Rigorous global search: continuous problems
automatic differentiationglobal optimizationinterval arithmetic based methodsinterval Newton methodpreconditioningsystems of equations
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Interval and finite arithmetic (65G30) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Numerical mathematical programming methods (65K05) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Nonlinear programming (90C30)
The monograph gives a survey of interval arithmetic based methods for solving systems of equations and global optimization problems. The connection between these two themes is that zero finding is an almost unavoidable part of optimization. The interval arithmetic philosophy of selfvalidation is followed in the book as indicated by the term ``rigorous in the title. That means that for each of the two problems all solutions are to be found and enclosed in sufficiently small boxes. In addition the solutions ought to be unique in these boxes. -- The book contains standard results, new results and ones that need further development. Algorithmic and practical tools are emphasized, theoretical considerations are sporadically present. Many extensive remarks and explanations are connected with INTLIB, INTLIB 90 and INTOPT 90 which are the authors's software and library packages for interval arithmetic and the solvers for the above mentioned problems in FORTRAN 77 resp. FORTRAN 90. The book consists of seven chapters and a bibliography of 247 items. The first chapter (69 pages) introduces interval arithmetic, solving linear interval equations, automatic differentiation and code list generation, interval Newton method, and a short glance at the topological degree idea, which seems a bit outside the interval scope of the book. A groad chapter (42 pages) about interval software follows. Described are primarily the packages mentioned before which allow, among others, the generation of code lists and automatic differentiation. The chapter on preconditioning (32 pages) contains some of the authors own results and it provides techniques to transform linear interval equations into ones which might have tighter solution intervals. The chapter about solving nonlinear systems of equations (23 pages) features a rather practical and numerical approach in a branch and bound pattern touching many software details. The chapter on global optimization (40 pages) only admits equality constraints (within a box frame). The solution procedures are based on branch and bound, infeasibility test, interval Newton algorithm applied to the John conditions and computationally executed proofs of the existence of feasible points generalizing Hansen and Walster's pioneering concept of 1987 (Nonlinear equations and optimization. Preprint.). The chapter about non-differentiable problems (17 pages) studies function expressions containing if-then-else connectives obtaining some new results with respect to zero search. The final chapter about intermediate values (8 pages) remains on the very surface of such a topic and contains only introductory examples of how these values can be used to reduce the overestimation.
- A framework for existence tests based on the topological degree and homotopy
- A new method for solving interval and fuzzy equations: linear case
- Slope enclosures for functions given by two or more branches
- On the impact of spatial pattern, aggregation, and model parameters in planar Huff-type competitive location and design problems
- Fast construction of constant bound functions for sparse polynomials
- An efficient algorithm for range computation of polynomials using the Bernstein form
- The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
- On proving existence of feasible points in equality constrained optimization problems
- Numerical solution for bounding feasible point sets
- Heuristic rejection in interval global optimization
- On first zero crossing points.
- Interval mathematics, algebraic equations and optimization
- A realistic (non-associative) logic and a possible explanations of \(7\pm 2\) law
- Accelerating filtering techniques for numeric CSPs
- Always convergent methods for nonlinear equations of several variables
- A planar single-facility competitive location and design problem under the multi-deterministic choice rule
- Certificates of infeasibility via nonsmooth optimization
- A certified branch \& bound approach for reliability-based optimization problems
- INTOPT_90
- Efficient importance sampling in low dimensions using affine arithmetic
- Domain reduction techniques for global NLP and MINLP optimization
- Solution method for a boundary value problem with fuzzy forcing function
- Constraint propagation using dominance in interval branch \& bound for nonlinear biobjective optimization
- Advances in interval methods for deterministic global optimization in chemical engineering
- Some global optimization problems on Stiefel manifolds
- A rigorous global filtering algorithm for quadratic constraints
- A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
- A comparison of complete global optimization solvers
- Parametric functional representation of interval number with arithmetic operations
- A hybrid global optimization method: The multi-dimensional case
- Passive robust fault detection using fuzzy parity equations
- On bounding zeros of analytic functions
- A hybrid global optimization method: The one-dimensional case
- Creating and handling box valued functions used in numerical methods
- A new exclusion test.
