scientific article; zbMATH DE number 2035082
consistency methodsextended interval arithmeticglobal optimizationinaccurate datainterval analysisinterval Newton methodperturbed problems
Interval and finite arithmetic (65G30) General methods in interval analysis (65G40) Numerical optimization and variational techniques (65K10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)
The book is a revised and updated version of its predecessor which appeared in 1992 with \textit{E. R. Hansen} as the only author. Therefore, most of the review in Zbl 0762.90069 is still up-to-date and will not be repeated here. The authors apply interval methods in order to verify solutions of systems of nonlinear equations and of global optimization problems with and without constraints. While in the first edition interval Newton methods were the most important part of the global optimization algorithms this place is now shared with consistency methods for increasing the speed of convergence of algorithms. Both methods can prove existence and uniqueness in an analytically rigorous way. Many older algorithms were now improved. A set theoretic foundation for computing with intervals guarantees that there are no longer undefined interval operations or functions in the algorithms which were developed by the authors and their collaborators. The concept is based on the set of extended real numbers. Numerical examples illustrate its efficiency. Chapter 1 introduces into the subject. In particular, it motivates the application of interval analysis and lists nowadays software packages which support the computation with intervals. Chapter 2 defines interval numbers and arithmetic including dependencies of interval operands and extended interval arithmetic. Functions of intervals continue these basics in Chapter 3. So-called closed interval systems form an essential and new chapter. They use an extended arithmetic in which division by zero is defined. Thus they enlarge the applicability of existing algorithms and admit generalizations. Chapter 5 deals with systems of linear equations -- also with intervals as input data. Inequalities are considered in Chapter 6. Taylor expansion and slope expansion in the one- and multidimensional case as well as automatic differentiation form the contents of the subsequent chapter. Quadratic equations and quadratic inequalities precede general nonlinear equations in one variable in Chapter 9. Consistencies for equations were studied in Chapter 10, systems of nonlinear equations in Chapter 11. Here Newton's method for interval vectors is discussed in detail. Various optimization problems such as unconstrained problems, constrained problems, inequality constrained optimization and equality constrained optimization are centered in the next four chapters and cover more than a quarter of the almost 500 pages. Box splitting, John conditions, line search and nondifferentiable functions are some of the keywords which occur. Inequality constraints and equality constraints are allowed simultaneously in Chapter 16. Perturbed problems and sensitivity analysis are considered in Chapter 17 followed by remarks on nondifferentiable functions and integer problems in the final chapter which acts as supplement. An extensive bibliography with 215 entries concludes a well written and interesting monography.
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- What can interval analysis do for global optimization?
- Rigorous global search: continuous problems
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- The probabilistic customer's choice rule with a threshold attraction value: effect on the location of competitive facilities in the plane
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- Nonlinear equations and optimization
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- Automated design of fractional PI QFT controller using interval constraint satisfaction technique (ICST)
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- Development of metaheuristic interval minimization methods for optimal program control design
- Parameter range reduction from partial data in systems of differential algebraic equations
- Using geometric interval algebra modeling for improved three-dimensional camera calibration
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- Obtaining an outer approximation of the efficient set of nonlinear biobjective problems
- Continuous minimax optimization using modal intervals
- Sharpening interval computations
- Solving overdetermined systems of interval linear equations
- A multidimensional interval Newton method
- Parameter range reduction in ordinary differential equation models
- Control-oriented models for SO fuel cells from the angle of V\&V: analysis, simplification possibilities, performance
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- Validated solutions of initial value problems for parametric ODEs
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- Actuator fault diagnosis for flat systems: a constraint satisfaction approach
- Convex and concave relaxations of implicit functions
- Parameterized solution of linear interval parametric systems
- Transformations of interval linear systems of equations and inequalities
- On approximations of persistence diagrams
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- Designing globally optimal delta-sigma modulator topologies via signomial programming
- Extended nondominated sorting genetic algorithm (ENSGA-II) for multi-objective optimization problem in interval environment
- Interval branch-and-bound algorithms for optimization and constraint satisfaction: a survey and prospects
- Solution of a bi-level programming problem with inexact parameters
- Location equilibria for a continuous competitive facility location problem under delivered pricing
- Sufficient optimality conditions and duality theory for interval optimization problem
- Efficient portfolio for interval Sharpe ratio model
- Parameter range reduction in ODE models in the presence of partial data sets
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- A class of problems that can be solved using interval algorithms
- A comparison of verified distance computation between implicit objects using different arithmetics for range enclosure
- An alternative optimization technique for interval objective constrained optimization problems via multiobjective programming
- A CSP versus a zonotope-based method for solving guard set intersection in nonlinear hybrid reachability
- Level sets of the value function in differential games with two pursuers and one evader. Interval analysis interpretation
- A reliable affine relaxation method for global optimization
- Reverse propagation of McCormick relaxations
- Multi-objective geometric programming with varying parameters: application in waste water treatment system
- On constrained optimization by interval arithmetic and interval order relations
- Some feasibility sampling procedures in interval methods for constrained global optimization
- Bounded rationality and control
- Enclosure of all index-1 saddle points of general nonlinear functions
- Newton method to obtain efficient solutions of the optimization problems with interval-valued objective functions
- Mathematically Rigorous Global Optimization and Fuzzy Optimization
- A parameter method for linear algebra and optimization with uncertainties
- An iterative model predictive control algorithm for constrained nonlinear systems
- Computable analysis with applications to dynamic systems
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