Rigorous Enclosures of Ellipsoids and Directed Cholesky Factorizations

DOI10.1137/090778110zbMath1242.90152OpenAlexW1968105163WikidataQ114074371 ScholiaQ114074371MaRDI QIDQ3008248

Ferenc Domes, Arnold Neumaier

Publication date: 15 June 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090778110

zbMATH Keywords

interval analysisconstraint satisfaction problemsverified computinginterval hullquadratic constraintsrounding error controlpreprocessingbounding ellipsoidsdirected Cholesky factorizationverification of positive definiteness

Mathematics Subject Classification ID

Factorization of matrices (15A23) Quadratic programming (90C20) Decomposition methods (49M27)

Related Items (9)

Algorithmic differentiation techniques for global optimization in the COCONUT environment ⋮ Linear and parabolic relaxations for quadratic constraints ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ GLOMIQO: global mixed-integer quadratic optimizer ⋮ Constraint propagation on quadratic constraints ⋮ Adaptive event based fault detection ⋮ Estimating the robust domain of attraction for non-smooth systems using an interval Lyapunov equation ⋮ A scaling algorithm for polynomial constraint satisfaction problems ⋮ ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations

Uses Software

• COCONUT
• alphaBB
• GlobSol

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