85.
Sotiropoulos Grapsa .
.
, .
,
. ,
. ,
, .
: (i) , (ii)

, (iii)
(iv)

.
4.2
, Hansen
Segupta [HS80,
.
,
. , . ,
.
( ).
Taylor .
fe f [y] [x]
. fe [y], ,
. [ye]
ye f (ye) fe. f C ,
f c [y], ,
f (ye) = f (c) + (ye c) f (),
c ye. c [y] ye [y], [y].

,
f (ye) f (c) + F ([y]) (ye c) fe.

z
ye c,
fc
f (c),
[d] =
[d, d] = F ([y])

fc fe + [d] z 0.
(4.2.1)
[z] (4.2.1) ([HS80,
Han92):
8
>
>
>
>
>
>
>
>
>
>
>
<
[z] =
[, (fe fc )/d]
[(fe fc )/d, +],
[, (fe fc )/d],
[(fe fc )/d, +],
>
,
>
>
>
>
[, +],
>
>
>
>
[, (fe fc )/d],
>
>
:
[(fe fc )/d, +],
,
,
,
d > 0,
fe < f , d < 0 d 0,
fe < f , d = d = 0,
fe f , d 0 d,
fe f , d > 0,
fe f , d < 0.
(4.2.2a)
(4.2.2b)
(4.2.2 )
(4.2.2d)
(4.2.2e)
(4.2.2f)
(4.2.2g)
fe < fc d < 0 < d

fe < fc d 0
c
c
c
c
c
[ye] = c + [z]
ye [y] (4.2.1). ,
[y] (
ye [y]), [ye] :
[ye] = (c + [z]) [y].
(4.2.3)
,
(4.2.2) ,
.
, (4.2.2a)(4.2.2e):
[z] (4.2.1) , [z ] [z ]
( (4.2.2a) ), [ye]
1
[yei ] = (c + [zi ]) [y], i = 1, 2.
, [z] ,
(4.2.1) [ye] , [y] (4.2.2b)
(4.2.2 ).
(4.2.2d) . f
d = d = 0 [y]. fe < f , [y]
, .
, (4.2.2e),
, [ye] [y].
4.2.1
.

c [y] [x]. 0 [d] = [d, d],
p = c + (fe f )/d q = c + (fe f )/d.
c
, fe < f , (4.2.3) (4.2.2)

:
8
[y, p] [q, y],
d < 0 < d,
(4.2.4a)
>
>
>
< [y, p],
d 0 d > 0,
(4.2.4b)
[ye] =
>
[q, y],
d < 0 d 0,
(4.2.4 )
>
>
:
,
d = d = 0.
(4.2.4d)
fe f d 0 d, [ye] [ye] = [y, y]
( (4.2.2e) ).
(4.2.4a), [ye]
[y ] = [y, p] [y ] = [q, y].
fe f < 0, p < c < q, p
, fe < f (p), q
, fe < f (q).
(p, q),
( 4.1).
(4.2.4b) (4.2.4 ), [ye]
[y ] [y ], .
(p, y] [y, q)
. (4.2.4d),
, [ye] = .
[ye] :
c
4.2.1 f : D R C 1 , [y] IR, c [y] [x]

D R.
, fc = f (c), 0 [d] = F ([y]) fe minx[x] f (x). ,

[ye] (4.2.4) :
1. [ye] [y].
2. x f [y] x [ye].
3. [ye] = f [y].
. 1 [ye] (4.2.4).
2 , 3
2.
(4.2.4a)-(4.2.4d), fe < f ,
. 4.1
[y] = [y, y] [x], c [y], f = f (c), [d] = [d, d] [y] fe,
( ) [ye] = [y ] [y ] [y].
4.1,
(c, f (c)) fe.
c
4.1 .
InnerPrune([y], c, fc, [d], fe, [y1 ], [y2 ])
1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
11:
12:
13:
14:
15:
16:
17:
if d > 0 then
p := c + (fe fc )/d
if p y then
[y1 ] := [y, p]
else
[y1 ] :=
end if
end if
if d < 0 then
q := c + (fe fc )/d
if q y then
[y2 ] := [q, y]
else
[y2 ] :=
end if
end if
return [y1 ], [y2 ];
() d f [y] fe p,
d fe q. , ,
ag repla ements
Newton [Moo66, AH83,
Han92 f (y) fe = 0, y [y].
f (x)
fe
[y1 ]
1111111
0000000
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
q
p
c
[y2 ]
4.1.
d < 0 < d.
4.2.2

[y] [x].
f (y) f (y)
0 [d] = F ([y]). Taylor f y y,
(4.2.1):
(f (y) fe) + [d] z 0 (f (y) fe) + [d] z 0,
(4.2.5)
z = ye y z = ye y.
[CMGS03,

f . ,

f . , ,
.
f f f (y) f (y), ,
(4.2.5) :
(f fe) + [d] z 0 (f fe) + [d] z 0.
(4.2.6)
[ye] ye
(4.2.6) . ,
L
[ye] = [yeL ] [yeR ]
, (4.2.2) (4.2.3),
[yeL ] =
=
=
(y + [zL ]) [y]
[, y + (fe fL )/d] [y + (fe fL )/d, +] [y, y]
[, y + (fe fL )/d] [y, y] [y + (fe fL )/d, +] [y, y]
= [y + (fe fL )/d, y]
= [y + (fe fL )/d, y]
(4.2.7)
(4.2.8)
[yeR ] = ( (y + [zR ]) [y] ) = [y, y + (fe fR )/d].
[ye] :
4.2.2 f : D R C 1 , [y] = [y, y] [x] R
0 F ([y]) = [d, d]. , , fL fR f (y) f (y)

fe minxX f (x) , fe min{fL, fR }.
,
(4.2.9)
[ye] = [r, s] = y + (fe fL )/d, y + (fe fR )/d
:
1. [ye] [y].
2. x f [y] x [ye].
3. [ye] = , f [y].
. 1 [ye]
(4.2.9). 2, x
[Z] = [y][y, r)
f (x ) = f . , d
f (x ) = f (y) + d (x y). ,
f (x ) =
>
[d, d]
f (y) + d (x y) f (y) + d (x y)
fL + d (x y) > fL + d (r y) = fL + (fe fL ) = fe,
fe min f (x). x 6 [Z].

x 6 [Z] = [y] (s, y] . ,
3 1 2.

. 4.2 [y] = [y, y]
[x], [d] = [d, d] [y], fe
f () f () f (y), f (y)
[y] .
4.2 .
x[x]
OuterPrune([y], fL, fR , [d], fe)
1:
2:
if fe < fR then
if d > 0 then
4:
5:
9:
if
[y] :=
[y] }
r := y + (fe fL )/d
if r y then
[y] := [r, y]
11:
12:
else
13:
15:
then
if d < 0 then
fe < fL
10:
14:
else
6:
8:
[y] }
s := y + (fe fR )/d
if s y then
[y] := [y, s]
3:
7:
[y] :=
return [y]
4.2 f (y) f (y). s h(y) = f (y)+d(y y) fe

. , r g(y) = f (y) + d (y y)
fe.
fe,
f f . ,
.
f f f (y) f (y), . ,
.
.
L
PSfrag repla ements
fe
1111
0000
f (x)
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
0000r
1111
0000
y1111
1111
0000
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
0000
1111
s
y
[ye]
4.2. .
[x].
4.2 [x],
OuterPrune [x], f (x), f (x), F ([x]), fe ,

fe , fb, f
[y] [x] ( 4.2).
4.2.3
4.1 4.2
:
4.3 .
Prune([y], c, fc, [d], fe, fb, [y1 ], [y2 ])
1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
11:
12:
13:
14:
15:
16:
17:
[y ] [y ]}
[y1 ] := [y2 ] :=
{
if fe < fc then
InnerPrune([y], c, fc, [y], fe, [y1 ], [y2 ]) {
if [y1 ] 6= then
OuterPrune([y1 ], fb, fe, [d], fe) {
; }
; [y ] }
end if
if [y2 ] 6= then
; { [y ] }
OuterPrune([y2 ], fe, fb, [d], fe)
end if
fb := fe;
else
}
c}
; [y ]}
; { [y ]}
[y ] [y ]}
[y1 ] := [y, c]; [y2 ] := [c, y];

OuterPrune([y1 ], fb, fc , [d], fc ) {
OuterPrune([y2 ], fc , fb, [d], fc )
fb := fc ; {
end if
return [y1 ], [y2 ], fb;
1
2
( 4.3)
fe
.
ag repla ements
.
4.3 [y] = [y, y],
fb f [y], c [y], f = f (c),
[d] = [d, d] fe [y ] [y ] fb .
c
1111111
0000000
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
0000000
1111111
p
c
q
f (x)
fb
fe
111
000
000
111
000
111
000
111
000
111
000r
y111
[y1 ]
[y2 ]
11111
00000
00000
11111
00000
11111
00000
11111
00000
11111
00000
11111
00000
11111
s
y
4.3.
fe < fc .
38
fe < f . ,

[y ] [y ] fe < fb. 4.2
, : (i) f
[y ] [y ] fe (ii),
f [y ] [y ]
fb [y] ( 4.3).
, [y ] [y ],
fe ( 8). 38
ag repla ements
4.3 .
.
c
f (x)
fb
fe
111
000
000
111
000
111
000
111
000
111
000r
y111
[y1 ]
[y2 ]
11111
00000
00000
11111
00000
11111
00000
11111
00000
11111
00000
11111
00000
11111
s
y
4.4.
fe fc .
( 1013), -
4.3 , [y ] [y ], [y] c

[y ]
[y ], fe < fb ( 4.4). ,
f (c) [y ] [y ].
c
f = f (c) .
, .
4.3
, F ([y]) f (c)

f [y]. 4.3.
1
4.2.3 f
: D R C 1 , c [y] [x] R.
fc = f (c), [d] = F ([y]) fb > fe minx[x] f (x). 4.3
Prune([y], fb, c, fc , [d], fe, [y1 ], [y2 ])
:
1. [y1 ] [y2 ] [y].
2. x f [y] x [y1 ] [y2 ].
3. [y1 ] [y2 ] = , f [y].
. [y1 ] [y2 ] 4.2.1 4.2.2.
4.3
.

