Interval analysis on directed acyclic graphs for global optimization
From MaRDI portal
Publication:816066
DOI10.1007/s10898-005-0937-xzbMath1094.65061OpenAlexW1972459914MaRDI QIDQ816066
Hermann Schichl, Arnold Neumaier
Publication date: 20 February 2006
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-005-0937-x
global optimizationinterval analysisautomatic differentiationconstraint propagationdirected acyclic graphsround-off analysisslope enclosures
Programming involving graphs or networks (90C35) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) General methods in interval analysis (65G40)
Related Items
Algorithmic differentiation techniques for global optimization in the COCONUT environment, Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT, Symmetry in Mathematical Programming, Interval branch-and-bound algorithms for optimization and constraint satisfaction: a survey and prospects, A general framework for convexity analysis in deterministic global optimization, The supporting hyperplane optimization toolkit for convex MINLP, DrAmpl: A meta solver for optimization problem analysis, A robust approach for finding all well-separated solutions of sparse systems of nonlinear equations, Constraint propagation on quadratic constraints, SUSPECT: MINLP special structure detector for Pyomo, Optimality-based domain reduction for inequality-constrained NLP and MINLP problems, On interval-subgradient and no-good cuts, Rigorous packing of unit squares into a circle, Enhancing interval constraint propagation by identifying and filtering \(n\)-ary subsystems, (Global) optimization: historical notes and recent developments, Subdomain separability in global optimization, Domain reduction techniques for global NLP and MINLP optimization, Rigorous filtering using linear relaxations, Bound constrained interval global optimization in the COCONUT environment, Reformulations in mathematical programming: automatic symmetry detection and exploitation, Efficient interval partitioning-local search collaboration for constraint satisfaction, Nonlinear optimization with GAMS /LGO, SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework, A reliable affine relaxation method for global optimization, Reverse propagation of McCormick relaxations, Exclusion regions for optimization problems, First order rejection tests for multiple-objective optimization, Tighter McCormick relaxations through subgradient propagation, Monotonic reformulation and bound tightening for global optimization of ideal multi-component distillation columns, Symbolic interval inference approach for subdivision direction selection in interval partitioning algorithms, Linearization of McCormick relaxations and hybridization with the auxiliary variable method, Exclusion regions for parameter-dependent systems of equations, Enhancing numerical constraint propagation using multiple inclusion representations, Interval propagation and search on directed acyclic graphs for numerical constraint solving
Uses Software
Cites Work
- Decompostition of arithmetic expressions to improve the behavior of interval iteration for nonlinear systems
- Verified integration of ODEs and flows using differential algebraic methods on high-order Taylor models
- Use of interval slopes for the irrational part of factorable functions
- Taylor forms -- use and limits.
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- BARON: A general purpose global optimization software package
- The Krawczyk operator and Kantorovich's theorem
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Applying interval arithmetic to real, integer, and boolean constraints