Interval analysis on directed acyclic graphs for global optimization
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A new representation method is discussed for solving global optimization problems using directed acyclic graphs. The method employs various techniques from interval analysis, round-off analysis, slope enclosures, forward and backward evaluation, automatic differentiation, constraint propagation, etc. For sufficiently sparse problems the computational work is proportional to the number of operations in the calculation of the objective function.
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Cites work
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- The Krawczyk operator and Kantorovich's theorem
- Use of interval slopes for the irrational part of factorable functions
- Verified integration of ODEs and flows using differential algebraic methods on high-order Taylor models
Cited in
(42)- Enhancing numerical constraint propagation using multiple inclusion representations
- Interval propagation and search on directed acyclic graphs for numerical constraint solving
- Optimal resolution sequence of problems modelled by directed graphs
- An analytical approach to global optimization
- A surprising approach in interval global optimization
- Domain reduction techniques for global NLP and MINLP optimization
- Monotonic reformulation and bound tightening for global optimization of ideal multi-component distillation columns
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- Symbolic interval inference approach for subdivision direction selection in interval partitioning algorithms
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