, .
[x],
[x] . ,
, : (i) . (ii)
(
) (iii),
( ).

.
4.3.1
f
[x], F ([x])
F ([x], c) f , c [x],

f.
3.3.1 (i)
c , F ([x], c )
( 3.3.1) (ii)
( 3.3.2). ,
F ([x], c ) F ([x])
f , [x] .
c, c. 3.4
:
w (F ([x])) w([x]), F ([x])
( 3.4.1).
4.3.2
,
, . ,

. ,

.
,
[y] . ,

.
:
. [y] () inf F ([y]) fe
f . [y], ,
.
Cutoff test. fe , . ,
fe, utoff test.
. f [y]. 0 6 F ([y])
[y] .

. MVF
MVF
MVF
, 4.3
.
, 4.3
,
.
.
4.3
, f (c)
c. ,
f (c ) c ,
f .
f (c ) , 4.3 c
( f (c )). , c ,
. ,
c fe.
4.4 c.
SelectCenter([y], [d], F ([y]), , c)

1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
11:
12:
13:
14:
15:
:= d d/w([d])
if w(F ([y])) w([y])
c := m([y])
else
then
c
{c
end if
if (y c) < then
end if
end if
end if
return c;
}
{
c :=OptimalCenter([y], [d])
if w([y]) > then
if (c y) < then
c := y +
c := y
3.4.1 }
}
{c
}
4.4 c.
, 610,
c
, d 0 d 0 ,
( c (3.3.5) ).
f , .
, c
( )
.
.
4.3.3

. 4.3.5
,
. [y]
L
:
[y]
, ,
wrel ([y]) ,
F ([y])
, ,
wrel (F ([y])) .
, [y] F ([y]),
[y]. Rats hek Rokne [RR88, . 81.
4.3.4
2, 2.4,
,
, ()
.
2.4.2. ,
bestfirst,
f .
[y ] L. L inf F ([y ])
( [HHKR95).
, ,
. , ,
[CMG01, Cse01.
4.3.5

.
i
1 .4.
4.5. f , [x] ,
[f ] f , L
, .
4.5 .
BranchAndPrune(f, [x], , [f ], L )
1: L = {};
L = {};
2: SelectCenter([x], F ([x]), F ([x]), , c)

e := min{sup F (x), sup F (x), sup F (c)}
3: f
e sup F (x) then
4: if f
5:
L := L ([x, x], inf F (x));
e sup F (x) then
6: if f
L := L ([x, x], inf F (x));
7:
8: OuterPrune([x], inf F (x), inf F (x), F ([x]), fe)

b := fe;
9: f
10: F [x] := (F (c) + F ([x]) ([x] c)) F ([x]);
11: L := L ([x], infF[x] , F ([x]), c, F (c), fb);

12: while L 6= {} do
13:
([y], infF[y] , F ([y]), c, F (c), fb) := PopHead(L);
14:
Prune([y], c, inf F (c), F ([y]), fe, fb, [y1 ], [y2 ]);
15:
for i := 1 2 do
16:
if [yi] = then next i;
17:
if 0 6 F ([yi]) then next i;
18:
SelectCenter([yi ], F ([yi ]), F ([yi ]), , c)
19:
if sup F (c) < fe then
20:
fe := sup F (c);
21:
CutOffTest L, fe
22:
F[y] := (F (c) + F ([yi ]) ([yi ] c)) F ([yi ]);
23:
if infF[y] fe then
24:
if wrel (F[y] ) or wrel([yi ]) then
25:
L := L ([yi ], infF[y] );
to
26:
27:
28:
29:
30:
31:
32:
);
else
L := L ([yi ], infF[y] , F ([yi ]), c, F (c), fb);
end for
end while
([y], infF[y] ) :=Head(L );

CutOffTest L , fe
return [f ] L
, ;
);
[f ] = [infF[y] , fe]
f (c) . ,
,
F . ,
p, q, r s,
4.1
4.2 ( [Rat98).
, L L .
F ([x]), 4.4 c
fe sup F (x), sup F (x) sup F (c).
47,
. 8, 4.2 [x]
f (x) f (x) 3.
9 fb . , 10,
f [x], 4.3.1
L. ,
( ),
[x]
.
1328 [y]
L. L
4.3 ()

( 4.2.3).
[y ]
. , c [y ] 4.4. fe, utoff test
L ( 1921). f [y ],
23 [y ]
L L
( 2427).
,
[f ]
L .
4.5.
4.3.1 f : D R C 1 , [x] D R, > 0.
A 4.5 :
1. f [f ]. [
2. [x]
[y].
([y],infF [y] )L
. 1 f = minx[x] f (x) fe
L
infF . 2
()
f .
[y]
4.4
4.5 Pentium III 866MHz 256MB RAM Linux.

C++ C-XSC-2.0 [HK04.
C-XSC [HHKR95. , ,
.
. , , ,
. , :
1. : , utoff test
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.
,
c .
2. kite: [VLC, kite
(linear boundary value form) [Neu90,
. 60. kite
[VLC
kite.
utoff test kite

.
. [VLC,

. , '
.
3. Casado et al.: [CMGS03,
.
,
[Neu90
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3). , utoff test
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[CMGS03.
40 Casado et al. [CMGS03.
. 4.2
(. 84) f (x), ,
,
f . (. 105)

.

:
w (F ) w ([y]) ,
= 10 . (T),
kite (K), Casado et al. (C) (P)
4.1. ( ),
, L.
4.1
40 .
4.1,
kite Casado et al. .
, 37% , 38%
10% . 87%

. 40
c,
260 .

. ,
4.5
. ,
c .
4.1 (38, 39, 40),
2
rel
[y]
rel
2 31 35
ai , ki ci :
a = (3.040, 1.098, 0.674, 3.537, 6.173, 8.679, 4.503, 3.328, 6.937, 0.700),
k = (2.983, 2.378, 2.439, 1.168, 2.406, 1.236, 2.868, 1.378, 2.348, 2.268),
c = (0.192, 0.140, 0.127, 0.132, 0.125, 0.189, 0.187, 0.171, 0.188, 0.176)
a = (4.696, 4.885, 0.800, 4.986, 3.901, 2.395, 0.945, 8.371, 6.181, 5.713),
k = (2.871, 2.328, 1.111, 1.263, 2.399, 2.629, 2.853, 2.344, 2.592, 2.929),
c = (0.149, 0.166, 0.175, 0.183, 0.128, 0.117, 0.115, 0.148, 0.188, 0.198), .

. , 40
650
Casado et al., 1383 . 53% .
. ,

. , (
)
. (. 105), ,
.

. (CPU time)
40 , :
(T) 0.72 se onds.
kite (K) 1.02 se onds.
Casado et al. (C) 0.92 se onds.
(P) 0.45 se onds.
, .
4.5

. ,
. ( )
. c
,
.
,
.
, .
, () c
. ,
. 40
68% 72%
. ,
.

40 , kite
Casado et al.
.
4.1.
40
.
Fun tion eval.

