Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization

DOI10.1007/S10898-013-0099-1zbMath1338.90325arXiv1206.0196OpenAlexW3103224104MaRDI QIDQ2250109

Moritz Schulze Darup, Martin Kastsian, Stefan Mross, Martin Mönnigmann

Publication date: 4 July 2014

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0196

zbMATH Keywords

global optimizationHessianinterval matrixeigenvalue boundsspectral bounds

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (3)

A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics ⋮ Complexity issues for the symmetric interval eigenvalue problem ⋮ Improved Automatic Computation of Hessian Matrix Spectral Bounds

Uses Software

• COCONUT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Automatic differentiation: techniques and applications
• Global minimum potential energy conformations of small molecules
• The cluster problem in multivariate global optimization
• \(\alpha BB\): A global optimization method for general constrained nonconvex problems
• Algorithmic differentiation techniques for global optimization in the COCONUT environment
• Bounds on Real Eigenvalues and Singular Values of Interval Matrices
• Fast Calculation of Spectral Bounds for Hessian Matrices on Hyperrectangles
• Efficient Calculation of Bounds on Spectra of Hessian Matrices
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Positive Definiteness and Stability of Interval Matrices
• Global Optimization and Constraint Satisfaction

This page was built for publication: Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization