[Reliable_computing] Fw: Global optimization under box constraints

Arrigo Benedetti arrigo.benedetti at gmail.com
Fri Jul 12 13:47:09 CDT 2019


It looks like this would a relatively simple job for Julia (
www.julialang.org) who had for some time very good interval support. The
relevant packages are here:

https://github.com/JuliaIntervals

-Arrigo

On Sun, Jun 30, 2019 at 3:50 AM Kreinovich, Vladik <vladik at utep.edu> wrote:

> 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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