Derivative eval.
Subdivisions
List length
No T K C P T K C P T K C P T K C P
1 61 46 114 31 37 27 30 17 18 13 8 5 3 3 3 3
2 73 52 62 42 43 29 18 23 21 14 4 6 4 5 4 4
3 70 62 72 60 39 31 19 31 19 15 11 7 2 2 3 2
4 69 66 92 38 41 39 30 21 20 19 10 6 3 2 3 2
5 85 88 113 56 53 55 35 33 26 27 9 3 1 2 3 3
6 65 62 95 27 39 37 33 15 19 18 15 6 2 2 3 2
7 55 54 79 30 33 33 28 18 16 16 7 7 1 1 3 1
8 71 61 89 33 43 37 31 19 21 18 9 7 1 1 3 1
9 71 80 110 45 43 49 38 24 21 24 12 5 2 2 5 3
10 68 83 109 40 41 51 39 22 20 25 12 7 2 2 4 2
11 58 61 91 37 35 37 32 21 17 18 11 8 1 2 3 2
12 60 61 93 32 37 37 33 18 18 18 10 5 2 2 3 2
13 68 64 96 33 41 39 36 20 20 19 14 4 3 2 4 3
14 82 89 128 49 53 57 45 30 26 28 12 6 2 3 4 2
15 102 89 109 47 59 51 37 25 29 25 9 4 5 6 6 5
16 104 100 128 53 59 57 41 29 29 28 11 7 8 8 8 4
17 77 103 147 48 49 65 52 28 24 32 14 6 2 3 4 3
18 103 76 102 54 65 45 28 31 32 22 6 3 3 3 3 3
19 138 90 100 44 83 51 30 21 41 25 1 1 2 2 2 2
20 110 43 86 14 71 27 28 7 35 13 1 3 2 1 2 2
21 122 66 84 22 75 39 26 11 37 19 1 3 2 2 2 2
22 93 122 154 69 55 71 54 41 27 35 15 8 3 4 6 3
23 105 150 188 82 61 87 66 47 30 43 20 9 3 4 5 4
24 100 131 194 74 61 75 68 43 30 37 15 9 4 4 6 3
25 104 119 203 91 65 75 75 57 32 37 17 11 3 4 6 3
26 154 112 153 63 97 69 41 37 48 34 7 7 4 4 4 4
27 130 162 246 89 81 103 88 55 40 51 17 3 4 4 7 5
28 153 105 144 56 97 65 38 33 48 32 11 5 3 3 4 3
29 131 164 226 95 81 93 80 55 40 46 16 6 5 5 6 4
30 211 148 211 80 135 93 55 49 67 46 14 5 4 4 5 4
31 93 111 131 78 53 65 42 42 26 32 13 9 4 5 8 4
32 412 283 425 173 263 177 111 105 131 88 10 7 8 8 9 8
33 298 279 387 181 173 161 129 103 86 80 22 8 15 16 17 15
34 171 253 322 126 95 131 114 71 47 65 21 10 5 6 9 5
35 233 263 346 177 125 135 114 97 62 67 12 10 7 6 12 7
36 428 491 708 319 213 245 240 175 106 122 19 8 11 9 16 10
37 226 295 398 148 125 157 143 82 62 78 27 11 9 8 14 6
38 436 476 636 310 279 243 226 184 139 121 36 8 24 10 18 10
391,083 1,188 1,797 791 545 597 601 430 272 298 67 8 26 20 42 23
40 851 896 1,383 650 425 447 456 339 212 223 54 9 25 19 42 25
P
7,124 7,24410,3514,4874,0683,9823,4302,5092,0141,971 600 260220 199 311 199
102% 145% 63%
98% 84% 62%
98%30%13% 90%141%90%
4.2.
No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
f (x)
[x]
3x
e
sin x
P5
cos[(k + 1)x] + 4
k=1
2 2
(x x ) + (x 1)
(3x 1.4) sin(18x) + 1.7
2x2 3/100e(200(x0.0675))
36
37
38
39
40
-1.0
[-10,10
0.0
[0.2,7.0
21
-17.582872
-0.020903
-0.952897
x sin(3x) + 1.6
[0.2,7.0
-6.262872
x + sin(5x)
[0.2,7.0
-0.077590
ex sin(2x) + 1
[0.2,7.0
0.211315
[0.2,7.0
-0.478362
sin(2x)
x + sin(3x) + 1
[0.2,7.0
-5.815675
x sin(x) + sin(10x/3) + ln(x) 0.84x + 1.3
[0.2,7.0
-7.047444
[2.7,7.5
-4.601308
ln(3x) ln(2x) 0.1

P5
k cos[(k + 1)x + k] + 12
k=0
P
5
k=1 k sin[(k + 1)x + k] + 3
[0.2,7.0
-0.141100
[0.2,7.0
-0.870885
[0.2,7.0
-9.031249
[-10,10
0.475689
sin(x) + sin(10x/3) + ln(x) 0.84x
sin2 (1 + (x 1)/4) + ((x 1)/4)2
x sin2 (x)
x2 cos(18x)
ex
(x /20) cos(x) + 2
cos(x) + 2 cos(2x)ex
(x + sin(x))ex
sin(3x)
sin(x)
2(x 3) e
[0.2,7.0
0.0
29
-1.0
[-10,10
1.0
[-5,5
sin(x) cos(x) 1.5 sin2 (x) + 1.2
35
34
26
33
[0.2,7.0
27
32
2 cos(x) + cos(2x) + 5
31
[-10,10
2 sin(x)e
30
[0,20
27
2
[0.2,7.0
24
29
GM
cos(x) sin(5x) + 1
25
28
LM
x/2
+5
esin(3x) + 2
P10
i=1 1/((ki (x ai ))2 + ci )
sin(1/x)
5
P
k sin((k + 1)x + k)
k=1
2
(x 5x + 6)/(x2 + 1) 0.5
P10
i=1 1/((ki (x ai ))2 + ci )
(x + 1)3 /x2 7.1
4
x 12x + 47x 60x 20e
x 15x + 27x + 250
x4 10x3 + 35x2 50x + 24
24x4 142x3 + 303x2 276x + 3
[-20,20
1.0
[0.2,7.0
-0.918397
[-10,10
-0.824239
[0.2,7.0
-0.027864
[0.2,7.0
3.5
[0.2,7.0
0.367879
[0.2,7.0
-0.451388
[0,20
-1.0
[0.2,7.0
-0.410315
[0.2,7.0
-0.718282
[0,10
-14.592652
[0.02,1
-1.0
[-10,10
20
-12.031249
[0.2,7.0
-0.535534
[0,10
-13.922345
[0.2,7.0
-0.35
[-1,7
-32.781261
[-4,4
7.0
[-10,20
-1.0
[0,3
1.0

minimax
(regularization method)
minimax. , Jaynes
[Phys. Rev., 106:620-630, 1957,

4.
minimax.

p, p . , .
[Sot05 [Sot04.
5.1
, ,
.
minimax.
minimax
min f (x) , max f (x),

(5.1.1)
[x] IR f (x), i = 1, . . . , m

f (x) = max {f (x), . . . , f (x)}
(5.1.2)
f X = {x [x] :
f (x ) = f } f . f
85
1im
x[x]
. , max (5.1.2) f (x) f (x) f (x) (i = 1, . . . , m)

. (5.1.2), , (smoothing algorithms)
[PGL93, GG90, PMH91, Pol88, Var92, Zan80. ,
max (5.1.2) ()
[Ber89, CC78, GG90, Li87, Pol88, Zan80. ,

.

(5.1.2) 4.
, . Jaynes [Jay57.

, .
, ,
( ) ,
.
i
5.2 minimax
minimax (5.1.1) Lagrange:

X
L(x, ) =
(5.2.1)
f (x),
x [x], m- Lagrange.

. ,
(
)
X
, R | 0, i {1, . . . , m},
=1 .
(5.2.2)
, f (x) (5.2.1)
x [x], ,
f (x) = max L(x, ), x [x].
(5.2.3)
, P f (x)
(x) x [x]. ,
(5.2.1) :
X
1
L (x, ) =
f (x) + R(; )
(5.2.4)
p
m
i i
i=1
i=1
m
i=1
i i
i i
i=1
p > 0 , R
R. ,
R(; ), L (x, )
f (x), , ,
f (x) = max L (x, ).
(5.2.5)

R(; ):
Gigola Gomez [GG90
p
1X
(i i )2 .
2 i=1
m
R(; ) =
Hiriart-Urruty Lemare hal [HUL93

R(; ) =
m
X
ln i ,
i=1
, , R
.
, f (x), x [x].
f (x),
(5.2.3) .
p
5.3
x [x], Jaynes [Jay57 ,

