Algorithmic differentiation techniques for global optimization in the COCONUT environment

DOI10.1080/10556788.2010.547581zbMath1242.65047OpenAlexW1980844980MaRDI QIDQ2885482

Mihály Csaba Markót, Hermann Schichl

Publication date: 23 May 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2010.547581

zbMATH Keywords

algorithmsglobal optimizationinterval analysisautomatic differentiationrounding errorsdirected acyclic graphsalgorithmic differentiationslope

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) General methods in interval analysis (65G40) Numerical differentiation (65D25)

Related Items (8)

Linear and parabolic relaxations for quadratic constraints ⋮ Best practices for comparing optimization algorithms ⋮ Subdomain separability in global optimization ⋮ Bound constrained interval global optimization in the COCONUT environment ⋮ Exclusion regions for optimization problems ⋮ Efficient computation of spectral bounds for Hessian matrices on hyperrectangles for global optimization ⋮ Constraint aggregation for rigorous global optimization ⋮ Exclusion regions for parameter-dependent systems of equations

Uses Software

• testenv
• INTOPT_90
• COCONUT
• GAMS

Cites Work

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