[Reliable_computing] Fw: Global optimization under box constraints

Gilles Chabert gilles.chabert at imt-atlantique.fr
Mon Jul 8 02:04:18 CDT 2019


Dear Vladik,


He may gives Ibex a try:

http://www.ibex-lib.org/

There is a global optimization plugin that should do the job. It is free 
and open-source.


Best regards,

Gilles


Le 30/06/2019 à 12:50, Kreinovich, Vladik a écrit :
>
> Any help to Michael is appreciated. Basically, he wants to find the 
> range of a nonlinear function of 5 variables over a box -- looks like 
> a standard problem of interval computations. With not too many 
> variables, probably successive bisection would lead to an almost exact 
> answer.
>
>
> Intlab comes to mind, but my understanding is that you need to pay for 
> its use now, and Michael just has a one-time problem.
>
>
> I can send him formulas or refer him to books (all that listed on 
> interval website http://www.cs.utep.edu/interval-comp), but if there 
> is a software package that he can use without much trouble and much 
> learning that would be great. Many thanks
>
>
> Vladik
>
> ------------------------------------------------------------------------
> *From:* Pokojovy, Michael
> *Sent:* Saturday, June 29, 2019 4:54 PM
>
> Dear Vladik,
>
>
> I’m wondering if you could provide me with a good reference/references 
> on global optimization with interval constraints. Basically, I want to 
> maximize a complicated nonlinear function (expensive to evaluate) over 
> a 5D box. The function is smooth but highly nonlinear/non-polynomial – 
> basically, a likelihood function.
>
> Thank you very much!
> Mike
>
>
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