1
R() =
m
X
i ln i ,
i=1
m
X
m
1 X
Lp (x, )
i fi (x)
i ln i ,
p i=1
i=1
m .
(5.3.1)
L (x, ) , , :
exp[p f (x)]
(x, p) =
(5.3.2)
Z
X
Z=
exp[p f (x)], 1 i m.
(5.3.3)
p
i=1
1 Prof. Edwin Thompson Jaynes (1922--1998) :
http://bayes.wustl.edu/etj/etj.html
Lagrange (x, p)

m
X
1
fp (x) = ln
exp[p fi (x)]
p
i=1
(5.3.4)
L (x, ) , x [x].
L (x, )
p
Lp (x, )
m
X
i=1
i fi (x)
m
1 X
i ln i ,
p i=1
(5.3.5)

f (x) ,
P
f (x) = max
f (x).
f (x) =
p ,
L (x, ). ,
. ,
p ,
f (x), i = 1, . . . , m. ,
p (homotopy parameter)
,
= 1/m, i = 1, . . . , m, max
L (x, ).
,
.
i i
1im
m
i=1
i i
5.3.1 p fi
1, . . . , m .
f1 , . . . , fm
: D Rn R, i =
fp : D Rn R
m
X
1
fp (x) = ln
exp (p fi (x))
p
i=1
(5.3.6)
f (x) , (5.3.6) .
5.3.1 > 0, p > 0 |fp(x) f (x)| < , p > p.
.
fp (x) f (x) =
=
m
X
1
ln
exp (p fi (x))
p
i=1
1
ln (exp (p f (x)))
p
!
m
X
1
ln
exp (p (fi (x) f (x))) .
p
i=1
(5.3.7)
f (x), f (x) f (x) 0, i = 1, 2, . . . , m

j {1, 2, . . . , m} f (x) f (x) = 0. ,
i
(5.3.7) 1 and m. ,

ln(m)
0 f (x) f (x)
(5.3.8)
p
p = ln(m)/.
p
5.3.2 p > 0,
fp (x)
(5.3.9)
ln(m)
f (x) fp (x).
p
. (5.3.8).
5.3.3 fp(x) f (x) x [x],
p
.
. (5.3.8) p > 0,
f (x) fp (x) f (x) +
(5.3.10)
ln(m)
p
, f (x) f (x), p .
p
5.3.4 fp(x) fi (x), i = 1, . . . , m

, [x].
. x1 , x2 [x] (0, 1),

=
1 X
exp [p fi (x1 + (1 )x2 )]
ln
p i=1
1 X
exp [ p fi (x1 ) + (1 ) p fi (x2 )]
ln
p i=1
1 X
1
(exp[p fi (x1 )]) (exp[p fi (x2 )])
ln
p i=1
fp (x1 + (1 )x2 )
Holder
m
X
i=1
(exp[p fi (x1 )]) (exp[p fi (x2 )])
m
X
exp[p fi (x1 )]
i=1
m
X
!1
exp[p fi (x2 )]
i=1
,
X
1 X
ln
exp[p fi (x1 )] +
ln
exp[p fi (x2 )]
p i=1
p
i=1
m
fp (x1 + (1 )x2 ) =
=
fp (x1 ) + (1 )fp (x2 ),
f (x) [x].
p

(5.3.11)
fp (x) = J(x),

2 fp (x) =
m
X
i=1
(5.3.12)
i 2 fi (x) + p J(x) T J(x)T ,
J(x) [f /x ], m

!
X
= exp[p f (x)]
exp[p f (x)]
,
(5.3.13)
= diag( ) .
, , exp(p f (x))
p .
. ,
i
=1
i = exp [p (fi (x) f (x))]
m
X
=1
!1
exp [p (f (x) f (x))]
I(x) =
.
i {1, . . . , m} : fi (x) = maxi{1,...,m} fi (x)
exp (p (fi (x) f (x))) 1,
(5.3.14)

(5.3.15)
i I(x),
i 6 I(x).
(5.3.16)
minimax (5.1.1)
.
lim exp (p (fi (x) f (x))) 0,
5.3.1 fi : D R R, i {1, . . . , m},
. x f (x),
m (5.3.14)
m
X
i fi (x ) = 0
(5.3.17)
i (f (x ) fi (x )) = 0.
(5.3.18)
i=1
m
X
i=1
. x f (x), -
5.3.3, f (x), (5.3.17). (5.3.18),

f (x ) f (x ) = 0 i I(x ), = 0 i 6 I(x ).
p
. , (5.1.1) -
Lagrange L : R
,
L(x, ) =
m
X
i fi (x).
, x , , (5.3.18), L(x , ) =

f (x ). , L(x, ) = f (x) x R, = 0 i 6 I(x )
P
= 1. , x
L( , ) R.
i=1
m
i=1
5.4

O 5.3.6. , .
5.4.1 fp
, f .
x, f ,
[x] ' . ,
!
X
1
exp (p F ([x])) .
F ([x]) = ln
(5.4.1)
p
exp : R R ln : (0, ) R ,
(5.4.1)
"
!
!#
X
X
1
1
F ([x]) =
(5.4.2)
ln
exp (p u ) ,
ln
exp (p v )
p
p
u = inf F ([x]) , v = sup F ([x]) F : IR IR
f : R R, i {1, . . . , m}.
, (5.4.2)
.
(5.4.2) ,
p .
p . ,
(heuristi )
minimax .
, p
, .. p = 10 .
5.3.1 f
p
i=1
i=1
i=1
+308
fp (x) = f (x) +
1
ln
p
m
X
i=1
exp [p (fi (x) f (x))] .
(5.4.3)
uj = max {ui },
1im
ui = inf Fi ([x]),
v = sup F ([x])
, (5.4.3)
vk = max {vi },
1im
1
(u) = uj + ln
p
1+
m
X
i6=j
1
(v) = vk + ln
p
1+
m
X
i6=k
exp (p (ui uj ))
(5.4.4)
(5.4.5)
exp (p (vi vk ))
, (5.4.2) (u) (v) :

F ([x]) = [ (u), (v) ] ,
(5.4.6)
,
1
F ([x]) = [u , v ] + [ee , e ],
(5.4.7)
p
ej = ln
1+
m
X
i6=j
eek = ln
1+
exp [p (ui uj )]
m
X
i6=k
exp [p (vi vk )]
0 eej eek ln(m).
p, [ee , e ] (5.4.6)
. [ee , ee ] (5.4.6),
. ,

:
1. ee i
1
p
p (ui uj ) < ln(MinMachineNumber) < 0,
exp (p (u u )) . ,
exp (p (u u )) (u).
i
2. ee i
k
p (vi vk ) < ln(MinMachineNumber) < 0,
exp (p (v v )) .
MinMachineNumber> 0.
. MinMachineNumber
,
MinMachineNumber = 2.2250710
. , ln(MinMachineNumber)
708.396.
5.4.2 fp
, F :
IR IR f . f (x)
[x], , (5.3.11),
X
F ([x]) =
[] F ([x]),
(5.4.8)
i
308
i=1
: IR IR f : R R, i {1, . . . , m}.
[] , [] [0, 1].
(5.3.13) ,
:
X
exp [ p (f (x) f (x)) ]
= 1+
(5.4.9)
Fi
6=i
[x],
i
[]i =
1+
X
6=i
(5.4.10)
exp [ p (F ([x]) Fi ([x])) ]
exp : R R ,
:
2
[]i = 41 +
u , 1 +
6=i
X
6=i
31
v 5
= 41 +
v , 1 +
6=i
u 5
(5.4.11)
6=i
u = exp [ p inf (F ([x]) Fi ([x])) ]

v = exp [ p sup (F ([x]) Fi ([x])) ] .
, []

u v . (5.4.11)
:
i
1. v {1, . . . , m} 6= i
p sup (F ([x]) Fi ([x])) < ln(MinMachineNumber) < 0,

exp [ p sup (F ([x]) F ([x])) ], v
MinMachineNumber.
2. v {1, . . . , m} 6= i
p sup (F ([x]) Fi ([x])) > ln(MaxMachineNumber) > 0,
o exp ( p sup (F ([x]) F ([x])) ) .

,
, inf( ) = 0.
3. u {1, . . . , m} 6= i
p inf (F ([x]) Fi ([x])) < ln(MinMachineNumber) < 0,
o exp ( p inf (F ([x]) F ([x])) ) .

, u .
4. u {1, . . . , m} 6= i
p inf{F ([x]) Fi ([x])} > ln(MaxMachineNumber) > 0,
o exp ( p inf (F ([x]) F ([x])) ) .

