Aplicação dos Métodos Quase-Newton em Otimização Intervalar

Abstract

In this dissertation, a study on Interval Optimization was carried out, assuming that the value of Purpose function is an interval. For such a problem, a theoretical development followed to equip the interval space with an ordered body structure. Some Theorems and Corollaries, considered essential to the understanding of the main results, were addressed. Conditions for the solution of an optimization problem intervals are presented through an auxiliary problem in real dimensional finite space, where the function of interval value is brought to a real value through an auxiliary function. At the end of the work, a new direction of descent via the quasi-newton method (version BFGS) whose objective function is integrated over the intervals of its interval coefficients, the optimization problem being unrestricted and, in addition, an algorithm is also presented generic based on directional search for this problem