- Improved validated bounds for Taylor coefficients and for Taylor remainder series
- Computational complexity of optimization and crude range testing: A new approach motivated by fuzzy optimization
- On the algebraic solution of fuzzy linear systems based on interval theory
- A new approach to obtain algebraic solution of interval linear systems
- Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints
- About tracing problems in dynamic geometry
- A deterministic approach to global box-constrained optimization
- Template generation for continuous transfer functions using interval analysis
- On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method
- \textsc{AbsTaylor}: upper bounding with inner regions in nonlinear continuous global optimization problems
- An interval branch and bound method for global robust optimization
- On new methods to construct lower bounds in simplicial branch and bound based on interval arithmetic
- Sums and products of intervals in ordered groups and fields
- Numerical certification of Pareto optimality for biobjective nonlinear problems
- Piecewise linear bounding functions in univariate global optimization
- A stochastic optimization algorithm for analyzing planar central and balanced configurations in the \(n\)-body problem
- New parameterized solution with application to bounding secondary variables in FE models of structures
- A new neural network model for solving random interval linear programming problems
- On rigorous upper bounds to a global optimum
- Exclusion regions for optimization problems
- A standard branch-and-bound approach for nonlinear semi-infinite problems
- Method for localizing the zeros of analytic functions based on the Krawczyk operator
- Bipolar fuzzy linear system of equations
- Interval oriented entropy based multi-item solid transportation problem with budget and breakability
- Interval unions
- On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems
- Computing slope enclosures by exploiting a unique point of inflection
- An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints
- On interval branch-and-bound for additively separable functions with common variables
- Deterministic global optimization in ab-initio quantum chemistry
- Interval linear systems as a necessary step in fuzzy linear systems
- Using interval unions to solve linear systems of equations with uncertainties
- Rigorous packing of unit squares into a circle
- Balanced random interval arithmetic in market model estimation
- The 1-center problem in the plane with independent random weights
- Multi-dimensional pruning from the Baumann point in an interval global optimization algorithm
- Obtaining an outer approximation of the efficient set of nonlinear biobjective problems
- Computing the pessimism of inclusion functions
- A verified inexact implicit Runge-Kutta method for nonsmooth ODEs
- Exact bounds on finite populations of interval data
- New interval methods for constrained global optimization
- Fast algorithm for computing the upper endpoint of sample variance for interval data: Case of sufficiently accurate measurements
- Complex interval arithmetic using polar form
- Fuzzy linear systems of the form \(A_{1}x+b_{1}=A_{2}x+b_{2}\)
- A multidimensional interval Newton method
- Computational experience with rigorous error bounds for the Netlib linear programming library
- Validated constraints solving --- practicalities, pitfalls, and new developments
- An interval global optimization algorithm combining symbolic rewriting and componentwise Newton method applied to control a class of queueing systems
- Optimal centers in branch-and-prune algorithms for univariate global optimization
- Motivations for an arbitrary precision interval arithmetic and the MPFI library
- Second-order bounds for linear recurrences with negative coefficients
- A new inclusion function for optimization: kite -- the one-dimensional case
- On the computation of invariant sets for constrained nonlinear systems: an interval arithmetic approach
- Accelerating branch-and-bound through a modeling language construct for relaxation-specific constraints
- A new robust algorithm to trace curves
- Validated solutions of initial value problems for parametric ODEs
- Improving the efficiency of exclusion algorithms
- Computable bounds for Taylor coefficients of analytic functions
- A new multi-section based technique for constrained optimization problems with interval-valued objective function
- Solution of linear differential equations with fuzzy boundary values
- Reachability analysis and deterministic global optimization of DAE models
- Algorithmic differentiation techniques for global optimization in the COCONUT environment
- A hybrid subdivision strategy for result-verifying nonlinear solvers
- Rigorous global search using taylor models
- Interval computations, rigour and non-rigour in deterministic continuous global optimization
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