. , sup( ) = MinMachineNumber.
. MaxMachineNumber 2 , k ,
k = 1024. , MaxMachineNumber = 1.79769 10 ,
' ln(MaxMachineNumber) = 709.783
(1)(4)
5.4.1. C++ MaxMachineNumber,
MinMachineNumber .
f ,

f ,
F ([x], c) = f (c) + F ([x]) ([x] c)
(5.4.12)
(5.4.8),
c c ,
m([x]), . , ,
, F ([x], c)F ([x]),
f (5.4.7).
+308
MVF
MVF
5.5 &
minimax
f
f (x) = max {f (x), . . . , f (x)} 4.5 4
.
4.3, , . 5.1, 4.3
c ( 2 18).
5.1 .
p
MaxEntBranchAndPrune(fp, [x], , F , L )
1:
2:
3:
4:
5:
6:
7:
8:
9:
10:
11:
12:
13:
14:
15:
16:
17:
18:
19:
20:
21:
22:
23:
24:
25:
26:
27:
28:
29:
30:
31:
32:
L = {}; L = {};
c=
(X)
fe := min{sup Fp (x), sup Fp (x), sup Fp (c)}
if fe sup Fp(x) then
L := L ([x, x], inf Fp (x));
if fe sup Fp(x) then
L := L ([x, x], inf Fp (x));
OuterPrune([x], inf Fp (x), inf Fp (x), Fp ([x]), fe)
fb := fe;
F[x] := Fp (c) + Fp ([x]) ([x] c) Fp ([x]);
mid ;
L := L ([x], infF[x] , Fp ([x]), c, Fp (c), fb);

while L =
6 {} do
([y], infF[y] , Fp ([y]), c, Fp (c), fb) := PopHead(L);
Prune([y], c, Fp (c), Fp ([y]), fe, fb, [y]1 , [y]2 );
for i := 1 2 do
if Yi = then next i;
if 0 6 Fp (Yi ) then next i;
c=
(Yi )
if sup Fp (c) < fe then
fe := sup Fp (c);
CutOffTest
L, fe
F[y] := Fp (c) + Fp ([y]i ) ([y]i c) Fp ([y]i );
to
mid ;
if
);
infF[y] fe then
wrel ([y]i ) then
L := L ([y]i , infF[y] );
if
else
L := L ([y]i , infF[y] , Fp ([y]i ), c, Fp (c), fb);
end for
end while
(Y, infF[y] ) :=Head(L );

CutOffTest L , fe
return Fp L
( );
, ;
Fp = [infF[y] , fe]
5.1 f ,
[x] , [f ] f , L ,
minimax .
4.5
,
p
wrel ([y]) ,
= 10 p
F ([x]) F ([x]) p = 10
,
.
12
+308
5.6
5.1 F F
C++. Pentium III
866MHz 256MB RAM Linux.
( )
. '
5.1.
(P)
5.1, (M)
, utoff test .
minimax
10 [SHW97, Wol99:
1. f (x) = max {x/4, x(1 x)}, [x] = [1/2, 3/2]
X = {3/4}, f = 3/16.
p
2. f (x) = max {|x|, |x 1|},

X = {1/2}, f = 1/2.
3. f (x) = max {|x|, |x 1|, |x 2|},

X = {1}, f = 1.
4. f (x) = max {sin(x/10), cos(x/10)}

,
X = {50/4}, f = 1/ 2.
2 24 5.1
[x] = [1, 2]
[x] = [3, 3]
[x] = [0, 20 + 1]
5. f (x) = max {x(2 x), (x 1)(3 x)},

X = {3/2, 5/2}, f = 3/4.
[x] = [5/4, 5/2]
6. f (x) = max 2x + 3x x , 2x 3x

X = {0, 1, 2}, f = 0.
2
+ x3
7. f (x) = max {f (x), f (x), f (x)},
[x] = [0, 2]
[x] = [0, 6]
f1 (x) = x(x 2)(x 4)(x 6)(x 8)
f2 (x) = x(2 x)(x 4)(x 6)(x 8)
f3 (x) = (x 2)(x 7)
X = {2, 4, 6} f = 0
1
,
,
8. f (x) = max {f (x), f (x), f (x), f (x)},

f (x) = x(x 1)(x 2)(x 3),
f (x) = (1/2 x)(x 3/2)(x 5/2),
f (x) = (x 1)(x 4),
f (x) = (x 2)(x 5).
X = {2.785...}, f = 0.838....
1
[x] = [0, 6]
1
2
3
9. f (x) = max {sin(10x), cos(10x)},
X =
{ (8k3)
40
[x] = [2, 2]
| k = 2, 1, 0, 1, 2, 3} f = 1/ 2
10. f (x) = max {sin(x), cos(x)},
[x] = [0, 20]
| k = 0, . . . , 9} f = 1/ 2
,
.
5.1 (M) (P)
.
, ,
. 5.1,
.
80% , 81% 19%
. 94%

,
.
.

= 10 .
X =
{ (8k+5)
4
12
Fun tion eval. Derivative eval.

No. M P P/M M P P/M
1
2
3
4
5
6
7
8
9
10
240
254
135
145
154
610
389
181
750
1348
4206 922 22% 2646 554 21% 1318 44 3% 43 35 81%

20%
19%
6%
81%
5.1.
18
12
19
29
32
92
101
80
206
333
8%
5%
14%
20%
21%
15%
26%
44%
27%
25%
157
167
87
93
87
323
253
113
487
879
9
5
9
17
19
53
60
48
127
207
6%
3%
10%
18%
22%
16%
24%
42%
26%
24%
Bise tions
List length
M P P/M M P P/M
78
83
43
46
43
161
126
56
243
439
2
1
4
6
0
1
0
19
3
8
3% 2
1% 2
9% 1
13% 2
0% 3
1% 6
0% 3
34% 3
1% 8
2% 13
1
2
1
1
3
4
3
2
8
10
50%
100%
100%
50%
100%
67%
100%
67%
100%
77%
(M) -
(P)
.
5.6.1 = 1012 p = 10+308

Computing all global minimizers of the function 1
Search interval : [ 5.000000000000000E-001, 1.500000000000000E+000]
Tolerance (relative) : 1.000000000000000E-012
No. of function calls
No. of derivative calls
No. of bisections
Necessary list length
:18
:9
:2
:1
1.[ 7.499999999999998E-001, 7.500000000000000E-001] 1.110223024625157E-016

[ 1.874999999999999E-001, 1.875000000000000E-001] 2.775557561562891E-017
encloses the global minimum value!
1 interval enclosure(s)

Search interval
: [-1.000000000000000E+000, 2.000000000000000E+000]
No. of bisections
:12
:5
:1
:2
1.[ 4.999999999999998E-001, 5.000000000000002E-001] 2.220446049250313E-016

[ 5.000000000000000E-001, 5.000000000000000E-001] 0.000000000000000E+000

Search interval
: [-3.000000000000000E+000, 3.000000000000000E+000]
No. of bisections
:19
:9
:4
:1
1.[ 9.999999999999998E-001, 1.000000000000001E+000] 5.551115123125783E-016

[ 1.000000000000000E+000, 1.000000000000000E+000] 0.000000000000000E+000

Search interval
: [ 0.000000000000000E+000, 1.000000000000000E+001]
No. of bisections
:28
:17
:6
:1
1.[ 7.853981633974424E+000, 7.853981633974508E+000] 8.348877145181177E-014

[ 7.071067811865447E-001, 7.071067811865501E-001] 5.218048215738236E-015

Search interval
: [ 1.250000000000000E+000, 2.500000000000000E+000]
No. of bisections
:32
:19
:0
:3
1.[ 1.499999999999999E+000, 1.500000000000465E+000] 4.649614027130156E-013

2.[ 2.500000000000000E+000, 2.500000000000000E+000] 0.000000000000000E+000
[ 7.499999999999995E-001, 7.500000000000000E-001] 4.440892098500626E-016

Search interval
: [ 0.000000000000000E+000, 2.000000000000000E+000]
No. of bisections
:92
:53
:1
:4
1.[ 1.999999999999998E+000, 2.000000000000000E+000] 1.776356839400250E-015

2.[ 9.999999999999978E-001, 1.000000000000046E+000] 4.785061236134425E-014
3.[ 0.000000000000000E+000, 3.063949367200013E-020] 3.063949367200013E-020
[-1.776356839400260E-015, 6.931471805599453E-031] 1.776356839400261E-015

Search interval
: [ 0.000000000000000E+000, 6.000000000000000E+000]
No. of bisections
:101
:60
:0
:3
1.[ 3.999999999999989E+000, 4.000000000000001E+000] 1.154631945610163E-014

2.[ 1.999999999999361E+000, 2.000000000000001E+000] 6.394884621840902E-013
3.[ 5.999999999999999E+000, 6.000000000000000E+000] 8.881784197001252E-016
[-5.684341886080855E-014, 6.931471805599453E-031] 5.684341886080854E-014

Search interval
: [ 0.000000000000000E+000, 6.000000000000000E+000]
No. of bisections
:80
:48
:19
:2
1.[ 2.785364509319894E+000, 2.785364509320416E+000] 5.209166431541234E-013

[-8.382657886382827E-001,-8.382657886376315E-001] 6.510347816401918E-013

Search interval
: [-2.000000000000000E+000, 2.000000000000000E+000]
No. of function calls :206
No. of derivative calls :127
No. of bisections
:3
Necessary list length :8
1.[-2.356194490194568E-001,-2.356194490190760E-001] 3.806954751439662E-013
2.[-8.639379797372272E-001,-8.639379797371606E-001] 6.650235917504688E-014
3.[ 1.021017612416671E+000, 1.021017612416685E+000] 1.243449787580175E-014
4.[ 1.649336143134639E+000, 1.649336143134643E+000] 3.108624468950438E-015
5.[ 3.926990816987181E-001, 3.926990816987255E-001] 7.327471962526033E-015
6.[-1.492256510455153E+000,-1.492256510455151E+000] 1.554312234475219E-015
[-7.071067811876693E-001,-7.071067811865454E-001] 1.123767745525583E-012

