Rigorous enclosures of ellipsoids and directed Cholesky factorizations

DOI10.1137/090778110MaRDI QIDQ3008248zbMATH OpenOpenAlexWikidataFDO

Authors 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

bounding ellipsoidsconstraint satisfaction problemsdirected Cholesky factorizationinterval analysisinterval hullpreprocessingquadratic constraintsrounding error controlverification of positive definitenessverified computing

Mathematics Subject Classification ID

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

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Cited in

(10)

• Estimating the robust domain of attraction for non-smooth systems using an interval Lyapunov equation
• Adaptive event based fault detection
• ANTIGONE: algorithms for coNTinuous/Integer global optimization of nonlinear equations
• 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
• Estimating the robust domain of attraction for difference inclusions using an interval Lyapunov equation
• A scaling algorithm for polynomial constraint satisfaction problems

Describes a project that uses

Uses Software

• alphaBB
• GlobSol
• COCONUT

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