Global constrained nonlinear optimisation with interval methods | David P. Sanders | JuliaCon2021

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This talk was given as part of JuliaCon2021.

Abstract:
We will present recent work in progress on guaranteed methods for inequality-constrained global nonlinear optimization in Julia. Using methods based on interval arithmetic allows us to guarantee (prove) that we return the true global minimum and minimizers for inequality-constrained optimization problems in low dimensions.

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