Search interval
: [ 0.000000000000000E+000, 6.283185307179601E+001]
No. of bisections
:333
:207
:8
:10
1.[ 2.905973204570553E+001, 2.905973204570570E+001]

2.[ 3.926990816987205E+000, 3.926990816987280E+000]
3.[ 5.419247327442392E+001, 5.419247327442395E+001]
4.[ 4.162610266006475E+001, 4.162610266006478E+001]
5.[ 2.277654673852599E+001, 2.277654673852601E+001]
6.[ 1.649336143134640E+001, 1.649336143134643E+001]
7.[ 3.534291735288516E+001, 3.534291735288519E+001]
8.[ 4.790928796724433E+001, 4.790928796724436E+001]
9.[ 6.047565858160350E+001, 6.047565858160353E+001]
10.[ 1.021017612416682E+001, 1.021017612416684E+001]
1.563194018672220E-013
7.371880883511039E-014
2.131628207280301E-014
2.131628207280301E-014
1.421085471520200E-014
2.131628207280301E-014
1.421085471520200E-014
1.421085471520200E-014
2.131628207280301E-014
1.065814103640150E-014
[-7.071067811865866E-001,-7.071067811865464E-001] 4.007905118896815E-014
5.7

minimax.
.
p, p .
,

.
:

f (x) = e3x sin3 x, [x] = [0, 20]
1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
10
12
14
16
18
20

No. of bisections
:5
1.[ 1.413716694105782E+001, 1.413717571756291E+001] 6.208107409473292E-007
[-1.000000000000000E+000,-9.999999999999955E-001] 4.440892098500647E-015
105
f (x) =
P5
k=1
cos[(k + 1)x] + 4, [x] = [0.2, 7.0]
1
0

No. of bisections
:6
1.[ 6.283185307179324E+000, 6.283185354211468E+000] 7.485398124316437E-009
[-1.000000000000000E+000,-9.999999999999920E-001] 7.993605777301192E-015
f (x) = (x x2 )2 + (x 1)2 , [x] = [10, 10]

No. of bisections
:7
1.[ 9.999995492950912E-001, 1.000034786324324E+000] 3.523704511398028E-005
[ 0.000000000000000E+000, 4.062696464623915E-013] 4.062696464623914E-013
f (x) = (3x 1.4) sin(18x) + 1.7, [x] = [0.2, 7.0]

25
20
15
10
10
15
20

No. of bisections
:6
1.[ 6.894530695971607E+000, 6.894530705971385E+000] 1.450392702187068E-009
[-1.758287188448008E+001,-1.758287188447999E+001] 4.647273502830743E-015
f (x) = 2x2 3/100e(200(x0.0675)) , [x] = [10, 10]

200
180
160
140
120
100
80
60
40
20
0
10
10

No. of bisections
:3
1.[ 6.738748170217229E-002, 6.738768718801997E-002] 3.049317803252294E-006
[-2.090266607193919E-002,-2.090266605163968E-002] 9.711439748086821E-010
f (x) = cos(x) sin(5x) + 1, [x] = [0.2, 7.0]

3
2.5
1.5
0.5
0.5

No. of bisections
:6
1.[ 2.839347022044718E+000, 2.839347032044719E+000] 3.521936665604592E-009
[-9.528967925474407E-001,-9.528967925474336E-001] 7.340149646678885E-015
f (x) = x sin(3x) + 1.6, [x] = [0.2, 7.0]

1
6
0

No. of bisections
:7
1.[ 6.920063042899379E+000, 6.920063052899380E+000] 1.445073659793408E-009
[-6.262872094177994E+000,-6.262872094177986E+000] 9.927152980946999E-016
f (x) = x + sin(5x), [x] = [0.2, 7.0]

8
0
0

No. of bisections
:7
1.[ 9.022062044918724E-001, 9.022062144918726E-001] 1.108394067837258E-008
[-7.758968519440252E-002,-7.758968519439779E-002] 6.081282380299698E-014
f (x) = ex sin(2x) + 1, [x] = [0.2, 7.0]

1.4
1.2
0.8
0.6
0.4
0.2
0

No. of bisections
:5
1.[ 2.248791056962642E-001, 2.248809173567569E-001] 8.056153046780555E-006
[ 2.113146125681037E-001, 2.113146125913346E-001] 1.099345574341447E-010
f (x) = ex sin(2x), [x] = [0.2, 7.0]

0.8
0.6
0.4
0.2
0.2
0.4

No. of bisections
:7
1.[ 7.248793602785087E-001, 7.248858315821965E-001] 8.927421640488746E-006
[-4.783618684532102E-001,-4.783618683305894E-001] 2.563347018389056E-010
f (x) = x + sin(3x) + 1, [x] = [0.2, 7.0]

2

No. of bisections
:8
1.[ 5.872865492417889E+000, 5.872865502417891E+000] 1.702746442995182E-009
[-5.815674542981395E+000,-5.815674542981389E+000] 9.163288761803405E-016
f (x) = x sin(x) + sin(10x/3) + ln(x) 0.84x + 1.3, [x] = [0.2, 7.0]

4

No. of bisections
:5
1.[ 5.134332837186787E+000, 5.134353481590420E+000] 4.020854176668350E-006
[-7.047444075623206E+000,-7.047444074144356E+000] 2.098418983769471E-010
f (x) = sin(x) + sin(10x/3) + ln(x) 0.84x, [x] = [2.7, 7.5]

0
0.5
1.5
2.5
3.5
4.5
3.5
4.5
5.5
6.5
7.5

No. of bisections
:4
1.[ 5.199778002703228E+000, 5.199790832858275E+000] 2.467442848381162E-006
[-4.601307546554942E+000,-4.601307546494381E+000] 1.316138005488725E-011
f (x) = ln(3x) ln(2x) 0.1, [x] = [0.2, 7.0]

8

No. of bisections
:6
1.[ 4.082459615955391E-001, 4.082493698904657E-001] 8.348631087822893E-006
[-1.411004885112457E-001,-1.411004884732247E-001] 2.694600700032908E-010
f (x) =
5
X
k cos ((k + 1)x + k) + 12, [x] = [0.2, 7.0]
k=0
30
25
20
15
10

No. of bisections
:4
1.[ 4.858056876952776E+000, 4.858062023424620E+000] 1.059368379931716E-006
[-8.708854977422278E-001,-8.708854977256628E-001] 1.902083759561617E-011
f (x) =
5
X
k sin ((k + 1)x + k) + 3, [x] = [0.2, 7.0]
k=1
20
15
10
10

No. of bisections
:7
1.[ 5.791794460923663E+000, 5.791794470923664E+000] 1.726580750555318E-009
[-9.031249442167191E+000,-9.031249442167107E+000] 9.244432012031560E-015
f (x) = sin2 (1 + (x 1)/4) + ((x 1)/4)2 , [x] = [10, 10]

9
0
10
10

No. of bisections
:6
1.[-7.878995529263081E-001,-7.877550811972710E-001] 1.833967593297046E-004
[ 4.756886254421391E-001, 4.756886263871898E-001] 1.986700002462479E-009
f (x) =
x sin2 (x), [x] = [0.2, 7.0]
2.5
1.5
0.5

No. of bisections
:3
1.[ 6.283185304661507E+000, 6.283185312162068E+000] 1.193751227962752E-009
2.[ 3.141592653230373E+000, 3.141592663230374E+000] 3.183098842856884E-009
[ 0.000000000000000E+000, 2.658255002212240E-032] 2.658255002212240E-032
f (x) = x2 cos(18x), [x] = [5, 5]

25
20
15
10

No. of bisections
:1
1.[-9.999999276876631E-009, 9.999999276876631E-009] 1.999999855375326E-008
[-1.000000000000000E+000,-9.999999999999985E-001] 1.443289932012706E-015
f (x) = ex , [x] = [10, 10]

120
100
80
60
40
20
0
10
10

No. of bisections
:3
1.[-1.000000000000001E-008, 1.000000000000001E-008] 2.000000000000000E-008
[ 1.000000000000000E+000, 1.000000000000000E+000] 0.000000000000000E+000
f (x) = (x2 /20) cos(x) + 2, [x] = [20, 20]

25
20
15
10
0
20
15
10
10
15
20

No. of bisections
:3
1.[-1.000000000000001E-008, 1.000000000000001E-008] 2.000000000000000E-008
[ 1.000000000000000E+000, 1.000000000000002E+000] 1.554312234475219E-015
f (x) = cos(x) + 2 cos(2x)ex , [x] = [0.2, 7.0]

2.5
1.5
0.5
0.5

No. of bisections
:8
1.[ 3.250985669708086E+000, 3.251115283615001E+000] 3.986911050446281E-005
[-9.183973417641916E-001,-9.183973408783249E-001] 9.645787970691800E-010
f (x) = (x + sin(x)) ex , [x] = [10, 10]

