INTSOLVER: An interval based solver for Global Optimization. We present a set of functions based on interval arithmetic to solve small size global optimization problems with guaranteed bounds on solutions. Interval analysis can be used to bound ALL solutions of nonlinear optimization problem, equality constrained or not as well to bound ALL solutions of a nonlinear system of equation. Our functions can deal with these problems using an implementation of the interval Newton method with a bissection scheme. The capabilities of our functions can be showed through the analysis of some important global optimization examples that we provide with the main functions
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References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
- Rump, Siegfried M.: Mathematically rigorous global optimization in floating-point arithmetic (2018)
- Magron, Victor; Allamigeon, Xavier; Gaubert, Stéphane; Werner, Benjamin: Certification of real inequalities: templates and sums of squares (2015)
- Allamigeon, Xavier; Gaubert, Stéphane; Magron, Victor; Werner, Benjamin: Certification of bounds of non-linear functions: the templates method (2013)