1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1
10
10

No. of bisections
:9
1.[-6.795952439794260E-001,-6.795454132372685E-001] 7.332952468912517E-005
[-8.242393991530494E-001,-8.242393984600353E-001] 8.407921058258027E-010
f (x) = 2 sin(x)ex , [x] = [0.2, 7.0]
0.6
0.5
0.4
0.3
0.2
0.1
0.1

No. of bisections
:9
1.[ 3.926926317933940E+000, 3.927004663357628E+000] 1.995082600061695E-005
[-2.786407021862516E-002,-2.786407019538569E-002] 8.340294628857754E-010
f (x) = 2 cos(x) + cos(2x) + 5, [x] = [0.2, 7.0]

8
7.5
6.5
5.5
4.5
3.5
0

No. of bisections
:11
1.[ 2.094395098801073E+000, 2.094395108801074E+000] 4.774648483965111E-009
2.[ 4.188790202228821E+000, 4.188790212228823E+000] 2.387324345364156E-009
[ 3.499999999999996E+000, 3.500000000000003E+000] 1.522591576628788E-015
f (x) = esin(3x) , [x] = [0.2, 7.0]

3
2.5
1.5
0.5

No. of bisections
:7
1.[ 1.570796326790409E+000, 1.570834948636567E+000] 2.458743090852759E-005
2.[ 3.665191429188089E+000, 3.665191570572756E+000] 3.857497445476465E-008
3.[ 5.759586526025969E+000, 5.759586536025971E+000] 1.736235888152125E-009
[ 3.678794411714421E-001, 3.678794411714433E-001] 3.017899073375404E-015
f (x) = sin(x) cos(x) 1.5 sin2 (x) + 1.2, [x] = [0.2, 7.0]
1.4
1.2
0.8
0.6
0.4
0.2
0.2
0.4

No. of bisections
:3
1.[ 5.006371422490242E+000, 5.006391453998638E+000] 4.001203008060331E-006
2.[ 1.864796314586466E+000, 1.864812616877937E+000] 8.742129820184190E-006
[-4.513878190286867E-001,-4.513878188647255E-001] 3.632378092728396E-010
f (x) = sin(x), [x] = [0, 20]

1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
10
12
14
16
18
20

No. of bisections
:5
1.[ 1.099557428755482E+001, 1.099557921915658E+001] 4.485078837676226E-007
2.[ 1.727874643020647E+001, 1.727875959492296E+001] 7.619022908673065E-007
3.[ 4.712386869912474E+000, 4.712388980385204E+000] 4.478564231661282E-007
[-1.000000000000000E+000,-9.999999999999985E-001] 1.443289932012706E-015
f (x) = 2(x 3)2 ex/2 + 5, [x] = [0.2, 7.0]

20
18
16
14
12
10
8
6
4
2
0
0

No. of bisections
:6
1.[ 3.862072885512997E+000, 3.862105756998549E+000] 8.511358155286799E-006
[-4.103152070229524E-001,-4.103152066522071E-001] 9.035620952100598E-010
f (x) = esin(3x) + 2, [x] = [0.2, 7.0]

2
1.5
0.5
0.5

No. of bisections
:5
1.[
2.[
3.[
4.[
5.235987755975133E-001, 5.235990637320029E-001] 5.502963393320499E-007

2.617993676581451E+000, 2.617993877991500E+000] 7.693297716974700E-008
4.712388980383854E+000, 4.712390049052870E+000] 2.267786082734182E-007
6.806784082777882E+000, 6.806784207809212E+000] 1.836863442137825E-008
[-7.182818284590482E-001,-7.182818284590393E-001] 1.236531935668723E-014
f (x) =
10
X
i=1
1/((ki (x ai ))2 + ci ), [x] = [0, 10]
a = (3.040, 1.098, 0.674, 3.537, 6.173, 8.679, 4.503, 3.328, 6.937, 0.700),
k = (2.983, 2.378, 2.439, 1.168, 2.406, 1.236, 2.868, 1.378, 2.348, 2.268),
c = (0.192, 0.140, 0.127, 0.132, 0.125, 0.189, 0.187, 0.171, 0.188, 0.176).
0
10
15
10

No. of bisections
:9
1.[ 6.858588226705504E-001, 6.858727432392236E-001] 2.029655114576822E-005
[-1.459265202777930E+001,-1.459265202569012E+001] 1.431663571401793E-010
f (x) = sin(1/x), [x] = [0.02, 1.0]

1
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0.2
0.2
0.4
0.4
0.6
0.6
0.8
0.8
1
0.02
0.025
0.03
0.035
0.04
0.045
0.05
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9

No. of bisections
:7
1.[
2.[
3.[
4.[
5.[
6.[
7.[
8.[
9.094567329315682E-002, 9.094568322833759E-002]
2.122065832107513E-001, 2.122065932107227E-001]
5.787451619008113E-002, 5.787452619004800E-002]
2.767911267798798E-002, 2.767912267788761E-002]
4.244130817007808E-002, 4.244131816538587E-002]
2.357850156587733E-002, 2.357851156501803E-002]
3.350629381818080E-002, 3.350630381119416E-002]
2.053611171566042E-002, 2.053612169148568E-002]
1.092430283010492E-007
4.712375582746711E-008
1.727870488236238E-007
3.612796310717620E-007
2.355089465161119E-007
4.240787168394522E-007
2.982428736681491E-007
4.857699154928046E-007
[-1.000000000000000E+000,-9.999999999999985E-001] 1.443289932012706E-015
f (x) =
5
X
k sin((k + 1)x + k), [x] = [10, 10]
k=1
15
10
10
15
10
10

No. of bisections
:8
1.[ 5.791794461396682E+000, 5.791794471396683E+000] 1.726580750414307E-009
2.[-6.774576153438631E+000,-6.774576143438629E+000] 1.476107230278753E-009
3.[-4.913908380760952E-001,-4.913908280760951E-001] 2.035040029013123E-008
[-1.203124944216720E+001,-1.203124944216711E+001] 5.905810025597094E-015
f (x) = (x2 5x + 6)/(x2 + 1) 0.5, [x] = [0.2, 7.0]

5
4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
0.5
0

No. of bisections
:10
1.[ 2.414184978417519E+000, 2.414264613767014E+000] 3.298643235929725E-005
2.[ 2.414129158357746E+000, 2.414183665245702E+000] 2.257828159939825E-005
[-5.355339080353058E-001,-5.355339059212919E-001] 3.947488346651028E-009
f (x) =
10
X
i=1
1/((ki (x ai ))2 + ci ), [x] = [0, 10]
a = (4.696, 4.885, 0.800, 4.986, 3.901, 2.395, 0.945, 8.371, 6.181, 5.713),
k = (2.871, 2.328, 1.111, 1.263, 2.399, 2.629, 2.853, 2.344, 2.592, 2.929),
c = (0.149, 0.166, 0.175, 0.183, 0.128, 0.117, 0.115, 0.148, 0.188, 0.198).
0
10
12
14
10

No. of bisections
:10
1.[ 4.855547385747154E+000, 4.855559382212880E+000] 2.470672155320794E-006
2.[ 4.855559837900814E+000, 4.855576652976777E+000] 3.463056068344299E-006
3.[ 4.855579103644609E+000, 4.855592247232935E+000] 2.706904376146779E-006
[-1.392234489605649E+001,-1.392234487644826E+001] 1.408399303336999E-009
f (x) = (x + 1)3 /x2 7.1, [x] = [0.2, 7.0]

No. of bisections
:8
1.[
2.[
3.[
4.[
5.[
1.999983258401565E+000, 2.000007495689096E+000]
2.000007716454399E+000, 2.000017549555556E+000]
2.000019050883959E+000, 2.000030801309352E+000]
1.999972639525799E+000, 1.999982570591868E+000]
1.999956514437374E+000, 1.999969266498338E+000]
1.211874520829651E-005
4.916531608675536E-006
5.875156732662429E-006
4.965600964350227E-006
6.376169117575659E-006
[-3.500000007539620E-001,-3.499999999987704E-001] 2.157690058377800E-009
f (x) = x4 12x3 + 47x2 60x 20ex , [x] = [1, 7]

200
150
100
50
50
1

No. of bisections
:11
1.[ 7.136412238863512E-001, 7.136899957637834E-001] 6.834229273713732E-005
2.[ 7.136943999589399E-001, 7.137338063016897E-001] 5.521458869799135E-005
3.[ 7.135950326566928E-001, 7.136354082954364E-001] 5.658060509917880E-005
[-3.278126131595700E+001,-3.278126129319628E+001] 6.943209346049248E-010
f (x) = x6 15x4 + 27x2 + 250, [x] = [4, 4]

1000
900
800
700
600
500
400
300
200
100
0
4

No. of bisections
:8
1.[-3.000002936462759E+000,-2.999996472019987E+000]
2.[ 2.999999037016601E+000, 3.000002259500040E+000]
3.[ 3.000002554871467E+000, 3.000007001479827E+000]
4.[ 2.999996207592509E+000, 2.999999018900228E+000]
2.154816791003301E-006
1.074161490756641E-006
1.482201523858701E-006
9.371037573516783E-007
[ 6.999999988685445E+000, 7.000000000101438E+000] 1.630855960851560E-009

f (x) = x4 10x3 + 35x2 50x + 24, [x] = [10, 20]

No. of bisections
:8
1. [ 1.381969842486062E+000, 1.381977959552658E+000]
2. [ 1.381962099522905E+000, 1.381969761875781E+000]
3. [ 3.618030919811597E+000, 3.618035740488090E+000]
4. [ 3.618025913713986E+000, 3.618030876320130E+000]
5. [ 3.618035754659137E+000, 3.618040462279789E+000]
6. [ 3.618040658024669E+000, 3.618045662678161E+000]
7. [ 1.381954986916868E+000, 1.381962056286665E+000]
8. [ 1.381945719292658E+000, 1.381954092126907E+000]
9. [ 3.618021807827179E+000, 3.618025813756582E+000]
10.[ 3.618016508424990E+000, 3.618021045637037E+000]
11.[ 3.618045847752802E+000, 3.618049139897606E+000]
5.873548282229037E-006
5.544546320975853E-006
1.332403342883289E-006
1.371633664796156E-006
1.301153711778720E-006
1.383249654653969E-006
5.115484848181357E-006
6.058728741122240E-006
1.107215383210553E-006
1.254060625501434E-006
9.099234619925757E-007
[-1.000000002584121E+000,-9.999999999999360E-001] 2.584184866094740E-009
f (x) = 24x4 142x3 + 303x2 276x + 3, [x] = [0, 3]

No. of bisections
:9
1.[
2.[
3.[
4.[
5.[
6.[
7.[
1.999997752701722E+000, 2.000002074746200E+000]
2.000002105145092E+000, 2.000004335680580E+000]
1.999995488334555E+000, 1.999997716806128E+000]
2.000004401268181E+000, 2.000006437315012E+000]
1.999993390989421E+000, 1.999995417297232E+000]
2.000006733391160E+000, 2.000008964390861E+000]
1.999990852702067E+000, 1.999993078504906E+000]
2.161024666944903E-006
1.115266569813095E-006
1.114238299283757E-006
1.018021174830369E-006
1.013157252866492E-006
1.115496094510449E-006
1.112906509064023E-006
[ 9.999999959696939E-001, 1.000000000000683E+000] 4.030988226137123E-009


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PSfrag repla ements

1       , , .105.

ber)        [x] = [x, x]. ,

PSfrag repla ements

 1.1.1  [3, 4], [1, 1], [, 7]  IR,  [2, 1]

[a] [b] = max{a, b}, min{a, b} .

 [a] [b]   [a] [b] 6=

[a] [b] = min{a, b}, max{a, b} .

[a] [b] = min{a, b}, max{a, b} .

 1.1.2  [a] = [1, 3], [b] = [1, ].  :

  [a] IR,   ,  

|[a]| = max{|a|, |a|}.

PSfrag repla ements

wrel, ([x]) := max wrel ([x]i ) .

 1.2.1  [x] = ([3, 1], [3, 5])T

IR2 . , m ([x]) = (1, 4)T , r ([x]) =

R. [a], [b] IR, 

[a] [b] = {a b | a [a], b [b]}

,  [a] [b]   [b] 0 6 [b]. 

[min{a b, a b}, max{a b, a b}]

, , . , [a], [b], [c] IR 

([a] + [b]) + [c] = [a] + ([b] + [c]) ,

([a] [b]) [c] = [a] ([b] [c])

[1, 1] (1 + (1)) = 0 [1, 1] 1 + [1, 1] (1) = [2, 2].

   [s] = [x] + [x] + . . . + [x]

([s] + [x] ) [x] . ,  [s] 

r R [a], [b] IR,    [b]  0 .

S ([a], [b]) = {c R | b c = a, a [a], b [b]}.

1.4.1 [a], [b] IR 0 6 [b],  [a]/[b] = S ([a], [b]) = S ([a], [b]).

{c R | b c = a, a [4, 5], b [1, 0) (0, 2)}

{c R | b c = a, x [4, 5], y [1, ]}

{c R | b c = a, x [4, 5], y [, 2]} .

 S ([a], [b]) S ([a], [b])  0. ,

S ([a], [b]) = [5/, 4] [2, 5/] [, 4] [2, +] = S ([a], [b]) ,

1.4.2  [a], [b] IR,   -

0 < a b < 0 < b,

1.4.3  r R [c] IR {[]}. , 

1.4.4  r R [c] IR {[]},   

1.4.3 ([Rat96)  r R [c] IR {[]},   -

1.4.4 ([Rat96)    1.4.4

1.5.1 ()   [a], [b] IR 

q([a], [b]) = max |a b|, |a b| .

  [a], [b] IRn

q(, ) + q(, ) q([x], [z]) + q([y], [z])

1.5.2 (  IRn ) S IRn   IRn

1.5.2  On     IRn .   (IRn , On )

1.5.3  {[x](k) } IRn  [x] IRn

> 0 .  k N   q([x ] , [x ]) <

. , | sup[x ] sup[x ]| < | inf[x ] inf[x ]| < 

1.5.3 ( )  {[x](k) } IRn , k =

  (interval fun tions)   .  ,

(in lusion monotone) [x] [y] IRn

lim F [x](k) F ([x])

 {[x](k) } IRn , k = 1, 2, . . .,  [x] IRn .

1.6.3 (Lips hitz )  [x]

w (F ([y])) F,[x] w ([y]) .

 F Lips hitz  Lips hitz  F  [x] [x]

f ([x]) = {f (x) | x [x]} .

(in lusion fun tion)   (interval extension)    f : Rn R,

[x] [y] IRn F ([x]) F ([y]),

x R .  f ([x]) F ([x]) [x].  [x] IR

F ([x]1 , [x]2 ) = [x]21 [x]1 + [x]2

  f . , [x] = ([1, 2], [3, 4]) 

1 , , .105.

ber) [x] = [x, x]. ,

1.1.1 [3, 4], [1, 1], [, 7] IR, [2, 1]

[a] [b] [a] [b] 6=

1.1.2 [a] = [1, 3], [b] = [1, ]. :

[a] IR, ,

1.2.1 [x] = ([3, 1], [3, 5])T

IR2 . , m ([x]) = (1, 4)T , r ([x]) =

R. [a], [b] IR,

, [a] [b] [b] 0 6 [b].

, , . , [a], [b], [c] IR

[s] = [x] + [x] + . . . + [x]

([s] + [x] ) [x] . , [s]

r R [a], [b] IR, [b] 0 .

1.4.1 [a], [b] IR 0 6 [b], [a]/[b] = S ([a], [b]) = S ([a], [b]).

S ([a], [b]) S ([a], [b]) 0. ,

1.4.2 [a], [b] IR, -

1.4.3 r R [c] IR {[]}. ,

1.4.4 r R [c] IR {[]},

1.4.3 ([Rat96) r R [c] IR {[]}, -

1.4.4 ([Rat96) 1.4.4

1.5.1 () [a], [b] IR

[a], [b] IRn

1.5.2 ( IRn ) S IRn IRn

1.5.2 On IRn . (IRn , On )

1.5.3 {[x](k) } IRn [x] IRn

> 0 . k N q([x ] , [x ]) <

. , | sup[x ] sup[x ]| < | inf[x ] inf[x ]| <

1.5.3 ( ) {[x](k) } IRn , k =

(interval fun tions) . ,

{[x](k) } IRn , k = 1, 2, . . ., [x] IRn .

1.6.3 (Lips hitz ) [x]

F Lips hitz Lips hitz F [x] [x]

(in lusion fun tion) (interval extension) f : Rn R,

x R . f ([x]) F ([x]) [x]. [x] IR

f . , [x] = ([1, 2], [3, 4])

, n = 2 [x] = [2, 3] [x] = {x : x [x]} = [0, 9],

, cos x = sin x + , .

[x]2 [x]3 1/[x]3 1/[x]2

[x] w([x]) > 0, F

1.7.4 ([Moo66) f : D Rn R [x] [x]0 D.

1.7.2 Fc ([x]) f (x1 , x2 ) =

1.7.3 & Taylor

1.7.5 ([CM80) Fi ([x]), i = 1, . . . , n, -

F Lips hitz, q ( f ([z]), F ([z]) ) = O (w([z])), [z]

([x] , inf F ([x] )) L;

([x] , inf F ([x] )) L

([x], inf F ([x])) L 2.1 .

2.4.1 2.1 best-first ,

ut-off test ( 2.2).

2.3 [y] , . . . , [y] [x].

3. N ([x]) [x], f [x]

[Moo66, [Han92, [Neu90.

(steepest des ent) [SKG02, [KSG04,

1.7.3, (mean value form) f

f [x] . ' , F ([x], c) F ([x])

f . . , [x] = [x, x]

3.3.1 ([Ral83b) [a], [b] IR, [a] [b] -